ILAAP Stress Testing and Liquidity Risk Management Masterclass
ILAAP, stress testing and liquidity risk beyond the compliance mindset — LCR/NSFR mechanics, FTP, intraday liquidity and a contingency funding plan that would actually function.
Format
Classroom · Live Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Supervisors have moved past asking whether banks are resilient; they now ask how internal the ICAAP and ILAAP really are — embedded in operations and business decision-making, integrated with the risk management framework, and used for strategic steering. The latest guidance papers make the direction explicit: banks are being challenged to leave the pure compliance mindset behind and manage strategy and risk jointly. This masterclass works through the construction of an ILAAP on those terms — LCR and NSFR requirements and their internal interaction, liquidity risk calculation including intraday, the problems of funds transfer pricing, accounting for liquidity risk, and stress testing tied to a contingency funding plan that would function in a real event.
What you will do
Who attends
- Chief Risk Officers and heads and managers of risk
- Heads and managers of liquidity risk and treasury
- Balance-sheet management and asset-liability management teams
- Heads and managers of market risk
Programme agenda
Built for the decisions no textbook prepares you for
I.Supervisory expectations
- How ICAAP/ILAAP expectations have evolved
- Embeddedness in operations and decision-making
- Strategic steering beyond the compliance mindset
II.Liquidity rules and ratios
- An introduction to the liquidity risk rules
- LCR and NSFR requirements
- LCR/NSFR internal interaction
- Intraday liquidity risk management
III.ALM and funds transfer pricing
- Assets, liabilities and the balance sheet
- The problems of funds transfer pricing
- Accounting for liquidity risk
IV.Stress testing and contingency
- Liquidity risk — approach and calculations
- Stress testing and the contingency funding plan
- Managing liquidity from strategic and policy bases
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
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.
View programmeICLAAP Framework, Stress Testing & Liquidity Risk Management Masterclass
ICAAP and ILAAP run as one discipline — structure, gap identification, stress testing and the LCR/NSFR mechanics, with the reporting design supervisors actually expect to see.
View programmeICAAP, Stress Testing (Capital & Liquidity) & Economic Capital Masterclass
ICAAP execution and economic capital in one masterclass — capital and liquidity stress testing, documentation regulators accept and capital allocated where it earns.
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.