Market Risk Management, ALM, Basel Implementation, ESG and Liquidity Risk Management Masterclass
Market risk, ALM and liquidity in one integrated frame — Basel II and III implementation, RWA parameters, LCR and NSFR, stress testing beyond VaR, and FTP.
Format
Classroom · Live Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Market risk, liquidity and asset-liability management look like separate disciplines until a crisis aligns them — interest rate risk runs beneath both market risk and ALM, and ALM is the mechanism that reconciles the two. This masterclass works the three as one system. It covers market risk measurement in the trading book and stress testing beyond the VaR threshold, the latest revisions to the Basel Accord and implementation of the Basel II and III capital frameworks, and the key parameters behind risk-weighted assets for credit, operational and market risk. Liquidity sessions address LCR and NSFR relevance and challenges, the effect of liquidity risk on securities pricing and funding, funds transfer pricing, and effective liquidity stress testing with contingency planning.
What you will do
Who attends
- Heads of ALM and balance-sheet management
- Market risk, credit risk and capital modelling teams
- Basel, regulation and supervision professionals
- Treasury, internal audit and compliance teams
- ESG and financial advisory professionals
Programme agenda
Built for the decisions no textbook prepares you for
I.Market risk
- Measurement and management fundamentals
- Market risk in the trading book
- Stress testing beyond the VaR threshold
II.Basel implementation
- Latest revisions to the Basel Accord
- The internal ratings-based approach
- RWA parameters for credit, operational and market risk
III.ALM and liquidity
- ALM, liquidity risk and funds transfer pricing
- LCR and NSFR: relevance and challenges
- Liquidity effects on securities pricing and funding
IV.Stress and stability
- Systemic stress testing in financial stability
- Effective liquidity stress testing and contingency planning
- Coordinating regulatory and supervisory policies
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.