A tailored course, built for your situation
Direct sign-off authority on Basel III capital treatment decisions
Own the call on which exposures qualify for preferential regulatory capital treatment under Basel III, no escalation needed
$199 one-time
24-hour access provisioning
30-day money-back guarantee
Hand-built implementation playbook
12 modules. 12 chapters per module. 144 chapters total.
12 modules, each with 12 chapters (144 chapters total), text-based, plus downloadable templates and a hand-built implementation playbook delivered alongside course access.
Who this is for
Senior compliance or capital reporting practitioner at a global financial institution handling Basel III implementation
Who this is not for
Junior analysts, auditors without decision authority, or professionals outside banking regulation
What you walk away with
- Final authority on classification of exposures under Basel III standardized vs. advanced approaches
- Documented rationale for capital treatment decisions admissible in internal audit
- Faster closure on portfolio reviews by eliminating rework loops
- Standing reference for front-office desks on eligible hedges and collateral
- Recognition as go-to authority on capital treatment edge cases
The 12 modules (with all 144 chapters)
Module 1. Basel III scope and exposure classification fundamentals
Map financial instruments to Basel III exposure categories with precision using real portfolio examples from global banks.
12 chapters in this module
- Instrument classification under Basel framework
- Trading book vs. banking book thresholds
- Credit risk driver identification
- Exposure type decision trees
- Treatment of derivatives portfolios
- Securitization exposure rules
- Operational risk scope boundaries
- Liquidity coverage ratio overlap
- Cross-border classification conflicts
- Holding company treatment
- Internal model eligibility
- Capital waterfall sequence
Module 2. Standardized Approach credit risk weighting
Apply SA risk weights accurately to corporate, sovereign, and retail exposures without supervision.
12 chapters in this module
- Corporate counterparty risk buckets
- Sovereign credit risk mapping
- Retail exposure segmentation
- Risk weight floor application
- Collateral treatment under SA
- Guarantee recognition rules
- Unsecured loan thresholds
- Specialised lending criteria
- Equity exposure weighting
- Overdue exposure treatment
- Default definition triggers
- Past due risk escalation
Module 3. Internal Ratings-Based approach eligibility
Determine when IRB treatment is justified and defensible under audit scrutiny.
12 chapters in this module
- Probability of default modeling
- Loss given default inputs
- Exposure at default validation
- Liquidity driver adjustments
- Cycle-adjusted inputs
- Default definition alignment
- Portfolio segmentation rules
- Rating system governance
- Stress testing integration
- Backtesting requirements
- Model validation timing
- Internal audit coordination
Module 4. Capital floor calculation and application
Compute and apply the Basel III output floor to internal models without external guidance.
12 chapters in this module
- Output floor baseline
- IRB vs. standardized gap
- Floor impact modeling
- Portfolio-level floor tests
- Divisional capital allocation
- Floor exception criteria
- Model override documentation
- Floor treatment tracking
- Regulatory reporting flags
- Internal dashboard design
- Floor variance explanation
- Floor compliance testing
Module 5. Credit valuation adjustment framework
Own CVA capital decisions including hedging effectiveness and model choice.
12 chapters in this module
- CVA risk definition
- Hedging eligibility rules
- Model selection authority
- Portfolio aggregation method
- Time horizon settings
- Correlation assumptions
- Volatility inputs
- Hedge effectiveness testing
- Independent price verification
- Model validation cycle
- Stress scenario design
- CVA desk oversight
Module 6. Leverage ratio treatment decisions
Make final calls on on-balance sheet and off-balance sheet exposure inclusion.
12 chapters in this module
- On-balance sheet inclusion
- Derivative exposure measurement
- Repo transaction treatment
- Unilateral CVA adjustment
- Clearing member exposure
- Off-balance sheet commitments
- Contingent exposure thresholds
- Netting eligibility checks
- Collateral rehypothecation
- Guarantee recognition
- Concentration limits
- Exposure reduction techniques
Module 7. Market risk capital treatment
Define final positions under the Fundamental Review of the Trading Book (FRTB).
