Basel II and III, ERM, Stress Testing and ICAAP Masterclass
Enterprise risk, stress testing and the ICAAP as one connected system — capital buffers built in good times so stress-period losses never threaten the bank.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
The greatest threat to a financial institution is not risk itself — banks create risk whenever they create value — but risk that goes unidentified, unmeasured or unmanaged, where the invoice arrives as unexpected losses that can threaten banks of any size. Basel III answers with more risk-sensitive capital requirements, wider risk coverage, stronger loss absorbency, capital buffers built during good times and new liquidity management standards. This masterclass connects that regulatory architecture to a working enterprise risk discipline: forward-looking ERM, risk appetite and tolerance, enterprise stress testing across credit, market and liquidity risk, and the construction — and critique — of a defensible ICAAP.
What you will do
Who attends
- Heads of risk, treasury and capital management
- ALM, ALCO and balance-sheet professionals
- Credit, operational and market risk teams
- Finance professionals, accountants and financial controllers
- Bank supervisors, auditors and investment managers
Programme agenda
Built for the decisions no textbook prepares you for
I.Risk and the case for ERM
- Value creation and the risks it inevitably creates
- Defining risk management and the importance of an ERM framework
- Risk strategy, risk appetite and risk tolerance as a programme
II.The Basel backdrop
- The evolving accords: an overview of Basel I, II and III
- Capital buffers and the new liquidity management standards
- Treatment of the banking book/trading book split
III.Enterprise stress testing
- Enterprise stress testing and credit risk
- Forecasting and stress testing market and liquidity risks
- Liquidity risk forecasting, stress testing and ALM
IV.Constructing the ICAAP
- The ICAAP purpose and key features
- An approach to constructing the ICAAP
- Case study: reviewing and critiquing sample ICAAPs
- The core principles of a best-practice ICAAP
Frequently asked
How does this masterclass connect ERM to the Basel framework?
Its starting point is that the greatest threat is not risk itself but risk that goes unidentified, unmeasured or unmanaged. The programme connects Basel III’s architecture — risk-sensitive capital requirements, wider risk coverage, loss absorbency, buffers built in good times and liquidity standards — to a working enterprise risk discipline of risk strategy, appetite and tolerance.
What ICAAP work do participants actually do?
They construct an ICAAP from first principles — its purpose, key features and the core principles of best practice — and then review and critique sample ICAAPs in case study, learning what separates a defensible submission from a filed one. Enterprise stress testing across credit, market and liquidity risk feeds directly into that build.
Who should attend this ERM and ICAAP programme?
Heads of risk, treasury and capital management; ALM, ALCO and balance-sheet professionals; credit, operational and market risk teams; finance professionals, accountants and financial controllers; and bank supervisors, auditors and investment managers who need risk appetite and capital buffers their board can enforce.
Is an in-house edition available, and in which languages?
Yes. The programme can be delivered in-house, tailored to your institution’s risk profile and ICAAP maturity, 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 № 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.
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.