Online: Fundamental Review of the Trading Book Course

Lecture 1: 
Topic: Overview, FRTB Building Blocks, Computation requirements

Lecture 2: 
Topic: Standardised approach: Interest Rate Risk,  Credit Spread Risk, Equity Risk, FX Risk, Commodity Risk, Default Risk Charge, Model Add-On, Prototype

Lecture 3: 
Topic: Internal Model: Expected Shortfall, Mechanics, Non-modellable risk factors

Lecture 4: 
Topic: Internal model: Liquidity horizons, P&L-Test, Prototype

Lecture 5: 

Topic: FRTB-Implementation: Gap analysis, Comprehensive project plan, Effort estimation