PRMIA Offers Market Risk Management Under Basel III & FRTB Virtual Learning Series

As banks intensify their implementation efforts and deepen their knowledge of FRTB, this intensive course will be timely for learning the best practices for tackling the myriad of challenges that lie ahead, as well as looming implementation deadlines.

Wednesdays, May 30-August 8, 2018 | Special Session August 29, 2018 | No class week of July 4
Presented by:
  • Sanjay Sharma, PhD, Founder and Chairman, GreenPoint Global
  • John “Jeb” Beckwith, Managing Director, GreenPoint Global

    Who should attend
    Heads of Trading Businesses, Trading Desk Heads, Market Risk Managers, FRTB Program Managers, Market Risk Auditors, Enterprise Risk Managers, Liquidity Professionals, Regulatory Capital Professionals, Model Validation Professionals, Market Data Professionals, Regulators and Supervisors

    Participants may register for the entire series or individual sessions. All courses have 24-hour on-demand access beginning at 12:00 a.m. ET. Participants can interact with the instructor and receive customized responses.

    Register or learn more
    Market Risk Concepts and Challenges - The Genesis of FRTB
    May 30
    FRTB New "Fundamentals" - Part I
    June 6
    FRTB New "Fundamentals" - Part II
    June 13
    FRTB Standardized Approach Now Required for All Banks
    June 20
    FRTB's Internal Models Approach (IMA)
    June 27
    Default Risk Charge (DRC) under FRTB
    July 11
    FRTB & IMA's Most Pernicious Challenges, Part I
    July 18
    FRTB & IMA's Most Pernicious Challenges, Part II
    July 25
    FRTB & New Regime for Model Governance and Risk Transparency
    August 1
    FRTB Implementation Timelines and Milestones
    August 8
    Market Risk Management Under Basel III: Supervisory Implementation
    August 29

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