A tailored course, built for your situation
Direct decision authority on Basel III capital adequacy assessments
A 199-dollar course for QA practitioners ready to own capital framework sign-offs
$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.
Being the final reviewer, not the first checker
The situation this course is for
Most QA roles stop at completeness checks. But when the stakes are capital adequacy, someone has to make the call, classification, risk weight, CVA eligibility. That decision is currently owned by senior validators, creating bottlenecks and deferring ownership.
Who this is for
QA practitioners in regulated financial institutions who validate Basel III capital calculations and are positioned to assume binding sign-off authority
Who this is not for
Executives seeking board-level overviews, auditors focused on SOX controls, or developers building calculation engines
What you walk away with
- Final determination authority on Basel III capital treatment classifications
- Independent sign-off on risk-weighted asset calculations for Level 2 exposures
- Ownership of capital relief eligibility decisions under credit risk mitigation
- Binding judgment on securitization tranches under the internal model pathway
- Direct approval on capital treatment of cross-border exposures
The 12 modules (with all 144 chapters)
Module 1. Basel III capital framework fundamentals
Establish baseline fluency in the Basel III capital adequacy regime including classification of exposures, risk weights, and capital instruments.
12 chapters in this module
- Scope of Basel III in North American banking groups
- Pillar 1 vs Pillar 2 distinctions
- Minimum capital requirements overview
- Capital tiers Common Equity Tier 1
- Tier 1 and Tier 2 definitions
- Standardized vs IRB approaches
- Credit risk risk-weighting logic
- Operational risk basic indicator approach
- Market risk standardized measurement
- Leverage ratio simplified calculation
- Capital conservation buffer rules
- Countercyclical buffer application
Module 2. Exposure classification authority
Own the determination of exposure type including sovereign, corporate, retail, and equity exposures.
12 chapters in this module
- Identifying sovereign exposures
- Corporate exposure criteria
- Retail portfolio segmentation
- Equity exposure classification
- Off-balance sheet commitments
- Repurchase agreements treatment
- Securitization exposure type
- Derivative exposure recognition
- Netting agreement validation
- Trade date vs settlement date
- Settlement exposure timing
- Contingent exposure triggers
Module 3. Risk weight assignment mastery
Make final decisions on risk-weighted asset calculations across asset classes.
12 chapters in this module
- SME exposure risk weights
- Project finance classification
- Unsecured corporate lending
- Residential mortgage risk weights
- Retail credit card risk weights
- Equity investment risk weighting
- Holding company intergroup risk
- CRE loan-to-value methodology
- Central counterparty risk weights
- Default correlation assumptions
- Stressed risk weight application
- Internal ratings input validation
Module 4. Credit risk mitigation ownership
Approve eligibility of collateral, guarantees, and netting for capital relief.
12 chapters in this module
- Eligible collateral types
- Cash collateral valuation
- Government securities haircuts
- Guarantee enforceability test
- Third-party guarantor assessment
- Netting agreement legal certainty
- Master netting enforceability
- Collateral rehypothecation risk
- Segregation requirements
- Timing of collateral calls
- Margin period of risk
- Substitution frequency validation
Module 5. Securitization treatment authority
Determine capital treatment of securitization tranches and exposures.
12 chapters in this module
- Identifying securitization structures
- SPE identification criteria
- Risk transfer assessment
- Dilution risk evaluation
- Credit enhancement level check
- Residual interest classification
- Revolving structure determination
- Granularity test execution
- IRBA eligibility for sponsors
- External rating reliance rules
- Supervisory formula application
- Look-through approach use
Module 6. Internal model validation sign-off
Authorise use of internal models for credit and operational risk under Basel III.
12 chapters in this module
- IRB model eligibility criteria
- PD model validation
- LGD model calibration
- EAD model accuracy
- Operational risk AMA framework
- Loss given default floor
- Stress testing integration
- Backtesting frequency rules
- Model drift detection
- Parameter review cycle
- Supervisory model override
- Model change approval
Module 7. Cross-border capital application
Decide capital treatment for exposures across jurisdictions.
