Market and Liquidity Risk Management Masterclass
Integrated market and liquidity risk management — measurement methodologies, Basel III and IV expectations, stress testing and the early warning systems that build resilience.
Format
Classroom · Live Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Market risk and liquidity risk fail together, yet many institutions still measure them apart. This application-focused masterclass works through the core principles and advanced practice of managing both: current risk measurement methodologies, regulatory developments under Basel III and IV, stress testing and balance-sheet vulnerabilities, and strategic mitigation techniques. The emphasis is practical — participants sharpen analytical precision, strengthen forecasting and stress-testing capability, and embed risk management into business strategy rather than alongside it. The cohort works through risk-adjusted performance, scenario planning, early warning systems, internal risk governance and what supervisors now expect of the framework.
What you will do
Who attends
- Risk, treasury and ALM teams
- Risk managers, analysts and compliance officers
- Finance, accounting and financial control professionals
- ALCO members, corporate treasurers and business heads
- Regulators and regulatory reporting officers
Programme agenda
Built for the decisions no textbook prepares you for
I.Fundamentals and frameworks
- Market and liquidity risk fundamentals
- A structured identification and measurement framework
- Current risk trends and balance-sheet vulnerabilities
II.Measurement and models
- Risk assessment tools and models
- Exposures within various financial instruments
- Risk-adjusted performance practices
III.Regulation and governance
- Basel III and IV implications for risk management practice
- Regulatory expectations and internal risk governance
- Risk awareness and culture across departments
IV.Resilience
- Stress testing and scenario planning
- Building an early warning system
- Decision-making under uncertain market conditions
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
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View programmeLiquidity Risk Management (including Basel III Liquidity Standards) Masterclass
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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.