Geopolitical Risk Stress Testing & Capital Resilience Masterclass
Geopolitical risk does not stay geopolitical for long. It becomes funding pressure, liquidity stress, credit deterioration, earnings volatility and ultimately a capital decision.
Format
Classroom
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Banks across the GCC and emerging markets operate where a geopolitical event — regional conflict, sanctions, trade disruption, an oil or market shock — transmits within days through commodity prices, FX, interest rates, cross-border funding, deposit behaviour, counterparties and borrower performance. The challenge is no longer identifying geopolitical risk; it is translating it into credible financial scenarios, quantifying the impact on earnings, capital and liquidity, and deciding what management does before risk-appetite or regulatory thresholds are breached. This intensive two-day geopolitical risk stress-testing masterclass provides a practical framework connecting scenario analysis, capital stress testing, ICAAP integration, liquidity and funding resilience, reverse stress testing, contingency planning and management actions. Participants work the complete chain — geopolitical event → transmission channels → financial impact → capital and liquidity stress → management action — moving beyond qualitative risk registers to what actually changes: credit quality, ECL, RWA, profitability, deposits, funding, LCR/NSFR, buffers and capital ratios. Delivered in English and French across the Middle East, Africa and Asia, and in-house for individual institutions.
What you will do
Who attends
- Chief Risk Officers, Chief Financial Officers and Heads of Risk
- Enterprise risk, stress testing, ICAAP and capital planning teams
- Treasury, ALM and liquidity risk professionals
- Credit risk, market risk, finance and regulatory reporting teams
- Risk analytics, internal audit and ALCO members
- Particularly relevant for commercial, universal, wholesale, development and Islamic banks exposed to cross-border funding, commodity, trade, sovereign and regional geopolitical risk
- Cohorts bring together senior decision-makers and the rising leaders behind them, kept deliberately small so discussion remains practical, peer-led and relevant to the decisions participants actually face
Programme agenda
Built for the decisions geopolitical shocks force banks to make
I.Geopolitical risk & banking transmission channels — mapping geopolitical events into bank-specific financial risks and vulnerabilities
- Translating regional conflict, sanctions, trade disruption and policy shocks into financial risk drivers
- Oil, FX, interest-rate, trade and market transmission channels
- Assessing sovereign, corporate, counterparty and concentration exposures
- Identifying first-order and second-round effects across the balance sheet
II.Building geopolitical stress scenarios — converting geopolitical narratives into measurable macro-financial shocks
- Designing baseline, adverse and severe-but-plausible scenarios
- Calibrating severity, duration, correlations and transmission assumptions
- Incorporating multiple simultaneous shocks rather than isolated risk factors
- Developing bank-specific scenarios aligned to portfolio and funding vulnerabilities
III.Capital stress testing & ICAAP integration — from shocks to CET1
- Translating shocks into credit deterioration, ECL, profitability and RWA
- Projecting CET1, total capital and capital buffers under stress
- Assessing multi-year capital adequacy and capital depletion pathways
- Linking geopolitical stress outcomes into ICAAP and capital planning — and testing management actions, constraints and recovery capacity
IV.Liquidity, funding & contagion stress — when the funding side moves first
- Modelling deposit runoff and wholesale funding disruption
- Assessing cross-border funding and concentration vulnerabilities
- Stressing collateral availability, haircuts and market liquidity
- Measuring liquidity gaps, LCR/NSFR impacts and survival horizons — and connecting liquidity pressure with earnings and capital deterioration
V.Reverse stress testing & contingency planning — working backwards from the breach
- Identifying scenarios capable of breaching capital, liquidity or risk-appetite thresholds
- Working backwards from failure points to critical vulnerabilities
- Designing early-warning indicators and escalation triggers
- Connecting stress outcomes to Contingency Funding Plans — and testing whether contingency actions remain executable under simultaneous market stress
VI.Management actions, ALCO & Board decisioning — from technical output to defensible decision
- Testing the credibility, timing and financial impact of management actions
- Evaluating capital conservation, funding, liquidity and balance-sheet responses
- Translating stress outcomes into ALCO and senior-management decisions — escalation points, decision rights and accountability under stress
- Building concise, forward-looking stress reporting for Board and senior management
VII.Scenario Lab — from geopolitical shock to balance-sheet decision, worked end to end
- The shock: regional conflict, trade disruption, sanctions, an oil or market event
- The transmission: oil, FX, rates, funding, trade and market channels
- The bank impact: credit, ECL, deposits, liquidity, earnings and RWA
- The resilience read: CAR, capital buffers, LCR/NSFR and the liquidity survival horizon
- The response: ALCO action, capital plan, contingency funding and recovery measures
- The objective is not to predict the geopolitical event — it is to understand how quickly the bank can identify, quantify and respond to its financial consequences
Frequently asked
Is this a geopolitical-risk or a banking stress-testing programme?
It is a banking stress-testing and resilience programme built around geopolitical risk. The focus is not political forecasting. Participants learn how geopolitical events transmit into credit, market, liquidity, earnings and capital risks — and how those impacts should be incorporated into scenario analysis, ICAAP, liquidity stress testing, capital planning and management actions.
Does the programme cover ICAAP, liquidity and capital planning?
Yes. The programme connects geopolitical scenarios with ICAAP, capital adequacy, profitability, ECL, RWA, liquidity stress, funding resilience, LCR/NSFR, reverse stress testing, contingency planning and management actions.
Is the programme relevant to GCC banks?
Yes. It is particularly relevant to banks operating in interconnected markets where oil prices, regional trade, cross-border funding, FX movements, sovereign exposures, sanctions and geopolitical disruption can rapidly affect balance-sheet conditions. Case discussions can be adapted to GCC banking structures and supervisory expectations.
Can this programme be delivered in-house?
Yes. An in-house edition can be tailored to the institution’s portfolios, funding structure, risk appetite, ICAAP framework, stress-testing methodology and relevant geopolitical exposures. Scenario workshops can also be customised around the bank’s own vulnerabilities and management-action framework.
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
Advanced ALM & Capital Engineering Simulation: Navigating Geopolitical Stress Shocks within Adjusted Basel III Corridors
When supervisors loosen capital and liquidity corridors, precision matters more — not less. A two-day executive residency where cross-functional committees run a synthetic multi-billion balance sheet through a 72-hour liquidity squeeze, engineering capital, liquidity and margin under live geopolitical shocks.
View programmeAdvanced ICAAP, Stress Testing & Capital Planning Masterclass
An advanced masterclass that takes the ICAAP from binder to boardroom: capital and liquidity stress testing that survives supervisory challenge, documentation regulators accept, and economic capital allocated where it earns — carried through capital planning, risk appetite and the use test.
View programmeAdvanced Liquidity Resilience, ALM, Stress Testing & Climate-Integrated Capital Planning Masterclass
A two-day executive masterclass that connects liquidity resilience, ALM discipline, LCR and NSFR interpretation, liquidity stress testing, contingency funding, climate-related financial risk and capital planning into one defensible balance-sheet decision framework — closing with board-ready reporting and supervisory-ready evidence.
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.