A tailored course, built for your situation
Direct sign-off authority on Basel III capital treatment decisions
Own the final determination for how exposures are classified and capitalised under Basel III
$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.
Deferred capital decisions slowing down risk reviews
The situation this course is for
High-impact capital treatment calls are being escalated beyond first-line risk owners, creating bottlenecks and misalignment on material positions.
Who this is for
Senior risk and capital governance practitioner in a global systemically important bank
Who this is not for
Junior analysts, auditors, or compliance staff without decision-level responsibility for capital treatment
What you walk away with
- Final determination authority on exposure classification under Basel III
- Documented rationale framework for capital treatment decisions
- Precedent library for defending treatment of complex CRE and cross-border exposures
- Clear escalation boundary: when to act independently vs. consult central capital
- Confidence to issue binding capital treatment guidance to front-office and control functions
The 12 modules (with all 144 chapters)
Module 1. Basel III capital treatment fundamentals
Understand the core pillars of capital adequacy, risk-weighted assets, and capital ratios under Basel III, with emphasis on decision-relevant thresholds and regulatory expectations.
12 chapters in this module
- Overview of Basel III framework
- Key definitions: capital, exposure, risk weight
- Pillar 1 vs Pillar 2 distinctions
- Role of the national discretions
- EBA guidelines and binding technical standards
- Capital conservation buffer mechanics
- Countercyclical buffer triggers
- Leverage ratio floor implications
- Output floor impact on internal models
- Treatment of sovereign exposures
- Treatment of corporate exposures
- Treatment of retail exposures
Module 2. Exposure classification decision rules
Classify financial positions accurately under Basel III, ensuring correct risk weight assignment and capital treatment.
12 chapters in this module
- Corporate vs CRE exposure distinction
- Project finance classification
- High-volatility CRE thresholds
- Unlisted equity treatment
- Derivative exposure recognition
- Credit valuation adjustment
- Securitisation exposure classification
- Repos and collateralised lending
- Cross-jurisdictional exposure rules
- Intercompany vs external exposure
- Conduct risk adjustments
- Exposure aggregation logic
Module 3. Risk weight assignment protocols
Apply risk weights consistently based on exposure type, collateral, and internal ratings.
12 chapters in this module
- Standardised approach risk weights
- Foundation IRB risk weights
- Advanced IRB risk weights
- Collateral recognition rules
- Guarantees and credit derivatives
- Maturity adjustments
- Concentration risk add-ons
- Large exposure framework integration
- Connected client identification
- Group-wide exposure limits
- Internal model validation thresholds
- Output floor application
Module 4. Capital deduction rules and thresholds
Identify when capital deductions apply and how they impact total capital ratios.
12 chapters in this module
- Goodwill deduction rules
- Deferred tax asset limits
- Defined benefit pension assets
- Minority interest treatment
- Other intangible assets
- Specific risk deductions
- Cross-jurisdictional capital deductions
- Deduction timing and phase-in
- Total capital impact modelling
- Reporting capital deductions
- Audit trail for deductions
- Challenge process for deductions
Module 5. Internal models approval lifecycle
Navigate the approval and validation process for internal models under Basel III.
12 chapters in this module
- Internal model eligibility criteria
- Model development standards
- Backtesting requirements
- Pillar 2 model validation
- Challenge from internal audit
- Regulatory model review cycle
- Output floor impact on modelled RWA
- Model change control
- Model documentation standards
- Stress testing integration
- Reverse stress testing
- Model risk governance
Module 6. Capital treatment for cross-border exposures
Handle multi-jurisdictional exposures with conflicting regulatory requirements.
12 chapters in this module
- Home-host supervisory coordination
- Local GAAP vs IFRS differences
- Local capital add-ons
- FX risk in cross-border lending
- Legal entity structure impact
- Consolidation perimeter rules
- Group-wide capital planning
- ICAAP integration
- Cross-border collateral recognition
- Local regulatory constraints
- Reporting currency vs functional currency
- Transfer pricing implications
Module 7. CRE exposure treatment under Basel III
Apply correct capital treatment for commercial real estate exposures based on risk profile.
