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FIN6070 Mastering Basel III for Senior Risk Leaders in Global Asset Management

$199.00
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A tailored course, built for your situation

Mastering Basel III for Senior Risk Leaders in Global Asset Management

A structured path to internalise and operationalise Basel III standards with precision.

$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.
Avoid last-minute capital model revisions and reactive audit responses by mastering the full Basel III implementation arc.

The situation this course is for

Many risk leaders know the headlines of Basel III but lack a systematic way to anticipate how changes in calibration, reporting thresholds, or liquidity rules will cascade across their desks. This leads to delayed sign-offs, reworked memos, and unforced errors in regulator dialogues.

Who this is for

Senior risk practitioner at a global investment bank with direct accountability for regulatory capital reporting and stress test readiness.

Who this is not for

Junior analysts still learning the difference between CET1 and Tier 2 capital, or consultants using Basel III as a lead-gen hook without execution depth.

What you walk away with

  • Internalise the full Basel III framework lifecycle and anticipate implementation shifts before they impact reporting timelines
  • Navigate liquidity coverage ratio (LCR) and net stable funding ratio (NSFR) requirements with precise, source-backed reasoning
  • Structure capital adequacy narratives that pass regulatory scrutiny without revision loops
  • Operationalise Pillar 2 and Pillar 3 requirements into repeatable internal workflows
  • Reduce cycle time from final rule publication to internal calibration by up to 40%

The 12 modules (with all 144 chapters)

