Integrated ALM, IRRBB, ICAAP & Climate Risk Frameworks Masterclass
ALM, IRRBB, ICAAP/ILAAP and climate risk connected into one balance-sheet framework — EaR/EVE modelling, unified stress testing and ALCO-grade management information.
Format
Classroom · Live Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Most banks run ALM, IRRBB, ICAAP and climate risk as four parallel exercises with four sets of assumptions — and the balance sheet pays for the disconnect. This executive-level programme connects them into one governance and analytical framework aligned with evolving Basel III/III+ requirements, ISSB climate disclosure standards and supervisory expectations across emerging and advanced markets. Participants work through advanced modelling approaches, behavioural liquidity calibration, capital and funding stress testing, and forward-looking management information for ALCO, Risk and Finance. Case studies from multiple jurisdictions show how leading institutions embed climate-linked stress testing and IRRBB-to-capital translation into their ICAAP and disclosure cycles. The cohort leaves able to design, evaluate and implement the integrated framework.
What you will do
Who attends
- Heads of ALM, treasury and balance-sheet management
- ALCO members and senior risk leaders
- ICAAP, ILAAP and IRRBB leads
- Finance, capital planning and regulatory reporting teams
- Board and executive committee members steering balance-sheet strategy
Programme agenda
Built for the decisions no textbook prepares you for
I.One framework, four disciplines
- ALM, IRRBB, ICAAP and climate risk interlinkages
- Basel III/III+ and ISSB disclosure context
- Governance across ALCO, Risk and Finance
- Risk-appetite indicators and integrated dashboards
II.IRRBB measurement and capital translation
- Earnings-at-Risk (EaR) sensitivity modelling
- Economic Value of Equity (EVE) under rate shocks
- IRRBB-to-capital translation in the ICAAP
III.Liquidity and behavioural modelling
- Behavioural liquidity calibration
- Funding concentration analysis
- Stress LCR/NSFR optimisation
- Contingency funding planning
IV.Climate risk and disclosure
- Climate scenario construction and impact quantification
- Physical and transition risk in credit, liquidity and capital metrics
- Unified stress testing on common macro assumptions
- Disclosure strategies aligned with ISSB, BCBS and IMF recommendations
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
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The training programme that became national regulation
What the team mastered, the regulator wrote into the rulebook.
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The Capability Arc™
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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.