Basel III, Risk Assessment and Stress Testing Masterclass
Prudential stress testing as the primary tool of regulation — CCAR, DFAST, ECB/EBA/SSM and PRA regimes, tied back to the Basel III ICAAP.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Stress testing has become the primary tool of prudential regulation — and it no longer belongs to the risk function alone. Regimes like CCAR, DFAST, ECB/EBA/SSM and PRA have pushed banks toward stress frameworks that demand coordination across risk, treasury, and financial planning and analysis, because capital planning now runs through the test results. This masterclass surveys developments in prudential risk regulation with stress testing at the centre, then grounds them in internal risk assessment as Basel III requires — especially the ICAAP process. Participants work through the metrics, the scenario logic and the implementation and reporting systems that turn regulatory demands into a working capability.
What you will do
Who attends
- Risk, stress testing and regulatory compliance teams
- Market, credit and operational risk management
- Internal audit, finance and treasury professionals
- Bank supervision, regulation and financial stability professionals
Programme agenda
Built for the decisions no textbook prepares you for
I.Stress testing as regulation
- CCAR, DFAST, ECB/EBA/SSM and PRA: what each regime demands
- The role of regulatory bank capital
- Coordinating risk, treasury and financial planning functions
II.Risk assessment under Basel III
- Key metrics and procedures for assessing risk
- Requirements for qualifying capital under Basel III
- Basel treatment of market risk
III.Quantitative tools
- Value at Risk: rationale, theory and methods of calculation
- Credit Value Adjustment and collateral
- Stress scenarios in a higher-correlation environment
IV.ICAAP and implementation
- Internal risk assessment through the ICAAP process
- Impact of Basel III on the business model of banking
- Implementation and reporting systems for Basel compliance
Frequently asked
Which supervisory stress testing regimes does the course cover?
CCAR, DFAST, ECB/EBA/SSM and PRA — what each regime demands, and why they have pushed banks toward stress frameworks requiring coordination across risk, treasury, and financial planning and analysis, since capital planning now runs through the test results. The regimes are then grounded in internal risk assessment as Basel III requires.
What quantitative tools are taught?
Value at Risk — rationale, theory and methods of calculation — alongside Credit Value Adjustment (CVA) and collateral, plus the construction of stress scenarios for a higher-correlation environment that go beyond the standard downside case. The Basel treatment of market risk and requirements for qualifying capital are applied to your own balance sheet.
Is this course only for risk teams?
No — its premise is that stress testing no longer belongs to the risk function alone. It serves risk, stress testing and regulatory compliance teams, market, credit and operational risk management, internal audit, finance and treasury professionals, and bank supervision, regulation and financial stability professionals.
Can we run this as an in-house programme?
Yes. An in-house edition is tailored to your institution’s supervisory regime and stress framework, 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 № 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.