Basel II, Basel III & ICAAP/ILAAP Implementation Masterclass
The full Basel capital and liquidity framework — Pillar I through ICAAP and ILAAP — taught through cases and exercises, including a severe systemic stress scenario.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Meeting a capital ratio and running a defensible capital adequacy process are different achievements — and supervisors have stopped accepting the first as evidence of the second. This masterclass covers Basel II and III capital and liquidity regulation in full, including the finalisation of Basel 2, 2.5 and 3: capital adequacy, credit risk, market risk, Pillar II, ICAAP and market disclosures, with deeper work on modelling, scorecard development and stress testing where the cohort needs it. The format is deliberately interactive — real-life examples, case studies and exercises, including a full crisis scenario — so participants apply each concept before they leave the room.
What you will do
Who attends
- Heads of risk, credit risk and market risk
- ALM, treasury and balance-sheet managers
- ICAAP/ILAAP and BASEL teams
- Compliance managers, regulators and internal auditors
- Finance, accounting and liquidity analysts
Programme agenda
Built for the decisions no textbook prepares you for
I.The Basel framework
- Basel I versus Basel II versus Basel III: risks, pillars and approach
- The need for the new Basel norms and amendments to the accord
- Development of minimum capital adequacy
II.Risk coverage
- Regulations for market, credit, counterparty and liquidity risk
- Basel treatment of market risk
- Impact of Basel III on the business model of banking
III.Liquidity and leverage
- Interplay between LCR, NSFR and the leverage ratio
- Assessing LCR implementation and NSFR guidelines
- Stress testing techniques and contingency scenario modelling
IV.ICAAP and ILAAP in practice
- Setting up and managing ICAAP and ILAAP implementations
- Technical challenges in ILAAP and ICAAP
- Modelling, scorecard development and a crisis scenario exercise
Frequently asked
How much of the Basel framework does the masterclass cover?
The full capital and liquidity framework: Basel II and III regulation including the finalisation of Basel 2, 2.5 and 3 — capital adequacy, credit risk, market risk, Pillar II, ICAAP and market disclosures — plus the interplay between LCR, NSFR and the leverage ratio. Modelling, scorecard development and stress testing are deepened where the cohort needs it.
Is the training theoretical or practical?
Deliberately interactive. The programme runs on real-life examples, case studies and exercises — including a full systemic crisis scenario — so participants apply each concept before they leave the room: working the regulations on a real balance sheet, running stress tests and contingency scenario modelling, and anticipating the technical challenges of ICAAP and ILAAP implementations.
Who is this Basel and ICAAP/ILAAP course designed for?
Heads of risk, credit risk and market risk; ALM, treasury and balance-sheet managers; ICAAP/ILAAP and Basel teams; compliance managers, regulators and internal auditors; and finance, accounting and liquidity analysts who need to run a defensible capital adequacy process, not merely meet a ratio.
Can we book an in-house edition for our institution?
Yes. Every BIZENIUS programme is available in-house, tailored to your institution and its supervisory context, and delivered in English or French. Sessions run on 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 № 01 · Africa
The training programme that became national regulation
What the team mastered, the regulator wrote into the rulebook.
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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.