Course Overview

The Market Risk and FRTB Implementation Certification Training is a comprehensive, self-paced online professional training course designed to build practical, job-ready expertise in Market Risk. It explores Market Risk, Value at Risk, Expected Shortfall, FRTB SA and FRTB IMA and equips you with the skills to understand market-risk factors and measurement, calculate VaR and Expected Shortfall and apply the FRTB standardised approach. Delivered 100% online and fully self-paced, this market risk course lets you learn anytime and at your own pace, with expert-developed content, real-world case studies, practical exercises and downloadable resources. It is ideal for risk & compliance professionals and banking & financial services staff, and for anyone looking to strengthen their skills, accelerate their professional development and advance their career in Risk, Banking & Financial Services. On completion you earn a recognised, CPD-eligible Certificate of Completion.

Course Description

The Market Risk and FRTB Implementation Certification Training combines expert knowledge with practical, real-world application. It is suitable for risk & compliance professionals, banking & financial services staff, modellers & quantitative analysts and finance & audit professionals, and for other professionals seeking to develop their expertise and advance their careers in Risk, Banking & Financial Services.

The course examines the core principles, tools and techniques of Market Risk, and develops the practical capabilities required to understand market-risk factors and measurement, calculate VaR and Expected Shortfall and apply the FRTB standardised approach.

What's Included:

  • Comprehensive Market Risk training
  • Coverage of the key Risk, Banking & Financial Services knowledge areas
  • Market Risk Foundations
  • VaR & Expected Shortfall
  • FRTB Standardised Approach
  • FRTB Internal Models
  • P&L Attribution & NMRF
  • Implementation
  • Practical case studies and real-world workplace scenarios
  • Interactive exercises and applied learning activities
  • Downloadable templates, tools and resources
  • Practical application of Market Risk concepts
  • CPD-eligible Certificate of Completion

Key Skills Gained in the Course

Participants will develop skills in:

  • Market Risk
  • Value at Risk
  • Expected Shortfall
  • FRTB SA
  • FRTB IMA
  • Trading Book Boundary
  • Market Risk Foundations
  • VaR & Expected Shortfall
  • FRTB Standardised Approach
  • FRTB Internal Models
  • P&L Attribution & NMRF
  • Implementation
  • Stakeholder communication and engagement
  • Analytical and critical thinking
  • Strategic decision-making
  • Applying professional best practice

Course Key Features

Understand market-risk factors and measurement

Calculate VaR and Expected Shortfall

Apply the FRTB standardised approach

Understand the internal models approach

Address P&L attribution and NMRF requirements

Plan an FRTB implementation programme

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Who Usually Attend

Risk & Compliance Professionals

Risk managers, analysts and compliance officers in banks and financial institutions.

Banking & Financial Services Staff

Professionals across credit, treasury, finance, audit and regulatory functions.

Modellers & Quantitative Analysts

Those developing, validating or using risk and capital models.

Finance & Audit Professionals

Internal auditors, controllers and finance staff seeking specialist expertise.

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Course Outline

Risk factors and sensitivities

Trading vs banking book

Risk measures overview

Historical and parametric VaR

Expected Shortfall

Backtesting

Sensitivities-based method

Default risk charge

Residual risk add-on

Expected Shortfall under IMA

Liquidity horizons

Model eligibility

P&L attribution tests

Non-modellable risk factors

Desk-level approval

Data and systems

Governance and validation

Programme roadmap

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Why Duxford Growth Partners

Industry Experts

Learn from certified trainers with real-world industry experience and proven track records.

Global Recognition

Our certifications are recognized worldwide and valued by top employers across industries.

Lifetime Support

Get ongoing support and access to our alumni network for continued learning and growth.

Flexible Learning

Choose from multiple training formats and schedules to fit your busy professional life.

100% Pass Rate

Our comprehensive training approach ensures you're fully prepared for certification success.

Best Value

Competitive pricing with no hidden costs and a money-back guarantee for your peace of mind.

Frequently Asked Questions

The Fundamental Review of the Trading Book (FRTB) has reshaped market-risk capital. This advanced course covers market-risk measurement and the practical implementation of FRTB standardised and internal-model approaches. Key areas include Market Risk, Value at Risk, Expected Shortfall and FRTB SA.

By the end of the course you will be able to understand market-risk factors and measurement, calculate VaR and Expected Shortfall, apply the FRTB standardised approach and understand the internal models approach.

The course is organised into 6 modules: Market Risk Foundations, VaR & Expected Shortfall, FRTB Standardised Approach, FRTB Internal Models, P&L Attribution & NMRF and Implementation.

You will develop practical skills to understand the internal models approach, address P&L attribution and NMRF requirements and plan an FRTB implementation programme — capabilities you can apply in your role immediately.

This course is ideal for risk & Compliance Professionals, banking & Financial Services Staff, modellers & Quantitative Analysts and finance & Audit Professionals. Anyone who wants to build confident, practical expertise in market Risk will benefit.

The Market Risk and FRTB Implementation Certification Training is aimed at experienced professionals who already have a working knowledge of the field and want to deepen their expertise. If you are new to the area, a foundation-level course first will help you get the most from it.

Yes. The Market Risk and FRTB Implementation Certification Training is designed for professionals in Risk, Banking & Financial Services and closely related roles, and the examples and exercises are drawn from real, industry-relevant situations.

Yes. The course blends concise theory with hands-on application through worked examples, scenario-based exercises, downloadable templates and case studies — for instance when working through fRTB Standardised Approach — so you can put the learning into practice.

The Market Risk and FRTB Implementation Certification Training is fully self-paced and delivered online. You enrol whenever suits you, work through the modules at your own speed, revisit material as often as you like, and access all resources online with learner support throughout.

The programme is equivalent to around 5 days of training. Because it is self-paced, you can complete it faster or more gradually to fit around your schedule.

On completing the Market Risk and FRTB Implementation Certification Training you receive a Duxford Growth Partners Certificate of Completion, which includes CPD credits and can be shared with your employer or on your professional profile.

The course strengthens your credibility and career prospects by giving you current, practical expertise in market Risk. It helps you take on greater responsibility, contribute more effectively to your team, and demonstrate a recognised commitment to your professional growth.

There is no external examination. Your understanding is reinforced through practical exercises, worked examples and knowledge checks throughout, and you receive a Duxford Growth Partners Certificate of Completion on finishing the course.

Historical and parametric VaR. Expected Shortfall.

Expected Shortfall under IMA. Liquidity horizons.

P&L attribution tests. Non-modellable risk factors.

Yes. Expected Shortfall is one of the core themes of the course and is addressed in depth, alongside Market Risk, Value at Risk and FRTB SA.

The Market Risk and FRTB Implementation Certification Training is developed and delivered by experienced practitioners, is fully self-paced so it fits around your commitments, uses real-world examples and templates, and earns you a CPD-eligible Certificate of Completion — practical, credible and career-focused.