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 · Live 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
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 № 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.
Open the dossier →
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.