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 · Live 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
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 № 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.