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 · Live 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
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
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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.