12 chapters in this module
- Trading desk boundary setting
- Position eligibility tests
- Liquidity horizons assignment
- Risk factor eligibility
- Correlation assumptions
- Stressed VaR thresholds
- Modified VaR calculation
- Default risk charge application
- Sensitivities-based method
- Default risk model inputs
- Backtesting exceptions
- Model boundary documentation
Module 8. Operational risk capital modeling
Determine appropriate loss event inclusion and scaling for operational risk charge.
12 chapters in this module
- Loss event classification
- External data scaling
- Scenario analysis inputs
- Business line mapping
- Internal loss threshold
- Event frequency modeling
- Severity distribution choice
- Inflation adjustment method
- Control impact scoring
- Risk mitigation assignment
- Insurance recognition
- Capital charge validation
Module 9. Regulatory reporting sign-off process
Finalize and attest to capital adequacy reports without second-layer review.
12 chapters in this module
- Report version control
- Data lineage verification
- Sign-off delegation rules
- Materiality thresholds
- Error correction protocol
- Audit trail maintenance
- Version comparison tools
- Exception escalation path
- Cross-jurisdiction alignment
- Local regulator variance
- Translation adjustment
- Report distribution control
Module 10. Internal capital adequacy assessment process
Lead firm-level stress testing and capital forecasting decisions.
12 chapters in this module
- Stress scenario design
- Capital forecast inputs
- Reverse stress testing
- Economic scenario alignment
- Profitability impact
- Dividend capacity
- Recovery planning
- Contingency funding
- Capital buffer sizing
- Loss absorption capacity
- Resolution planning links
- Crisis simulation
Module 11. Capital treatment playbook development
Build reusable templates and decision trees for consistent future application.
12 chapters in this module
- Decision tree creation
- Precedent tracking system
- Template version control
- Cross-product harmonization
- Update delegation rules
- Stakeholder consultation
- Change log maintenance
- Training material development
- Playbook audit readiness
- External firm benchmarking
- Peer challenge preparation
- Regulatory inquiry defense
Module 12. Ownership and escalation framework
Define clear boundaries for when decisions require escalation vs. remain yours.
12 chapters in this module
- Materiality thresholds
- Novel exposure handling
- Jurisdictional variation
- Cross-border coordination
- Model change process
- New product onboarding
- Capital treatment dispute
- Audit challenge protocol
- Regulatory inquiry response
- Escalation matrix design
- Leadership update rhythm
- Governance exception logging
How this maps to your situation
- When assigning risk weights to a new sovereign counterparty
- Before finalizing the quarterly leverage ratio report
- During internal challenge of CVA capital charge
- When defining scope for ICAAP submission
Before vs. after
Before
Routing capital treatment decisions up for sign-off, creating delays and inconsistent application.
After
Owning final determinations with structured rationale, reducing rework and increasing recognition.
What's included with your purchase
- 12 modules with 12 chapters each (144 chapters)
- Downloadable templates and worked examples for every module
- Hand-built implementation playbook delivered alongside course access
- 30-day money-back guarantee
Delivery and format
- Course and learning environment access provisioned within 24 hours of purchase
- Hand-built implementation playbook delivered alongside course access
Format: Text-based modules and chapters in the Art of Service learning environment, plus downloadable templates and worked examples for every chapter, plus the hand-built implementation playbook delivered alongside course access.
Time investment: Approximately 3 hours per module, designed to be completed alongside current responsibilities over 6 weeks.
How this compares to the alternatives
Generic Basel III training covers principles but not decision ownership. Internal mentoring is inconsistent. This course provides structured, auditable decision frameworks used by lead practitioners at Tier 1 banks.
Frequently asked
Who is this course designed for?
Senior practitioners who already apply Basel III rules and are ready to own final sign-off decisions without escalation.
How is the course structured?
12 modules, each containing 12 chapters (144 chapters total).
Will this help me get promoted?
It builds documented authority in high-impact decisions, which positions you for greater responsibilities regardless of title changes.
$199 one-time. Approximately 3 hours per module, designed to be completed alongside current responsibilities over 6 weeks..
Within 24 hours your account in the learning environment is provisioned and the tailored implementation playbook is delivered alongside it.
30-day money-back guarantee·
144 chapters·
Hand-built playbook included·
Account access within 24 hours