Liquidity Risk Management (including Basel III Liquidity Standards) Masterclass
A practical liquidity risk framework with hands-on LCR and NSFR calculation, IRRBB interaction, and case studies of both liquidity stress and best practice.
Format
Classroom · Live Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Adopting the Basel III liquidity standards on paper is easy; making them work in a practical banking environment is where institutions struggle. This masterclass takes a practical route through implementing a liquidity risk management framework and the Basel III liquidity standards, with spreadsheet-based exercises in calculating the LCR and NSFR and their interaction with interest rate risk in the banking book (IRRBB). Case studies of both liquidity stress and best-practice management — drawn from mature and emerging markets, current conditions and earlier crises — anchor the discussion of liquidity analysis, governance, forecasting, stress testing and contingency planning, along with derivative clearing and margining rules.
What you will do
Who attends
- Asset/liability and balance-sheet management teams
- Bank and country risk functions
- Capital management and capital modelling teams
- Compliance officers
Programme agenda
Built for the decisions no textbook prepares you for
I.Framework and standards
- Implementing a liquidity risk management framework
- Basel III liquidity standards in a practical banking environment
- Derivative clearing and margining rules
II.Calculating the ratios
- Spreadsheet-based LCR and NSFR exercises
- NSFR: regulatory definitions, challenges and expected impact
- Interaction with IRRBB requirements
III.Analysis and forecasting
- Contractual versus behavioural cash-flow modelling
- Limits of the current and quick ratios
- Alternative liquidity sources when market access deteriorates
IV.Governance and stress
- Liquidity governance, forecasting and stress testing
- Contingency planning and crisis case studies
- Internal and external audit of the liquidity framework
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
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
Liquidity Risk Management: Operationalising the LCR and NSFR Masterclass
The LCR and NSFR as working instruments of liquidity risk management — implementation, reporting and the cultural shift Basel III demands of the balance sheet.
View programmeLiquidity Risk and Bank Performance During Crises Masterclass
Why banks with weak liquidity underperform in crises — and the Basel III-aligned framework, stress testing and audit discipline that prevent it.
View programmeAdvanced Liquidity Management: Stress Testing, Contingency Planning & FTP
Build a liquidity stress-testing framework that models the hard behavioural elements, links to a survival horizon, and prices liquidity properly through FTP.
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.