The FRTB Playbook: From Regulation to Go‑Live — In‑House Masterclass

Deliver full-team FRTB expertise on your own floor. Thomas Obitz’s masterclass is now available as a tailored in‑house programme for banks, vendors and financial institutions.

• Please submit an enquiry.

Why in‑house?

• Hands‑on labs using your data and systems
• Role‑based breakout sessions for front office, risk and quant teams
• Actionable go‑live checklist tailored to your environment

About the masterclass

Thomas Obitz — experienced practitioner, trainer and FRTB strategist — leads an intensive, practical programme that takes participants from regulatory principles through model design, validation and operationalising capital models for a successful go‑live. The in‑house version adapts examples, labs and case studies to your book of business and IT stack.

Curriculum highlights

A modular syllabus — pick only what you need or run an end‑to‑end course.

• • FRTB overview: Key principles, boundary conditions and timeline to compliance
  • Risk Factor Eligibility Tests (RFET): Data requirements, implementation traps
  • Modelling approaches: SA vs IMM, modellability, P&L attribution
  • Model validation & governance: Backtesting, controls and documentation
  • Operational readiness: Data pipelines, model deployment, monitoring and capital reporting
  • Hands‑on labs: Use‑case driven exercises with your instruments and data