Risk Management MBA: ICAAP & ILAAP, Stress Testing, IRRBB, ALM & FTP, Market Liquidity and Basel Reform
The full prudential stack in one programme — ICAAP and ILAAP, IRRBB, liquidity risk, ALM and FTP, and the Basel reforms heading toward Basel IV.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Supervisors read ICAAP and ILAAP as one story; banks that build them in silos get found out. This exclusive masterclass brings insight from a recent prudential supervisor on the critical success factors banks should address in their capital and liquidity adequacy approach, then works outward through the full prudential stack. Case studies and simulations cover meeting Basel III requirements; the limitations of traditional liquidity measures like the quick and current ratios; a practical framework for assessing liquidity under stress; and ALM strategy and framework. The programme closes with the final revisions to Basel III — preparing the cohort for the adoption of Basel IV.
What you will do
Who attends
- Chief risk officers and heads of risk
- Heads of treasury, liquidity risk, market risk and balance sheet management
- Heads of finance, compliance and audit
- ICAAP managers, Basel III project managers and capital management teams
- Senior and executive management
Programme agenda
Built for the decisions no textbook prepares you for
I.ICAAP and ILAAP
- Technical challenges in ICAAP and ILAAP
- Managing capital and liquidity adequacy
- Critical success factors from a prudential supervisor’s view
II.IRRBB and stress testing
- A best-practice IRRBB regime
- Reverse stress testing and the contingency funding plan
- Low-rate and negative-rate challenges
III.Liquidity and ALM
- Beyond the quick and current ratios
- Assessing liquidity access under stress
- ALM strategy and framework
IV.Basel reform
- Requirements for qualifying capital under Basel III
- Market risk treatment, concentration risk and large exposures
- CVA and collateral; the road to Basel IV
Frequently asked
Is the Risk Management MBA an academic degree?
No — it is an exclusive masterclass, not a university degree. The "MBA" signals the breadth: the full prudential stack in one programme, covering ICAAP and ILAAP, stress testing, IRRBB, ALM and FTP, market liquidity and the Basel reforms heading toward Basel IV, taught through case studies and simulations.
What supervisory insight does the programme bring?
The masterclass brings insight from a recent prudential supervisor on the critical success factors banks should address in their capital and liquidity adequacy approach — because supervisors read ICAAP and ILAAP as one story, and banks that build them in silos get found out.
Who should attend this programme?
Chief risk officers and heads of risk, heads of treasury, liquidity risk, market risk and balance sheet management, heads of finance, compliance and audit, ICAAP managers, Basel III project managers and capital management teams, and senior and executive management.
In which languages and formats is it delivered?
BIZENIUS delivers the programme in English and French, with an in-house edition tailored to your bank’s prudential agenda. Sessions run on a rolling calendar with dates confirmed on request; fees and quotations are provided on enquiry.
Who teaches this
Practitioners, not presenters.
Led by practitioners who hold, or have held, the seats this programme prepares you for: group treasurers and heads of asset–liability management, chief risk officers, heads of credit and capital management, and former central-bank supervisors who examined the very frameworks they now teach. Between cohorts the same people advise banks on those frameworks, so what you learn is what is being defended in front of boards and regulators today.
What the bench brings
- ALCO practice and treasury policy
- Funds transfer pricing design and restructuring
- IRRBB measurement: EVE and NII sensitivity
- Liquidity risk: LCR, NSFR and contingency funding
- Basel capital frameworks from Pillar 1 to Pillar 3
- ICAAP and ILAAP construction and supervisory review
Where they have practised
Current and former practitioners — people who hold the seat today alongside those who have held it.
Sectors: Banking & financial services · Professional services · Insurance · Central banking & supervision
Regions: Africa · the Middle East · Europe · Asia · the Americas
How they teach
- Live case studies from real institutions
- Modelling labs and balance-sheet simulations
- Regulator-style challenge sessions
- Group problem-solving on realistic institutional cases
- Knowledge checks and a personal action plan
Cohorts are kept small so every exercise is worked on the participants’ own situations — in person or live virtual.
The faculty profile for your cohort is sent with the full agenda and the next dates when you enquire.Request brochure →
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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 — 20+ engines, Basel I to 3.1, on your own servers.
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
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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.