Basel III Implementation Masterclass
Practical implementation of Basel III’s three ratios — LCR, NSFR and leverage — from HQLA optimisation to the reporting your supervisor expects.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Basel III’s three ratios read simply and implement painfully. This two-day masterclass offers practical guidance on the LCR, NSFR and leverage ratio — implications and calculations — including the differences between full and modified LCR, and how the Liquidity Coverage Ratio is applied in the US versus key member countries of the Basel Committee on Banking Supervision. The format is interactive, pairing lectures with topical articles on recent developments in Basel III implementation and the liquidity standard. The cohort works through optimising high-quality liquid assets, net cash flows and haircuts, the leverage ratio’s compliance burden, and the liquidity reporting expected of the institution.
What you will do
Who attends
- Liquidity risk managers and Basel III reporting managers
- Risk managers, analysts and controllers
- Quantitative analytics teams
- Treasurers
Programme agenda
Built for the decisions no textbook prepares you for
I.The regulatory framework
- Liquidity rules within the overall regulatory framework
- Recent developments in Basel III implementation
- Getting ready for full implementation
II.The LCR
- Full versus modified LCR
- US application versus key Basel Committee member countries
- Optimising HQLAs: net cash flows and haircuts
III.The NSFR
- NSFR guidelines and practical application
- Funding implications
- Interplay between the LCR, NSFR and leverage ratio
IV.Leverage and reporting
- The leverage ratio: its effect and compliance burden
- Developing appropriate liquidity reporting requirements
- What supervisors expect from your institution
Frequently asked
What does this Basel III implementation course cover?
The two-day masterclass gives practical guidance on Basel III’s three ratios — the LCR, NSFR and leverage ratio — with their implications and calculations. It covers the differences between full and modified LCR, how the Liquidity Coverage Ratio is applied in the US versus key Basel Committee member countries, HQLA optimisation, and the liquidity reporting supervisors expect.
How is the course taught?
The format is interactive, pairing lectures with topical articles on recent developments in Basel III implementation and the liquidity standard. Participants work through optimising high-quality liquid assets, net cash flows and haircuts, and the leverage ratio’s compliance burden and interplay with the liquidity ratios.
Is the programme available in French and as an in-house edition?
Yes. BIZENIUS delivers the masterclass in English and French, and in-house editions can be tailored to your institution’s regulatory context. Sessions run on a rolling calendar with dates confirmed on request; fees and quotations are provided on enquiry.
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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.