ESG and Climate Risk Stress Testing Masterclass
Climate stress testing and ESG credit integration for banks under supervisory scrutiny — physical risk, transition risk, scenario analysis and what the results mean for lending.
Format
Classroom · Live Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Supervisors now expect banks to account for the climate impact they and their clients create — and to stress it. Physical risk damages a bank or its customers directly; transition risk arrives through legislation and regulation that reshape operations. The supervisory climate stress test is a learning exercise, not a pass-or-fail event with capital consequences, but it exposes vulnerabilities, best practice and gaps all the same. This masterclass covers the core principles, regulations and techniques for integrating ESG risk into lending and investment decisions — including how ESG factors drive credit risk in the banking business model. The cohort works through stress-testing frameworks, scenario analysis and the link between ESG factors and PD/LGD models.
What you will do
Who attends
- Heads of climate risk, ESG risk and sustainability functions
- Stress-testing, model risk and capital modelling teams
- Credit risk, structured finance and sustainable finance professionals
- ESG strategy, analytics and investor relations leads
Programme agenda
Built for the decisions no textbook prepares you for
I.Climate risk in the banking model
- Physical risk and transition risk — what each does to a bank
- How ESG risk factors drive credit risk
- Key principles of ESG, responsible banking and sustainable financing
II.Stress testing climate risk
- Stress-testing banks for climate change — a comparison of practices
- Designing an effective climate risk stress-testing framework
- Best practices for climate risk scenario analysis
- The key challenges and how banks are addressing them
III.ESG in credit decisions
- How ESG risks are considered in credit ratings
- ESG factors against probability of default and loss given default models
- Integrating ESG issues into credit analysis — the obstacles and the workarounds
IV.Governance and the regulatory horizon
- Climate governance and the regulatory bodies that shape it
- ESG reporting frameworks by industry
- How organisations are responding to climate risk, and where ESG investing goes next
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.
Share this programme
Know the right person for this seat?Nominate a colleague →
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
Related programmes
Environmental, Social and Governance (ESG) & Sustainable Financing Masterclass
ESG as a financial discipline rather than a marketing exercise — data, credit risk, regulation and the decisions banks and investors must defend to their own boards.
View programmeFinancial Systems Stability & Stress Testing for Banking Masterclass
Central-bank financial stability and top-down stress testing at an advanced level — macroprudential tools, systemic risk indicators and the modelling choices behind supervisory stress tests.
View programmeICAAP, ILAAP & Stress Testing Under Basel III: Practical Implementation and Regulatory Review Masterclass
ICAAP, ILAAP and stress testing built to withstand supervisory review — governance, risk appetite, reporting standards and the submission errors that draw regulatory findings.
View programmeBanking & Finance
Take the brochure with you.
One request — the full agenda, the faculty and the next cohort dates, sent personally by the admissions team.