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Fundamental Review of the Trading Book

Small group interactive teaching delivered in the London classroom and live globally by world-renowned practitioners.

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PRACTICAL APPLICATION

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INTELLECTUAL CLARITY

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PERSONAL APPROACH

You will learn:

  1. Understand how new definitions of trading book and trading desk affect a bank's capital requirements
  2. Implementation of Standard Approach to capital calculation
  3. Using expected shortfall as an Internal Risk Model and the new testing regime
  4. Best practice for governance, internal policies and procedures and external audit

The Teacher

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Simon Acomb

Dr Simon Acomb has over 30 years of experience in quantitative finance. He started his career in finance at Barclays deZoete Wedd in 1992 in the Equities Derivatives Group and progressed to run the quantitative research team.

This was followed by five years at Commerzbank, where he established a derivatives proprietary trading team and then became head of the equity quantitative research group. Most recently, Simon has been a managing director at Morgan Stanley as global head of the Equities Analytic Modelling Group. He now works as a consultant and trainer in mathematical finance.

When?

2nd - 3rd October 2025

Dates don’t work? Request alternatives.

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Total Price

£3100 (US$3400)

Who should attend?

  • Traders and Dealing Room Staff
  • Risk Managers
  • Middle Office and Senior Managers
  • Investors
  • Quantitative Analysts, Financial Engineers and Systems Developers
  • Structured Products Desks, Product Controllers and Researchers
  • Loan Portfolio Managers and Fund Managers
  • Credit Analysts and Credit Risk Managers

Prior Knowledge

  • Numerate background (intermediate)
  • A good grounding in capital markets products and techniques
  • Microsoft Excel

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Course Delivery

Learn in London or remotely anywhere in the world. Experienced advisors, with extensive knowledge of course content, can help you choose the programme best suited to your needs.

To run any of our courses at your organisation, contact us.

The LFS Live Experience

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CUTTING EDGE PLATFORM

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REAL TIME INTERACTION

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PERSONALISED EXPERIENCE

Some Institutions that have benefited from LFS Expertise

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Don't just take our word for it

“The sheer simplicity of instruction and usage of material was ultra brilliant and enabled me to comprehend the material.” 

Financial Analyst
The World Bank Group

“Excellent course, great teacher. Well done, LFS!”

Financial Engineer
European Investment Bank

Recognised by

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LFS is recognized by the CFA and GARP as providing executive education of the highest quality. Members are eligible for CE/CPD credits from this event.

Fundamental Review of the Trading Book

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