12 chapters in this module
- CRE definition and scope
- High-volatility CRE criteria
- Loan-to-value thresholds
- Stressed LTV calculations
- Construction finance rules
- Land development exposures
- Residential CRE treatment
- Retail property risk weights
- Office space exposure classification
- Hotel and hospitality exposures
- Industrial and warehouse properties
- Mixed-use development classification
Module 8. Capital treatment for derivatives
Classify and capitalise derivative positions under Basel III market risk framework.
12 chapters in this module
- Derivative exposure recognition
- Current vs potential exposure
- Netting agreement recognition
- Collateral exchange frequency
- CVA risk capital charge
- Wrong-way risk adjustments
- Securitisation exposures
- Credit derivatives treatment
- Interest rate swaps capital charge
- FX derivatives risk weight
- Equity derivatives capital treatment
- Commodity derivatives classification
Module 9. Documentation and audit trail standards
Build defensible documentation for capital treatment decisions.
12 chapters in this module
- Decision memo structure
- Regulatory reference integration
- Internal policy alignment
- Precedent tracking
- Audit trail for classification
- Rationale for risk weight choice
- Model validation documentation
- Escalation trail for exceptions
- Internal challenge process
- External auditor response
- Regulatory inquiry preparation
- Document retention standards
Module 10. Escalation and exception handling
Know when to act independently and when to escalate complex capital treatment questions.
12 chapters in this module
- Clear decision boundaries
- Central committee escalation triggers
- Materiality thresholds
- Novel transaction review
- Cross-product exposure
- Jurisdictional conflict
- Model override process
- Temporary classification
- Interim capital treatment
- Time-bound exceptions
- Follow-up review cycle
- Governance log maintenance
Module 11. Capital treatment communication
Communicate capital treatment decisions clearly to stakeholders.
12 chapters in this module
- Front-office communication
- Risk committee reporting
- Internal audit liaison
- Finance team alignment
- Treasury coordination
- Legal department consultation
- Compliance team integration
- Regulatory reporting clarity
- ICAAP narrative support
- Stress testing input
- Board-level summary preparation
- Executive leadership updates
Module 12. Personal capital treatment playbook
Assemble a customised playbook for consistent, defensible capital decisions.
12 chapters in this module
- Personal decision framework
- Regulatory reference library
- Internal policy crosswalk
- Precedent case collection
- Template decision memos
- Rationale checklist
- Escalation flowchart
- Exception tracking log
- Review cycle calendar
- Stakeholder communication plan
- Audit readiness checklist
- Continuous improvement process
How this maps to your situation
- When a new CRE exposure exceeds internal thresholds
- Before finalising a derivatives portfolio review
- During ICAAP preparation cycle
- After a regulatory inquiry on capital treatment
Before vs. after
Before
Capital treatment decisions are fragmented, with frequent escalations and inconsistent application across teams.
After
You own the final call on capital treatment, with documented rationale and stakeholder alignment, reducing escalations and increasing decision velocity.
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, with flexible pacing over 6-8 weeks.
If nothing changes
Without clear decision ownership, capital treatment remains inconsistent, exposing the firm to regulatory scrutiny and internal misalignment.
How this compares to the alternatives
Unlike generic Basel III overviews, this course focuses on the specific decisions you must own , not just what the rules say, but how to apply them with authority.
Frequently asked
Who is this course for?
Senior risk and capital governance practitioners with responsibility for Basel III capital treatment decisions.
How is the course structured?
12 modules, each containing 12 chapters (144 chapters total).
What makes this different from a CFA or FRM program?
This is not a certification prep course. It’s a decision-actionable guide to owning capital treatment calls in real time, with templates and precedent.
$199 one-time. Approximately 3 hours per module, with flexible pacing over 6-8 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