Description

A focused course, tailored for you

The Market Risk and Loss Prevention Advisor Playbook

Translate trading-book moves, deposit shifts, and operational-loss signals into the one-page memo treasury and the line-of-business head will actually act on.

Your model output is correct. Your memo is not getting acted on. The gap between a clean EVE sensitivity number and a treasury decision that moves the book is where market risk advisory at a super-regional bank quietly loses authority.

$199 one-time

Tailored to your situation. Access within 24 hours. 30-day money-back.

Includes a hand-built implementation playbook delivered alongside course access, generated for your specific situation.

Why this course

Market risk and loss prevention advisors at large US regional and super-regional banks sit between three audiences that do not speak the same language. The quant team delivers IRRBB, VaR, and stress results in a format the trading desk treats as background noise. The line-of-business head wants a decision, not a distribution. The second line wants documented challenge of every assumption, every override, and every breach. The advisor who can convert the model output into a memo the desk signs the same morning, and into a loss-prevention narrative the second line will accept without rework, becomes the person committees ask for by name. The advisor who cannot, runs models for a function that quietly stops reading them.

The specific pressure on a market-risk and loss-prevention advisor at a bank of this scale right now is the convergence of three things. Rate-cycle assumptions that no historical series supports are now load-bearing in EVE and NII. Deposit behaviour, especially uninsured and brokered, has broken the old beta assumptions in ways the model documentation has not caught up with. And operational-loss attribution, especially around trading errors, surveillance gaps, and customer-conduct issues, is being pulled into the same risk appetite conversation as market risk for the first time. The advisor who walks into the committee with a one-page memo that names the assumption, the sensitivity, the limit position, and the recommended action wins the committee. The advisor who walks in with a 40-slide deck loses it.

What you walk away with

Convert any IRRBB or NII sensitivity result into a one-page memo the treasury desk acts on the same morning.
Document a deposit-behaviour challenger position the second line will accept without three rounds of rework.
Run a trading-book limit-breach note that names the breach, the cause, the proposed remediation, and the limit-framework implication in under 400 words.
Attribute an operational-loss event to a specific control failure, a specific risk-appetite metric, and a specific corrective action with owner and date.
Walk into the Market Risk Committee or ALCO with a memo that gets a decision, not a request for more analysis.

The 12 modules

Module 1. The decision-grade memo: what treasury and the LOB head will actually read

The opening module rebuilds the one-page memo template from scratch. What the desk head reads first. What the CFO reads second. What the CRO reads third. Where the model output goes. Where the recommendation goes. Where the dissent goes. Worked examples from rate-shock memos, deposit-attrition memos, and trading-loss memos that produced a decision the same day, contrasted against memos that produced another committee meeting.

Module 2. IRRBB sensitivity translated to a desk action

The IRRBB output the quant team delivers is a matrix. The desk needs a sentence. This module walks the translation. EVE and NII under each scenario, broken into the rate driver, the duration driver, and the deposit-beta driver. Which sensitivity the treasury desk should hedge today, which one is structural, which one is noise. The IRRBB summary template, the EVE attribution table, and the desk-action recommendation block, all sized for a single page.

Module 3. Deposit-behaviour assumptions worth defending

Deposit beta, decay rates, and the uninsured-versus-insured split are the most contested assumptions in any IRRBB model at a super-regional. This module walks the challenger position. Which historical window the assumption was calibrated against. What broke in the most recent cycle. What the comparable peer-bank disclosures actually imply. The deposit-behaviour challenger memo template, with placeholders for the model owner response and the second-line conclusion.

Module 4. Trading-book limit oversight beyond the daily breach report

The breach report is necessary but it is not advisory. This module walks the path from the breach line to a limit-framework decision. Which breaches are signal, which are noise, which are the early warning of a position concentration the desk has not flagged. The limit-breach note template, the limit-framework implication block, and the escalation pattern that gets a decision out of the Market Risk Committee in one cycle rather than three.

Module 5. VaR, expected shortfall, and the model that the desk trusts

VaR is decades old. Expected shortfall is the regulator preference. The desk trusts neither in isolation. This module walks the practical bridge. When to lead with VaR, when to lead with ES, when to lead with a stressed sensitivity instead. The model-output narrative the desk will read, and the second-line challenge position that protects the model use without undermining the desk.

