BCBS published the final framework for market risk capital requirements on 14 January 2019. This revised standard comes into effect on January 01, 2022. Join this two-day course to hear from expert speakers on the current regulatory status of FRTB, implementation challenges and ways of approaching the approval process. The course will also dissect the P&L attribution test and the pitfalls of the non-modellable risk factor.
Machine Learning in Finance
This two day training course will provide delegates with an in-depth understanding of machine learning applications. Industry experts will take a technical look at machine learning and provide suggestions and strategies for integrating it within your organisation. The multi-tutor format will provide attendees with an understanding of key theory, models, and more advanced tools in machine learning solutions through a quantitative approach that will also consider portfolio construction, trading, risk management and other business areas.
Transitioning from IBOR to Risk Free Rates
This course will provide you with an overview of IBOR to risk free rates and benchmark options. This course will also teach you how to deal with the implications of the transition to risk free rates on cash products, the treasury and operations functions and derivatives market.