Financial 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.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Financial stability mandates fail quietly: the indicators exist, the tools exist, and the calibration still misses the cycle. This advanced programme deepens the practice on both fronts. The first part covers the financial stability function of central banks — systemic risk indicators, the role of macroprudential policy and its regional framework, FX lending, and the interaction between macroprudential and monetary policy — including calibration of specific tools such as the countercyclical capital buffer, LTV limits and surcharges for systemically important banks. The second part, led by a BIZENIUS consultant working in stress testing, builds top-down stress tests from a supervisory perspective: modelling choices and econometric skills from macro-to-micro satellite models to network analysis. Participants present their own models and challenges throughout.
What you will do
Who attends
- Senior and mid-level central bank officials
- Financial stability, regulation and supervision teams
- Commercial bank and financial institution risk functions
- Ministry of finance and regulatory agency staff
Programme agenda
Built for the decisions no textbook prepares you for
I.The financial stability function
- Recent trends and issues in central bank financial stability work
- Systemic risk indicators
- The macroprudential framework in the region
II.Macroprudential tools and policy
- Countercyclical capital buffer, LTV limits and SIB surcharges
- FX lending
- How macroprudential and monetary policy interact
III.Top-down stress testing
- Stress testing from a central bank or supervisory perspective
- Modelling choices and econometric requirements
- Macro-to-micro satellite models and network analysis
IV.Practice and presentation
- Participant presentations on country financial stability issues
- Presenting your own stress-testing models
- Group discussion of challenges in running top-down tests
Frequently asked
Who is this financial stability programme designed for?
It is an advanced programme for senior and mid-level central bank officials, financial stability, regulation and supervision teams, risk functions in commercial banks and financial institutions, and ministry of finance and regulatory agency staff. Participants present their own models and country financial stability issues throughout, so peer exchange is part of the design.
What does the stress-testing part of the programme cover?
Led by a BIZENIUS consultant working in stress testing, it builds top-down stress tests from a central bank or supervisory perspective — the modelling choices and econometric skills involved, from macro-to-micro satellite models to network analysis — alongside group discussion of the challenges met in actually running such tests.
How is the programme delivered, and how are fees and dates arranged?
Delivery is available in English and French. Sessions follow a rolling calendar with dates confirmed on request, and fees and quotations are provided on enquiry. An in-house edition tailored to your institution is available — an option central banks and supervisors often prefer, given the sensitivity of the models and country issues discussed.
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
- Modelling labs and balance-sheet simulations
- 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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Take the brochure with you.
One request — the full agenda, the faculty and the next cohort dates, sent personally by the admissions team.