Basel III, Stress Testing & ICAAP Implementation Masterclass
Executing the ICAAP the way the regulator wants to see it — governance integration, stress testing, documentation and the capital numbers underneath.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Regulators no longer ask whether you have an ICAAP; they ask whether it demonstrably steers the bank — integrated with governance and decision-making, tested under stress, documented and retained. Basel III rebuilt the capital framework with stronger qualitative and quantitative standards, a global liquidity framework, counter-cyclicality measures and a leverage ratio, and this masterclass covers its implementation in full. Participants practise the elements needed to measure risk and comply with the accords, then work the ICAAP itself: how to execute it, what outcomes the supervisor is looking for, and how to resolve the reporting challenges that stall most implementations.
What you will do
Who attends
- Heads of department across risk, finance and treasury
- Balance sheet, capital management and stress testing teams
- Market, credit, counterparty and operational risk managers
- ICAAP/ILAAP, internal audit and regulatory compliance teams
- Bank regulators, reporting and accounting teams
Programme agenda
Built for the decisions no textbook prepares you for
I.The Basel III framework
- The anatomy of the Basel accords
- The three pillars: Pillar I, Pillar II, Pillar III
- Applying capital adequacy rules to your specific bank
II.Capital and risk-weighted assets
- Requirements for qualifying capital under Basel III
- Risk-weighted assets: credit, market and operational risk
- Going-concern versus gone-concern capital
III.Stress testing integration
- Integrating stress testing into capital management processes
- Continued stress tests and scenario modelling
- Value at Risk and Expected Shortfall
IV.Executing the ICAAP
- A practical understanding of the ICAAP
- What outcomes the regulator is looking for
- Implementation challenges and solutions in ICAAP reporting
- Strategic capital management as an ongoing discipline
Frequently asked
What does “executing the ICAAP” mean in this masterclass?
Running an ICAAP that demonstrably steers the bank: integrated with governance and decision-making, tested under stress, documented and retained. Participants work how to execute it, what outcomes the supervisor is looking for, and how to resolve the reporting challenges that stall most implementations.
How much Basel III technical content is included?
The implementation is covered in full: the anatomy of the accords and the three pillars, requirements for qualifying capital, risk-weighted assets across credit, market and operational risk, going-concern versus gone-concern capital, and risk measurement with Value at Risk and Expected Shortfall against minimum market risk capital requirements.
How is stress testing integrated into the programme?
As part of the capital management process rather than a standalone exercise: continued stress tests and scenario modelling feed the ICAAP, and the masterclass closes with strategic capital management as an ongoing discipline — so the process keeps steering decisions between supervisory reviews.
Is an in-house edition available for our ICAAP team?
Yes. The programme can be tailored to your bank’s ICAAP maturity and reporting challenges, 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.