Master FRTB Standardised Approach: Practical Skills from the Industry's Leading Expert

Gain Unmatched Market Risk Capital Expertise from the Project Manager Behind the World's Only Global FRTB IMA Go-Live. Transform Your Career Now.

Why This Course? The FRTB Imperative & Your Unfair Advantage

The Fundamental Review of the Trading Book (FRTB) represents the most significant overhaul of market risk capital rules in decades. Banks worldwide are scrambling to implement these complex regulations, creating an urgent demand for professionals with practical, hands-on FRTB expertise.

What sets this course apart? You’ll learn directly from [Your Name], who has dedicated over a decade to FRTB projects and recently project managed the successful FRTB IMA model Go-Live at the only global bank to achieve this landmark approval. This isn’t just theoretical learning; it’s a deep dive into the practical challenges, solutions, and nuances of FRTB implementation from someone at the very forefront.

This practical experience is crucial because:

  • It bridges the knowledge gap: Universities teach theory; we teach practical application.

  • It’s highly sought-after: Banks are actively seeking candidates who can immediately contribute to their FRTB initiatives.

  • It impacts profitability: Understanding market risk capital directly influences trading strategies, finance operations, and overall bank solvency.

  • It accelerates your career: Position yourself as a specialist capable of navigating the most critical regulatory challenges in finance.

What You Will Master: Course Curriculum & Practical Application

This intensive 4-week program is meticulously designed to provide you with a hands-on understanding of the FRTB Standardised Approach (SA), equipping you with immediately applicable skills.

Core Learning Modules:

  • Module 1: FRTB Foundations & The SA Framework:

    • Overview of FRTB and its objectives.

    • Deep dive into the Trading Book vs. Banking Book.

    • Introduction to the Standardised Approach (SA) components.

  • Module 2: Sensitivities-Based Approach (SBA) Capital Calculation:

    • Understanding risk classes (interest rate, equity, credit spread, commodity, FX).

    • Detailed calculation methodologies for delta, vega, and curvature risks.

    • Aggregation rules and correlation matrices.

    • Practical Prototype Development: Hands-on exercises building a prototype to measure SBA capital for various banking products.

  • Module 3: Default Risk Charge (DRC) & Residual Risk Add-on (RRAO):

    • Calculation of DRC for securitization and non-securitization exposures.

    • Understanding the scope and application of RRAO.

    • Practical Calculation Workflows: Applying DRC and RRAO to real-world-like scenarios.

  • Module 4: Market Risk Capital Analytics & Real-World Portfolios:

    • Designing UI Prototypes: Learn principles and best practices for designing intuitive Market Risk Capital Analytics User Interface (UI) prototypes.

    • Portfolio-Level Calculation: Work with sample real-world-like portfolios where trade sensitivities are provided, challenging you to calculate aggregated market risk capital.

    • Discussion of data sourcing, reconciliation, and validation challenges in a live environment.

BONUS MODULE: Introduction to the Internal Capital Model (ICM)

Gain an exclusive overview of how the Internal Capital Model works, its purpose, and its relationship with regulatory capital. Understand the key concepts that drive sophisticated internal risk management.

Your Expert Trainer – Unmatched Industry Insight

Collin Ratnam, Project Manager for FRTB IMA Go-Live (Only Global Bank Approved)

With over a decade dedicated to the intricate world of FRTB, Collin Ratnam is uniquely positioned to guide you through its complexities. As the Project Manager who successfully led the FRTB Internal Model Approach (IMA) Go-Live at the first global bank to achieve this unprecedented regulatory approval, Collin Ratnam possesses an unparalleled depth of practical experience.

You will gain insights into:

  • The real-world challenges of FRTB implementation.

  • Strategies for navigating complex regulatory requirements.

  • Best practices for data management, analytics, and reporting.

  • The actual impact of FRTB on bank operations and profitability.

This is your direct line to the front lines of market risk regulatory change.

Course Format & Features

  • Duration: 4 Weeks of intensive, practical learning.

  • Flexibility: Self-paced modules allowing you to learn at your own schedule.

  • Live Interaction: Weekly direct live Zoom Q&A sessions with [Your Name] for personalized guidance and to address your specific questions.

  • Hands-on Exercises: Work through practical exercises, including designing UI prototypes and calculating capital for sample portfolios.

  • Certificate of Completion: A testament to your acquired expertise in FRTB Standardised Approach.

  • Exclusive Content: Access to industry insights, templates (e.g., FRTB MR1/MR2 conceptual templates), and real-world case studies.

Investment in Your Future

Please email us on info@wallstreetready.com

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