Basel III, ICAAP & Stress Testing: Defending the Solvency Ratio
The squeeze comes from both sides at once — higher capital demanded, heavier risk weights on the assets you already hold — the banks that survive it are the ones whose ICAAP is a capital-defence strategy, not a compliance filing.
Format
Classroom
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Minimum-capital expectations are rising at the very moment the assets banks hold most heavily — sovereign and concentrated exposures above all — attract higher risk weights and deteriorating credit quality. The solvency ratio is squeezed from both sides, usually against a hard supervisory deadline. This masterclass puts leadership and technical teams in one room to build the answer as one: computing and interpreting RWA under credit and sovereign weightings; turning a capital floor or recapitalisation requirement into a multi-year, phased capital plan; constructing an ICAAP under Pillar 2 that a board can own and a supervisor will accept; and running the credit, concentration and sovereign stress scenarios that make it credible — stress testing treated as the analytical engine of the ICAAP. The IFRS 9 bridge is worked explicitly: ECL staging traced into regulatory capital, and the provisioning posture defended. Each session opens at executive altitude and hands off, through an explicit tier bridge, to practitioner mechanics — so strategy and execution leave holding the same plan.
What you will do
Who attends
A dual-tier cohort in one room. Executive tier: chief risk, financial, compliance and audit officers; group treasurers and heads of ALM; board and executive management. Practitioner tier: risk managers, credit analysts, ALM and treasury analysts, finance and regulatory-reporting officers, compliance officers, internal auditors, operational-risk and ESG/climate-risk specialists — from banks and financial institutions, corporate and commercial banking foremost.
Programme agenda
Built for the decisions no textbook prepares you for
I.The squeeze, quantified
- Rising floors, heavier weights: how the two-sided pressure on the solvency ratio actually works
- RWA under credit and sovereign weightings — computed, interpreted, challenged
- The sovereign/concentration problem: optimising capital when your largest exposure is your riskiest
II.From capital floor to capital strategy
- Turning a recapitalisation requirement into a multi-year capital plan against a phased threshold
- Capital instruments, retained earnings and balance-sheet levers — sequenced without abandoning the mandate to lend
- Tier bridge: the executive trajectory handed to the practitioners who must model it
III.ICAAP construction under Pillar 2
- The board-grade ICAAP: risk identification, quantification, capital allocation, governance
- What supervisors actually read first — and the filings that invite deeper inspection
- Risk-data quality beneath the numbers: the aggregation discipline that makes the document defensible
IV.Stress testing — the engine of the ICAAP
- Credit, concentration and sovereign scenarios: design, severity, and the story each must tell
- Running the shock through the ratio: from scenario to capital impact to management action
- Does the plan you already filed survive a sovereign or concentration shock? Worked live
V.The IFRS 9 bridge & the defence
- ECL staging and forward-looking provisioning traced into regulatory capital
- Defending the provisioning posture to auditors and supervisors on a deteriorating book
- Translating the whole strategy into terms the board and the regulator will accept — the closing executive session
Frequently asked
Who is this Basel III and ICAAP masterclass for?
A dual-tier cohort in one room. The executive tier brings chief risk, financial, compliance and audit officers, group treasurers, heads of ALM and board members; the practitioner tier brings risk managers, credit analysts, ALM and treasury analysts, regulatory-reporting officers, internal auditors and climate-risk specialists. Each session opens at executive altitude and hands off, through an explicit tier bridge, to practitioner mechanics.
Does the programme cover IFRS 9 as well as Basel III?
Yes. The IFRS 9 bridge is worked explicitly: ECL staging and forward-looking provisioning are traced into regulatory capital, and participants practise defending the provisioning posture to auditors and supervisors on a deteriorating book. The stress-testing sessions then run credit, concentration and sovereign scenarios through the solvency ratio, from scenario to capital impact to management action.
Will it help us respond to a capital floor or recapitalisation requirement?
That situation sits at the heart of the programme. Participants work through turning a capital floor or recapitalisation requirement into a multi-year, phased, board-owned capital plan — sequencing capital instruments, retained earnings and balance-sheet levers without abandoning the mandate to lend — and then stress the plan against sovereign and concentration shocks, worked live.
Is an in-house edition available?
Yes. Every BIZENIUS programme can be delivered in-house, and this masterclass gains particular value when tailored to the institution’s own RWA profile, concentration structure, ICAAP and supervisory timetable. Delivery is available in English and French; dates follow a rolling calendar and are confirmed on request, with fees quoted 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.
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