
The Fundamental Review of the Trading Book (FRTB) Course provides a comprehensive understanding of the Basel framework for measuring and managing market risk in the trading book. The course covers key concepts including the Standardized Approach (SA), Internal Models Approach (IMA), Expected Shortfall (ES), Default Risk Charge (DRC), Non-Modellable Risk Factors (NMRFs), and P&L Attribution (PLA). It helps learners understand FRTB requirements and their practical application in modern market risk management.
Learn more: https://riskhub.org/courses/fundamental-review-of-trading-book-frtb