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Market Risk Management under Basel III/FRTB Virtual Training
In this eleven part 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.
Lesson 1, March 4: Market Risk Concepts and Challenges–The Genesis of FRTB
Lesson 2, March 11: New “Fundamentals” I
Lesson 3, March 18: New “Fundamentals” II
Lesson 4, March 25: Standardized Approach Now Required for All Banks
Lesson 5, April 1: Internal Models Approach (IMA)
Lesson 6, April 8: Default Risk Charge (DRC)
Lesson 7, April 15: IMA’s Most Pernicious Challenges, Part I
Lesson 8, April 22: IMA’s Most Pernicious Challenges, Part II
Lesson 9, April 29: New Regime for Model Governance and Risk Transparency
Lesson 10, May 6: Implementation Timelines/Milestones
Lesson 11, May 13: Supervisory Implementation
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AORM | L2: Risk Appetite Statements and Tolerance ...
AORM | L3: A Modern Representation of RCSAs
AORM | L4: Scenario Analysis: Method for...
AORM | L5: Six Steps to Define and Design...
AORM | L6: Operational Risk Management for...
AORM | L7: Info Security Assessment & Cyber...