Advanced Basel III, Stress Testing & ICAAP Masterclass
Move ICAAP and stress testing beyond box-ticking — frameworks that drive capital planning, risk appetite and strategy, and survive supervisory review.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
A box-ticking ICAAP is not a neutral failure: poorly designed ICAAPs draw supervisory findings, capital add-ons and reputational damage. With Basel III embedded and the transition toward Basel IV underway, stress testing and capital and liquidity planning have to drive decisions, not decorate them. This practitioner-led masterclass shows banks how to move beyond compliance — designing ICAAP frameworks aligned with Basel III expectations, applying rigorous stress testing across credit, market, liquidity and operational risk, and integrating the outputs into capital planning, risk appetite and recovery strategy. The cohort works through supervisory expectations, the pitfalls that trigger findings, and how to prepare ICAAP documentation that is clear, defensible and ready for what comes after Basel IV.
What you will do
Who attends
- Treasury, risk and capital management teams
- ALM, ALCO and ICAAP professionals
- Finance, accounting and financial control teams
- Business heads, bank supervisors and auditors
Programme agenda
Built for the decisions no textbook prepares you for
I.Beyond compliance
- Lessons from the crisis and the Basel III reforms
- The transition toward Basel IV
- Why box-ticking ICAAPs fail supervisory review
II.ICAAP design
- Framework architecture aligned with Basel III
- Capital, leverage and liquidity requirements
- Documentation supervisors can follow
III.Stress testing that drives decisions
- Methodologies across credit, market, liquidity and operational risk
- From scenario to capital plan and risk appetite
- Recovery strategies under stress
IV.Supervisory engagement
- Common regulatory pitfalls and findings
- Capital add-ons and how to avoid them
- Regulatory evolution beyond Basel IV
Frequently asked
Will this course help us prepare for supervisory review of our ICAAP?
That is its centre of gravity. The cohort works through supervisory expectations, the pitfalls that trigger findings and capital add-ons, and how to prepare ICAAP documentation that is clear, defensible and written for the supervisor who will read it — with the framework ready for the transition toward Basel IV and what comes after.
Which risk types does the stress-testing content cover?
Rigorous stress testing is applied across credit, market, liquidity and operational risk. The point is integration: scenario outputs feed capital planning, risk appetite, strategy and recovery planning, so the ICAAP drives decisions rather than decorating them — the standard a box-ticking framework never reaches.
Can the masterclass be delivered in-house?
Yes. This practitioner-led programme is available in-house, tailored to your bank’s risk profile, ICAAP maturity and supervisory relationship, and BIZENIUS delivers in English and French. Open sessions follow a rolling calendar with dates confirmed on request; fees and quotations are provided on enquiry.
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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 № 04 · Africa
Capital frameworks built to run the bank, not to satisfy a filing
Most frameworks are written to satisfy the regulator. We build the kind that run the bank.
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The Capability Arc™
Fix it · Advisory
Stress Testing & Scenario Governance
Scenarios, models and governance that survive review.
Automate it · Smart IT
Stress Testing & Scenario Engine
Run the scenarios on an engine, not a spreadsheet.
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.