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Corporate and Organizational
Risk Management Initiative in Microfinance
Pricing and Exam Schedule
2019 PRM Transition
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Market Risk Management under Basel III/FRTB
In this 11-lesson series, learn how to maneuver the new Basel III framework for market risk, also known as FRTB. FRTB represents a pivotal change in the way banks’ trading businesses will be capitalized, regulated and managed. January 21: Lesson 1, Market Risk Concepts and Challenges - the Genesis of FRTB January 28: Lesson 2, New "Fundamentals" I February 4: Lesson 3, New "Fundamentals" II February 11: Lesson 4, Standardized Approach Now Required for All Banks February 18: Lesson 5, Internal Models Approach (IMA) February 25: Lesson 6, Default Risk Charge (DRC) March 3: Lesson 7, IMA's Most Pernicious Challenges, Part I March 10: Lesson 8, IMA's Most Pernicious Challenges, Part II March 17: Lesson 9, New Regime for Model Governance and Risk Transparency March 24: Lesson 10, Implementation Timelines/Milestones March 31: Lesson 11, Supervisory Implementation April 7: Bonus Session - What's New!
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FRTB 2.0 - What's New
MRM L1: Introduction to Model Risk Management...
MRM L2: Set Up MRM Framework across the Modelling ...
MRM L3: Establishing Model Inventory & Model...
MRM L4: Measuring the Model Risk & Model...
MRM L5: Rolling Out & Embedding the MRM Framework