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BIZENIUS.

ILAAP Deep Dive & Implementation Masterclass

Two days building an ILAAP that stands — liquidity risk appetite, stress testing, contingency funding and documentation aligned with Basel III, ECB and EBA expectations.

The programme

Liquidity failures move faster than capital failures, and a paper ILAAP offers no protection when funding turns. This two-day masterclass takes a hands-on approach to designing, developing and implementing the Internal Liquidity Adequacy Assessment Process — built to Basel III, ECB and EBA requirements rather than retro-fitted to them. Through expert-led sessions, case studies and interactive workshops, participants construct the framework piece by piece: liquidity risk appetite, governance and oversight, stress testing and scenario analysis, and a contingency plan the institution could actually execute. The cohort also works through integration with the ICAAP, documentation and reporting for regulatory review, and where AI and data analytics are taking liquidity risk management next.

What you will do

Design an ILAAP framework aligned with Basel III, ECB and EBA expectations — and defend it under regulatory review.
Set a liquidity risk appetite, with governance and oversight, that genuinely constrains the balance sheet.
Build stress tests and scenario analyses that probe liquidity resilience, not merely satisfy a template.
Write a liquidity contingency plan your organisation can execute in a live funding event.
Integrate the ILAAP with the ICAAP and other regulatory frameworks into one cohesive risk strategy.
Prepare documentation and reporting for regulatory reviews and assessments, knowing what supervisors look for.
Anticipate where AI and data analytics are taking liquidity risk management before your peers do.

Who attends

  • Chief Risk Officers and heads of liquidity risk
  • Heads of treasury, ALM and balance-sheet management
  • CFOs, heads of finance and heads of market risk
  • Internal audit, compliance and Basel III programme managers
  • Regulators and business heads

Cohorts bring together board members, executives and the rising leaders behind them — kept deliberately small, so every seat is a peer’s.

Programme agenda

Built for the decisions no textbook prepares you for

I.The ILAAP framework
  • Components and significance of the ILAAP
  • Alignment with Basel III, ECB and EBA requirements
  • Governance, oversight and liquidity risk appetite
II.Stress testing and scenario analysis
  • Designing effective liquidity stress tests
  • Scenario analysis that probes resilience
  • Monitoring and assessing ILAAP components in workshops
III.Contingency and integration
  • Building an executable liquidity contingency plan
  • Integration with the ICAAP and other frameworks
  • A cohesive risk management strategy
IV.Review-readiness and what comes next
  • Documentation and reporting best practice
  • Preparing for regulatory reviews and assessments
  • AI and data analytics in liquidity risk management

Frequently asked

Who should attend the ILAAP deep dive?

Chief Risk Officers and heads of liquidity risk, heads of treasury, ALM and balance-sheet management, CFOs, heads of finance and market risk, internal audit, compliance and Basel III programme managers, as well as regulators and business heads. The two-day format assumes participants will build or defend an ILAAP in their own institution.

How does the course align with Basel III, ECB and EBA expectations?

The framework is built to those requirements from the start rather than retro-fitted. Participants construct it piece by piece — liquidity risk appetite, governance and oversight, stress testing and scenario analysis, and an executable contingency plan — then work through integration with the ICAAP and the documentation and reporting supervisors review.

Is the masterclass available in-house and in French?

Yes. BIZENIUS delivers the programme in English and French, and an in-house edition can be tailored to your funding structure and the maturity of your existing ILAAP. Sessions run on a rolling calendar with dates confirmed on request; fees and quotations are provided on enquiry.

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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

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