Module 6. Stress testing that survives second-line challenge

Internal stress scenarios fall apart under second-line review when the scenario narrative is thin, the propagation logic is undocumented, or the assumption sensitivities are not surfaced. This module walks a stress-test build that survives. The scenario-narrative template, the assumption-propagation table, the sensitivity-disclosure block, and the escalation triggers. Worked examples covering rate shock, deposit run, trading-book concentration, and a combined cross-risk scenario.

Module 7. AOCI, OCI, and the regulatory-capital story

AOCI movements on the available-for-sale book moved from accounting footnote to risk-appetite metric in the most recent cycle. This module walks the advisor through the AOCI sensitivity attribution, the regulatory-capital implication of the AOCI opt-out election, and the narrative the CFO and the Treasurer need before the next earnings cycle. The AOCI memo template, sized for the audit committee and for the ALCO.

Module 8. Operational-loss attribution for trading and customer-conduct events

Operational losses tied to trading errors, surveillance gaps, customer-conduct findings, and fat-finger incidents are now in the same risk-appetite conversation as market risk. This module walks the attribution. Which loss event maps to which control failure. Which control failure maps to which risk-appetite metric. The operational-loss attribution memo template, the corrective-action register, and the escalation path that closes the loss event rather than leaving it open across three quarters.

Module 9. Risk appetite framework as a living document

The risk appetite statement on the wall is not the risk appetite the desk operates under. This module walks the reconciliation. Which metric is binding, which metric is monitoring, which metric is aspirational. The risk-appetite update memo template, the breach-and-remediation register, and the board-ready narrative that links a desk decision to a stated appetite limit.

Module 10. Model risk management without slowing the desk

MRM at a super-regional sits on the critical path of every model change. This module walks the advisor's role in the MRM cycle. The model-change memo the validation team will accept. The override-justification block. The compensating-control narrative. The path from a model finding to a desk decision that does not freeze trading for two weeks while validation cycles.

Module 11. Regulatory examinations and the matter requiring attention

The OCC or Federal Reserve examiner asks about your IRRBB methodology, your deposit-behaviour assumptions, your trading-book limit framework, or your operational-loss attribution. This module walks the examination narrative. The pre-meeting memo, the in-meeting talking points, the post-meeting follow-up, and the MRA response template that closes the finding rather than extending it. Worked examples from CCAR, DFAST, and horizontal reviews.

Module 12. The advisor's quarterly playbook: from model output to committee decision

The final module assembles the quarterly cadence. The Monday assumption-refresh memo. The mid-quarter limit-framework review. The end-of-quarter committee deck reduced to one memo and three charts. The year-end risk-appetite reconciliation. The quarterly cadence template, the committee-deck reduction template, and the playbook for the advisor who wants to be the person treasury, CFO, and the CRO ask for by name.

How this addresses your situation

Specific modules that map to what you said you are dealing with.

If your IRRBB output is technically correct but treasury keeps asking for another cut, modules 1, 2, and 7 close that gap.

If second-line review keeps rejecting your deposit-behaviour assumptions, modules 3 and 6 give you the challenger position they will accept.

If your limit-breach reports get filed without action, modules 4 and 9 turn the breach line into a committee decision.

If operational-loss attribution keeps reopening across quarters, modules 8 and 10 close the event in one cycle and link it to a corrective action with an owner and a date.

What you get with this course

Twelve written modules in the Art of Service learning environment, each anchored to a specific memo, register, or template a market risk advisor produces.
Downloadable templates for the one-page IRRBB summary, the deposit-behaviour challenger memo, the trading-book limit-breach note, the AOCI memo, the operational-loss attribution memo, and the quarterly committee-deck reduction.
Worked examples for rate-shock IRRBB, deposit-run stress, trading-book concentration breach, AOCI sensitivity, and operational-loss event attribution.
A hand-built implementation playbook, written for your specific book mix, your committee cadence, and the questions your CRO asks first.
Lifetime access. Updates as Federal Reserve, OCC, and FDIC guidance on IRRBB, deposit behaviour, and operational-loss attribution evolves.

