The FRTB Playbook: From Regulation to Go-Live
A hands-on workshop for practitioners in market risk, modelling, implementation and related disciplines.
This masterclass is a joint venture, hosted by our partner company WBS Training.
Start Date: Tuesday 24th February
Delivery Mode: Live Online (flexible learning over 4 weeks, 1 lecture per week)
Global Start Time: Accessible for many participants worldwide.
Structured Assessment: Multiple-Choice Test & Certificate
Total Lecture Hours: 16 hours
Instructor: Thomas Obitz: Founder, RiskTransform
Empowering Global Talent: Emerging Markets Subsidy
BTRM Alumni and Current Students: 40% Discount (off the standard fee)
4-Week Flexible Global Learning
The WBS Advanced Masterclasses run over four weeks in a live online format offering a highly effective learning experience by balancing depth, flexibility, and Faculty engagement. With a start time of 1pm UK time / 2pm CET / 5:30pm IST / 8:00am EST, enabling students to join live from many locations around the world. This structure allows participants to absorb complex concepts such as Fundamental Review of the Trading Book (FRTB) – exploring how financial institutions address the impact and application of FRTB through the perspectives of model risk, capital requirements, and data management, reinforcing understanding between sessions through reflection and practice.
The live format encourages real-time interaction with the instructor and peers, fostering deeper discussions and immediate problem solving. Spacing the sessions weekly also accommodates the busy schedules of banking professionals, ensuring minimal disruption to daily responsibilities while maximising learning retention and practical application. The course ends with a structured assessment multiple-choice test & certificate. Students get to keep the course in their own personal WBS educational portal for 12 months.
Course Overview
Many jurisdictions have gone live with the Fundamental Review of the Trading Book (FRTB) in 2024 and 2025, with the US, Europe and the UK expected to follow in 2027 or 2028. This comprehensive workshop addresses all aspects of the framework, progressing from the regulatory objectives, through the properties and behaviour of the new risk measures, to organisational, operating model and implementation challenges.
Learning Outcomes
By the end of the program, participants will:
Participants will explore the calculation of both standardised and internal model risk measures, as well as total capital requirements, using Python/Jupyter notebooks. While basic programming skills in Python or Matlab are of advantage, the workshop provides guided examples and exercises that can be followed even with limited coding experience. They will also use ChatGPT for analysing the regulation. To avoid firewall restrictions, we recommend using a personal computer with direct connection to the internet.
Weekly Forum:
Q&A weekly lecture forum. Students can submit question on the forum that will be answered live in weeks 2, 3, and 4.
Multiple-Choice Test & Certificate:
This WBS Advanced Masterclass Series ends with a Multiple-Choice Test. This test is available until Tuesday 24th March.
Learning Resource:
Students get to keep the training for 12 months post course.
Pricing Structure:
- Standard Fee – £2295.00 + U.K VAT
- BTRM 40% Alumni & Students – Please submit an enquiry
- Super Early Bird 20% & Early Bird 10% Discounts Available
- Emerging Markets Discount – Please submit an enquiry
- Group Discount – If 2 or more people from your institution wish to join the masterclass please contact us.
- VAT exemption – If you are a non U.K or EU resident, you are exempt from VAT.