12 chapters in this module
- Home country vs host country
- CRA recognition rules
- Reciprocity of capital treatment
- Local currency exposure
- FX risk capital charge
- Offshore subsidiary risk
- Branch vs subsidiary distinction
- Home office support assumption
- Jurisdictional reciprocity check
- Local regulation override
- Cross-border collateral
- Capital import restrictions
Module 8. Pillar 2 supervisory review authority
Own internal capital adequacy assessments beyond Pillar 1.
12 chapters in this module
- ICAAP framework ownership
- Stress testing scenario design
- Reverse stress testing
- Risk appetite statement
- Capital planning integration
- Business model risk assessment
- Strategic risk capital add-on
- Reputational risk capital
- Concentration risk treatment
- Group-wide liquidity risk
- ICAAP documentation standards
- Regulatory challenge response
Module 9. Capital instrument eligibility decisions
Approve classification of instruments as CET1, AT1, or Tier 2.
12 chapters in this module
- Perpetual capital requirement
- Loss absorption mechanics
- Trigger level determination
- Non-cumulative dividends
- No maturity date check
- No credit enhancement rule
- Going concern conversion
- Gone concern conversion
- Subordination requirements
- Write-down vs conversion
- Regulatory approval clause
- Dividend stop clause
Module 10. Leverage ratio control ownership
Finalise exposure measurement for leverage ratio reporting.
12 chapters in this module
- On-balance sheet exposure
- Derivative exposure measure
- CCP exposure calculation
- Securities financing transaction
- Off-balance sheet conversion
- Uncommitted line treatment
- Derivative notional factors
- CDS exposure recognition
- Clearing member exposure
- Leverage ratio buffer
- Disclosures requirement
- Internal reporting frequency
Module 11. Capital treatment documentation
Own the narrative and traceability of capital decisions.
12 chapters in this module
- Decision rationale documentation
- Framework citation
- Precedent case references
- Cross-reference to policy
- Exception log maintenance
- Audit trail completeness
- Version control of inputs
- Reviewer independence check
- Sign-off chain recording
- Regulatory correspondence
- Internal challenge record
- External reviewer queries
Module 12. Decision authority transition
Implement and audit your new zone of capital command.
12 chapters in this module
- Handover from senior validator
- Escalation threshold definition
- Peer challenge process
- Quality assurance check
- Supervisory notification
- Documentation sign-off
- Internal audit alignment
- Regulatory inspection prep
- Control self-assessment
- Training junior QA staff
- Policy update contribution
- Lessons learned log
How this maps to your situation
- When the capital model outputs need sign-off
- Before the supervisory review submission
- After a new securitization product launch
- During internal challenges on risk weightings
Before vs. after
Before
Relies on senior validators for final capital treatment decisions, limited ownership over classification and risk weighting.
After
Holds direct sign-off authority on Basel III capital adequacy determinations, including exposure classification, risk weighting, and capital relief eligibility.
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 36 hours over 4 weeks, with flexible pacing.
If nothing changes
Remaining in the verification tier limits upward mobility and keeps critical capital decisions outside your control, reinforcing dependency on senior roles.
How this compares to the alternatives
Unlike generic Basel III overviews or exam prep courses, this course focuses exclusively on building defensible decision authority within a QA role at a regulated financial institution.
Frequently asked
Who is this course for?
QA practitioners in financial institutions who validate capital calculations and are ready to assume binding sign-off authority under Basel III.
How is the course structured?
12 modules, each containing 12 chapters (144 chapters total).
Does this cover Basel IV?
No, the course focuses on Basel III capital adequacy rules currently in force and applied in North American banking groups.
$199 one-time. Approximately 36 hours over 4 weeks, with flexible pacing..
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