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.
Who teaches this
Practitioners, not presenters.
Led by practitioners who hold, or have held, the seats this programme prepares you for: group treasurers and heads of asset–liability management, chief risk officers, heads of credit and capital management, and former central-bank supervisors who examined the very frameworks they now teach. Between cohorts the same people advise banks on those frameworks, so what you learn is what is being defended in front of boards and regulators today.
What the bench brings
- Basel capital frameworks from Pillar 1 to Pillar 3
- ICAAP and ILAAP construction and supervisory review
- Stress-testing methodologies and capital planning
- Liquidity ratios and leverage under Basel III/IV
- Market and counterparty credit risk measurement
- Recovery planning and regulator engagement
Where they have practised
Current and former practitioners — people who hold the seat today alongside those who have held it.
Sectors: Banking & financial services · Professional services · Insurance · Central banking & supervision
Regions: Africa · the Middle East · Europe · Asia · the Americas
How they teach
- Live case studies from real institutions
- Worked exercises on realistic bank data
- Regulator-style challenge sessions
- Group problem-solving on realistic institutional cases
- Knowledge checks and a personal action plan
Cohorts are kept small so every exercise is worked on the participants’ own situations — in person or live virtual.
The faculty profile for your cohort is sent with the full agenda and the next dates when you enquire.Request brochure →
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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.
Open the dossier →
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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View programmeBackground reading on this subject
Written by the practitioners who lead the programme — read before you enquire.
What is stress testing in banking? A practical guide
Not a forecast and not a compliance exercise — a conditional estimate of what severe conditions would do to capital, liquidity and earnings, built to change a decision. The four questions a test answers, top-down versus bottom-up, and who owns each part.
Read more →InsightReverse stress testing explained: starting from failure
Ordinary stress tests ask what a shock would do. A reverse stress test asks what it would take to break the institution — and then goes looking. Why the inversion changes the conversation, how the search is actually run, and where the answers belong.
Read more →GuideBuilding a stress scenario narrative: the story before the numbers
Parameters written before the story is agreed produce scenarios that cannot happen. How to build a narrative a board can debate and a reviewer can follow — its anatomy, the consistency rules, and the incoherences examiners find first.
Read more →GuideThe stress-testing framework review checklist: ten areas a programme is tested on
Ten areas where a stress-testing framework is tested — by the board, by internal audit and by a supervisor — what a sound answer looks like in each, and the symptom that gives a weak one away.
Read more →Banking & Finance
Take the brochure with you.
One request — the full agenda, the faculty and the next cohort dates, sent personally by the admissions team.