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 · Live 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
Do these programmes cover the Basel III final reforms and the ICAAP/ILAAP cycle?
Yes. The BIZENIUS banking curriculum is built around the Basel III endgame, ICAAP, ILAAP, IRRBB, IFRS 9 provisioning, stress testing and BCBS 239. Participants leave able to quantify the output floor on their own portfolios, write capital and liquidity documents that withstand supervisory review, and defend the numbers to their board.
Are the programmes adapted to regional supervisors such as SAMA, CBUAE or BCEAO?
Casework is built around supervisory documents rather than textbook theory, and faculty include former practitioners who have sat on both sides of an examination. Programmes address the questions SAMA, CBUAE, BCEAO and other home regulators actually put to the desk, and an in-house edition can be tailored to a single jurisdiction.
How do I secure a seat on a banking programme?
Apply for a seat or request the brochure from the programme page. A senior practitioner — not a sales team — responds within one business day, and the brochure arrives with that reply. BIZENIUS runs on enquiry: there is no online checkout.
Can a programme run in-house for our bank?
Every BIZENIUS programme can be delivered in-house, tailored to your balance sheet, your regulator and your data, in English or French. Many institutions start with an open cohort, then commission a private edition for the wider team.
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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 — 17 engines, Basel I to 3.1, on-premise.
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.