Advanced Capital and Liquidity Adequacy (Basel IV, CRD IV & CRR) Masterclass
How the Basel rules land in CRD IV and CRR — capital ratios, credit RWA, LCR, NSFR and liquidity stress testing for banks that must hold the line.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
The Basel rules only bite once they are transposed into the Capital Requirements Directives and Regulations — and since the Great Financial Crisis and the Eurozone crisis exposed the old framework, they have been revised substantially. Anyone connected to the financial sector needs to know which areas of regulation are changing, in which direction, and with what force. This masterclass applies the Basel capital adequacy rules to specific banks: the three approaches to credit RWA calculation, the Basel IV internal ratings-based approach, and specific exposures from derivatives and contingent exposures to securitisation and covered bonds. The cohort works through managing liquidity through a crisis — LCR, NSFR and ILAAP compliance, scenario design and liquidity stress testing — and the effect of capital ratios on the balance sheet and revenues.
What you will do
Who attends
- Heads of risk, capital management and treasury
- Credit risk, Basel and ALM teams
- Heads of internal audit and compliance
- Basel IV project managers
- C-suite members — CFO, COO, CRO and Chief Internal Auditor
Programme agenda
Built for the decisions no textbook prepares you for
I.The regulatory architecture
- From Basel to CRD IV and CRR
- What changed after the crises, and why
- Degree of impact, regulation by regulation
II.Capital adequacy in practice
- The three approaches to credit RWA calculation
- Basel IV internal ratings-based approach
- Derivatives, contingent exposures, securitisation and covered bonds
III.Liquidity rules and tools
- LCR, NSFR and liquidity risk monitoring tools
- ILAAP compliance
- Capital ratios, the balance sheet and revenues
IV.Liquidity stress testing
- Designing a scenario for liquidity stress testing
- Implementing liquidity stress effectively
- Managing liquidity through a crisis
Frequently asked
Which RWA approaches does the course cover?
The masterclass works through the three recognised approaches to credit RWA calculation and the Basel IV internal ratings-based approach, together with specific exposures — from derivatives and contingent exposures to securitisation and covered bonds. Throughout, the rules are applied to a specific bank rather than recited in the abstract.
What does the liquidity component include?
It covers managing liquidity through a crisis: compliance with LCR, NSFR and ILAAP requirements, Basel III liquidity monitoring tools, and the effect of capital ratios on the balance sheet and revenues. Participants design and run liquidity stress scenarios and learn to manage the metrics that fall out of them, without letting the ratios dictate the balance sheet.
How are dates and fees arranged?
Sessions run on a rolling calendar, with dates confirmed on request, and fees and quotations are shared on enquiry. The masterclass is delivered in English and French, and an in-house edition can be tailored to your institution’s portfolio, regulatory regime and Basel IV project timeline.
Who teaches this
Practitioners, not presenters.
Led by practitioners who hold, or have held, the seats this programme prepares you for: group treasurers and heads of asset–liability management, chief risk officers, heads of credit and capital management, and former central-bank supervisors who examined the very frameworks they now teach. Between cohorts the same people advise banks on those frameworks, so what you learn is what is being defended in front of boards and regulators today.
What the bench brings
- Basel capital frameworks from Pillar 1 to Pillar 3
- ICAAP and ILAAP construction and supervisory review
- Stress-testing methodologies and capital planning
- Liquidity ratios and leverage under Basel III/IV
- Market and counterparty credit risk measurement
- Recovery planning and regulator engagement
Where they have practised
Current and former practitioners — people who hold the seat today alongside those who have held it.
Sectors: Banking & financial services · Professional services · Insurance · Central banking & supervision
Regions: Africa · the Middle East · Europe · Asia · the Americas
How they teach
- Live case studies from real institutions
- Worked exercises on realistic bank data
- Regulator-style challenge sessions
- Group problem-solving on realistic institutional cases
- Knowledge checks and a personal action plan
Cohorts are kept small so every exercise is worked on the participants’ own situations — in person or live virtual.
The faculty profile for your cohort is sent with the full agenda and the next dates when you enquire.Request brochure →
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In their words
Knowledge transfer, emphasised throughout
“We worked with BIZENIUS for our Fresh Graduates Programme — they are simply amazing. Knowledge transfer and practical learning were emphasised throughout.”
Kuwait Investment Authority
From the Mandate Record
Mandate № 01 · Africa
The training programme that became national regulation
What the team mastered, the regulator wrote into the rulebook.
Open the dossier →
The Capability Arc™
Fix it · Advisory
Liquidity & ILAAP
An ILAAP the treasury runs and the supervisor accepts.
Automate it · Smart IT
BIZENIUS Accord
The licensed platform — 20+ engines, Basel I to 3.1, on your own servers.
Learning is one point on the Capability Arc. Many institutions pair this programme with the advisory engagement — and automate what the framework demands.
Teams from these institutions train with BIZENIUS
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Take the brochure with you.
One request — the full agenda, the faculty and the next cohort dates, sent personally by the admissions team.