ICAAP, 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.
Format
Classroom · Live Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Supervisors no longer accept ICAAP and ILAAP documents as compliance artefacts — they expect demonstrated capital adequacy, liquidity resilience and forward-looking risk management, with these processes treated as pillars of the Basel III framework. This programme prepares institutions for that scrutiny. It combines regulatory guidance, industry practice, implementation strategy and real-world case studies: governance and risk appetite, measuring capital and liquidity risk across time horizons, stress test design including reverse stress testing, and drafting submissions to the central bank’s format and content standards. The cohort works through the common reporting errors that trigger findings, and how to integrate ICAAP and ILAAP into the enterprise risk management framework ahead of supervisory reviews, internal audits and examinations.
What you will do
Who attends
- CEOs, CFOs and COOs aligning strategy with regulatory requirements
- Chief Risk Officers, risk managers and treasury managers
- Compliance officers and regulatory reporting teams
- Finance, treasury and internal audit teams
- Board members and directors overseeing governance and risk appetite
Programme agenda
Built for the decisions no textbook prepares you for
I.Framework and expectations
- Core principles and objectives of ICAAP and ILAAP
- The Basel III regulatory framework and supervisory expectations
- The central bank’s guidelines on liquidity and capital adequacy
II.Governance and risk appetite
- A governance framework for effective oversight
- Defining a robust liquidity risk appetite
- Capital adequacy strategies that meet ICAAP requirements
III.Stress testing
- Scenario design for liquidity and capital resilience
- Reverse stress testing techniques
- Integrating capital and liquidity stress testing
IV.Reporting and integration
- Drafting reports to the central bank’s format and content standards
- Common reporting errors and how to avoid regulatory non-compliance
- Integrating ICAAP and ILAAP into enterprise risk management
- Preparing for supervisory reviews, internal audits and examinations
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 № 01 · Africa
The training programme that became national regulation
What the team mastered, the regulator wrote into the rulebook.
Open the dossier →
The Capability Arc™
Fix it · Advisory
Liquidity & ILAAP
An ILAAP the treasury runs and the supervisor accepts.
Automate it · Smart IT
BIZENIUS Accord
The licensed platform — 17 engines, Basel I to 3.1, on-premise.
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
ICAAP & ILAAP Masterclass: Capital & Liquidity Frameworks
A two-day working build of ICAAP and ILAAP frameworks under Basel II/III — templates, stress tests, funding plans and SREP-ready documentation for emerging-market institutions.
View programmeICAAP/ILAAP Models, ALM & Interest Rate Simulations Masterclass
ICAAP and ILAAP modelling with live interest-rate simulations — gap analysis, earnings at risk, behavioural modelling and balance-sheet optimisation with ALCO decisions tested in real time.
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 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.