Fundamental Review of the Trading Book London 2015 is a course that cover topics such as:
- Risk of market liquidity - A comprehensive incorporation
- The trading book/banking book boundary
- The regulatory objectives of the Fundamental Review of the Trading Book
- The revised models-based approach and Expected Shortfall (ES)
- Market risk model approval at the desk level
- The revised standardised approach
- Modellable and non-modellable risk factors
Fundamental Review of the Trading Book London 2015 brings together:
- Market Risk Modelling
- Market Risk Analytics
- Market Risk Manager
- Market Risk Methodology
- Market Risk IT
- Market Risk Policy
- Trading Book Capital Management
- Market Risk Capital
- Quantitative Analytics
- Risk Capital Manager
- Regulatory Liaison
- Senior Risk Manager
- Regulatory Risk Manager
- Head of Prudential Risk
- Risk Governance
- Risk and Compliance
- Derivatives Risk Manager
- Internal Audit Manager
- Market and Credit Risk Manager
- Traded Market Risk
