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BIZENIUS.

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 COVID-19 stress scenario.

Format

Classroom · Live Virtual

The 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 COVID-19 scenario — so participants apply each concept before they leave the room.

What you will do

Trace the Basel accords from I to III — their necessity, advantages and shortcomings — through to the finalisation of Basel 2, 2.5 and 3.
Apply the regulations for market, credit, counterparty and liquidity risk to a working balance sheet.
Work the interplay between LCR, NSFR and the leverage ratio, assessing LCR implementation against the NSFR guidelines.
Run stress tests and contingency scenario modelling, including a COVID-19 case.
Set up and manage ICAAP and ILAAP implementations, anticipating the technical challenges before the regulator finds them.
Assess the impact of Basel III on the business model of banking, from capital treatment of market risk to minimum adequacy.

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

Cohorts bring together board members, executives and the rising leaders behind them — kept deliberately small, so every seat is a peer’s.

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 the COVID-19 scenario exercise

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

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Teams from these institutions train with BIZENIUS

  • Citi
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  • Crédit Agricole
  • Nedbank
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  • National Bank of Kuwait
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  • Ecobank
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