Fundamental Review of the Trading Book (FRTB)

The first five lectures provide you, in just under an hour, a comprehensive and actionable understanding of the FRTB regulation, enabling you to confidently engage with finance professionals on this important and current topic. This course is a high-impact investment of your time, offering immediate and substantial benefits by distilling complex regulatory requirements into clear, expert-level insights. Following this, the next five lectures will offer deep insights into the specific features of the Internal Models Approach (IMA).

These lectures will cover essential tests, modelable and non-modelable risk factors, stress testing of Expected Shortfall analytics, as well as liquidity risk management, and how FRTB addresses liquidity risk using liquidity horizons. The final lecture dives even deeper, summarizing a study published in June 2025 by ISDA and E & Y. The study analyzes the adoption of IMA at 26 large banks, discussing the most challenging aspects for banks, and offering recommendations to regulators on how adoption could be improved.

A 10 minute podcast, AI generated, is also included. Sign up for this Fundamental Review of the Trading Book (FRTB) masterclass to gain critical expertise in one of the most significant regulatory frameworks reshaping global finance. With regulators worldwide accelerating FRTB's implementation, this course equips you with the knowledge and skills to navigate its complexities, optimize capital strategies, and ensure and discuss compliance.

Whether you're a student, associate, seasoned professional or an aspiring finance leader, this course offers the practical insights and tools needed to stay ahead in today's rapidly evolving financial landscape. Don't miss this opportunity to understand in detail the aspects surrounding the Fundamental Review of the Trading Book. The urgency and importace of FRTB stems from the fact that global regulators, including the OCC in the U.