What you will have in hand by Day 1, Week 1, Month 1

Within 24 hours of purchase: account provisioned in the Art of Service learning environment and the hand-built implementation playbook delivered alongside it.

Modules 1 through 4 in week one: the memo template, the IRRBB translation, the deposit-behaviour challenger position, and the limit-breach note.

Modules 5 through 8 in weeks two and three: VaR and ES bridge, stress testing, AOCI narrative, and operational-loss attribution.

Modules 9 through 12 in weeks four and five: risk appetite reconciliation, model risk management, regulatory examination narrative, and the quarterly playbook.

Before and after

Before

Your IRRBB and limit-breach memos are technically correct, the quant work is sound, and the desk and the LOB head still ask for another version. Operational-loss events stay open across quarters. Committee meetings end with a request for more analysis instead of a decision.

After

Your one-page memo lands on the desk head's screen and produces a hedging decision the same morning. The deposit-behaviour challenger position is accepted by second-line review without a rework cycle. Operational-loss events close in one cycle with a named corrective action. The Market Risk Committee ends with a decision the chair signs off on, not a request for the next deck.

What happens if you do not address this

The model output stays correct and the memos stay unread. Treasury and the LOB head stop reading the second-line product and the function quietly loses authority. The next regulatory examination finds the gap between the model and the decision and writes it up as a matter requiring attention. The advisor becomes the person who runs the model rather than the person committees ask for by name.

Who it is for

A market risk or loss prevention advisor inside a large US regional or super-regional bank, sitting in the second line, owning some combination of IRRBB advisory, trading-book limit oversight, deposit-behaviour challenge, and operational-loss attribution for trading and customer-facing functions. Five to fifteen years of experience. Comfortable with the quant output, less comfortable with translating it into a decision-grade memo for treasury, CFO, or the line-of-business head. Reports into a CRO or Head of Market Risk.

Who this is NOT for. Not for sell-side traders, not for buy-side portfolio managers, not for credit risk officers focused on commercial or retail credit. Not for first-line treasury staff. Not for compliance generalists. The course assumes you already know what EVE, NII, VaR, IRRBB, and operational-loss event categorisation mean and you want to make them load-bearing in actual decisions.

How it arrives

Text-based course in the Art of Service learning environment, plus downloadable templates and worked examples for every module, plus the hand-built implementation playbook delivered alongside course access.

Time investment. Roughly four to six hours per module, including the worked-example walk-through and the template adaptation to your own book. Designed to be consumed alongside live work, not pulled out as a separate study programme.

Why $199 is the right number

Most market risk advisory training stops at the model. It tells you how IRRBB, VaR, and ES are calculated and assumes the memo will write itself. The professional bodies cover the technical syllabus but not the decision-grade memo. The major bank in-house programmes cover their own governance but not the second-line advisor's craft. This course starts where those stop. It assumes you already know the model. It teaches you the memo.

FAQ

Is this an IRRBB technical course?

No. The course assumes you already know how EVE and NII sensitivities are calculated. It teaches you how to translate the output into a memo treasury and the LOB head will act on.

Will the templates work for a super-regional or mid-size bank?

Yes. The templates are sized for a US large regional or super-regional book. The implementation playbook adapts them to your specific book mix and committee cadence.

Does the course cover the operational-loss side as well as the market-risk side?

Yes. Modules 8 and 9 cover operational-loss attribution and the link into risk appetite. The course was built for the advisor who carries both market risk and loss prevention in the role description.

How does the implementation playbook get tailored?

After purchase the playbook is hand-built against your role, your book mix, and your committee cadence. It lands in the learning environment alongside the course modules within 24 hours.

What happens if it does not change the next memo I write?

Money back. The promise is a memo that gets a decision, not another committee meeting.

30-day money-back guarantee. If after a week of working through the materials this is not what you needed, reply to the receipt email and a full refund is processed. No questions, no forms.

Within 24 hours your account in the learning environment is provisioned and the tailored implementation playbook is delivered alongside it.