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 · Live 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
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.
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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.