Module 1. Basel III Foundations and Evolution
Establish a grounded understanding of Basel III's structure, historical triggers, and relationship to prior accords. Focus on real-world deviation points between implementation in US vs. European jurisdictions.
12 chapters in this module
  1. Understanding the origin of Basel III after the the current cycle financial crisis
  2. Key differences between Basel I, Basel II, and Basel III frameworks
  3. The role of the Basel Committee on Banking Supervision today
  4. How Dodd-Frank and CCAR integrate with Basel III capital rules
  5. Geographic variation in Basel III adoption: US, EU, and APAC
  6. Pillar 1: Minimum capital requirements and risk-weighted assets
  7. Pillar 2: Supervisory review and internal capital adequacy assessment
  8. Pillar 3: Market discipline through public disclosures
  9. The impact of leverage ratio on investment banking operations
  10. Liquidity risk and the introduction of LCR and NSFR
  11. Countercyclical capital buffers and their activation triggers
  12. The role of G-SIBs and D-SIBs in global capital planning
Module 2. Capital Adequacy Under Basel III
Break down the components of regulatory capital, including CET1, AT1, and Tier 2 instruments, and understand how they are calculated and challenged in stress scenarios.
12 chapters in this module
  1. Definition and components of Common Equity Tier 1 (CET1)
  2. Additional Tier 1 capital instruments and their loss absorbency
  3. Tier 2 capital and subordinated debt treatment under Basel III
  4. Deductions from regulatory capital: goodwill, DTAs, and investments
  5. Capital conservation buffer and its impact on dividend policy
  6. Countercyclical capital buffer mechanics and calibration
  7. Stress capital buffer and forward-looking capital planning
  8. Treatment of minority interests and capital issued by subsidiaries
  9. How CCAR incorporates Basel III capital ratios
  10. Impact of regulatory adjustments on reported capital levels
  11. Capital ratio disclosures in Pillar 3 reports
  12. Common pitfalls in capital adequacy reporting across global desks
Module 3. Risk-Weighted Assets and Credit Risk
Master the methodologies used to calculate risk-weighted assets, including the Standardised Approach and Internal Ratings-Based (IRB) methods, and their audit implications.
12 chapters in this module
  1. Basics of risk-weighted assets and their impact on capital ratios
  2. Standardised Approach for credit risk: asset class mappings
  3. Internal Ratings-Based (IRB) approach: foundation vs. advanced
  4. Eligibility criteria for IRB models at global banks
  5. Treatment of residential mortgages and retail exposures
  6. Corporate loan risk weighting and default probability inputs
  7. Securitisation exposures and the ABCP conduit rule
  8. Off-balance-sheet exposures and credit conversion factors
  9. Credit valuation adjustment (CVA) risk capital charges
  10. Counterparty credit risk and the SA-CCR methodology
  11. Risk weights for central counterparty exposures
  12. Audit challenges in IRB model validation and usage
Module 4. Market Risk and FRTB
Understand the Fundamental Review of the Trading Book (FRTB) and how it reshapes market risk capital under Basel III, including the shift from VaR to ES.
12 chapters in this module
  1. Overview of market risk capital before and after FRTB
  2. Shift from Value-at-Risk to Expected Shortfall in capital calculation
  3. Trading book vs. banking book boundary and its implications
  4. Sensitivities-based method (SBM) for delta, vega, and curvature
  5. Default risk charge and how it captures credit migration
  6. Stressed period calibration for market risk models
  7. Liquidity horizons by asset class and risk factor
  8. Internal model approval process for market risk
  9. FRTB capital charges for non-modellable risk factors
  10. Impact of FRTB on fixed income and derivatives desks
  11. Backtesting requirements for trading book models
  12. Aggregation of risk across desks under FRTB
Module 5. Liquidity Coverage Ratio (LCR)
Dive into LCR mechanics, including high-quality liquid assets (HQLA), net cash outflows, and how stress scenarios affect compliance.
12 chapters in this module
  1. Purpose and design of the Liquidity Coverage Ratio (LCR)
  2. Definition of high-quality liquid assets (HQLA) and Level 1 vs Level 2
  3. Eligibility criteria for equity and corporate bond HQLA
  4. Cash inflows and outflows under the 30-day stress scenario
  5. Run-off rates by counterparty type: retail, corporate, sovereign
  6. Treatment of derivatives and collateral exchanges in LCR
  7. Stabilisation period and haircuts on collateral assets
  8. LCR reporting frequency and regulatory expectations
  9. Common errors in LCR computation across global banks
  10. Impact of repo transactions on LCR positioning
  11. How central bank facilities are treated in LCR
  12. Strategic use of HQLA during stress events
Module 6. Net Stable Funding Ratio (NSFR)
Learn how NSFR enforces structural liquidity stability over a one-year horizon, focusing on available stable funding and required stable funding.
12 chapters in this module
  1. Objective of the Net Stable Funding Ratio (NSFR)
  2. Available stable funding (ASF) by liability type
  3. Required stable funding (RSF) by asset class and maturity
  4. Treatment of derivatives and off-balance-sheet exposures
  5. Interbank funding and its risk weighting under NSFR
  6. Treatment of repo and securities lending transactions
  7. Impact of customer deposits on stable funding calculations
  8. Time decay of RSF factors over one-year horizon
  9. NSFR vs. LCR: different time horizons and objectives
  10. Common reporting errors in NSFR submissions
  11. How NSFR influences asset-liability management decisions
  12. Strategic implications of NSFR for treasury operations
Module 7. Pillar 1A: Leverage Ratio
Explore the simple yet powerful leverage ratio, its calculation, and how it constrains balance sheet growth independently of risk weights.
12 chapters in this module
  1. Definition of the leverage ratio and its components
  2. Exposures included: on and off-balance sheet items
  3. Treatment of derivatives and CVA in leverage exposure
  4. Double counting relief for central counterparties
  5. Hedges and their eligibility for netting under leverage
  6. Impact of leverage ratio on investment banking balance sheets
  7. Supplementary leverage ratio (SLR) in the US context
  8. SLR impact on Treasury repo market dynamics
  9. Bank of England's approach to leverage calibration
  10. Common errors in leverage ratio reporting
  11. Interaction between leverage ratio and Basel III capital ratios
  12. Strategic balance sheet management under leverage constraints
Module 8. Pillar 2: Supervisory Review Process
Understand how regulators assess internal capital adequacy and how to prepare for supervisory stress testing.
12 chapters in this module
  1. Purpose and scope of the Pillar 2 supervisory review
  2. Internal Capital Adequacy Assessment Process (ICAAP)
  3. Supervisory Review and Evaluation Process (SREP)
  4. Key risk areas assessed: credit, market, operational, conduct
  5. Stress testing scenarios defined by regulators
  6. Reverse stress testing and firm-specific vulnerabilities
  7. Capital planning and dividend restrictions
  8. Role of governance in Pillar 2 compliance
  9. Documentation standards for ICAAP submissions
  10. Interaction between ICAAP and CCAR processes
  11. Common deficiencies in ICAAP reports
  12. How to prioritise risks in internal assessments
Module 9. Pillar 3: Disclosures and Transparency
Master the requirements for public disclosures that enable market discipline, including templates and timing.
12 chapters in this module
  1. Purpose of Pillar 3 and market discipline principles
  2. Scope of entities required to disclose
  3. Frequency and timing of Pillar 3 reports
  4. Capital structure and risk exposure disclosures
  5. Reconciliation of accounting to regulatory capital
  6. Risk-weighted asset breakdown by risk type
  7. Leverage ratio and liquidity ratio disclosures
  8. Explanations of model changes and assumptions
  9. Treatment of confidential information in disclosures
  10. Common gaps in Pillar 3 reporting
  11. How institutional investors use Pillar 3 data
  12. Best practices for clear and consistent disclosures
Module 10. Basel III and Systemic Risk
Examine how Basel III addresses systemic risk through G-SIB surcharges, resolution planning, and cross-border coordination.
12 chapters in this module
  1. Definition and identification of Global Systemically Important Banks
  2. G-SIB surcharge calculation and bucket assignments
  3. Domestic Systemically Important Banks (D-SIBs)
  4. Impact of surcharges on capital planning
  5. Total Loss-Absorbing Capacity (TLAC) requirements
  6. MREL and its interaction with TLAC
  7. Resolution planning and the 'living will'
  8. Cross-border coordination under the FSB
  9. Role of home and host regulators
  10. Bail-in debt instruments and investor treatment
  11. Contingent convertibles (CoCos) and their triggers
  12. Stress testing for resolution scenarios
Module 11. Basel III Implementation Timelines
Navigate the staggered implementation schedule across jurisdictions and business units, focusing on key milestones and phase-ins.
12 chapters in this module
  1. Original Basel III rollout timeline and delays
  2. US implementation phases and OCC guidance
  3. European Banking Authority (EBA) roadmap
  4. UK post-Brexit Basel III alignment
  5. APRA and Basel III in Australia
  6. Phased introduction of FRTB standards
  7. NSFR and LCR compliance deadlines
  8. Impact of pandemic-era deferrals
  9. Current status of outstanding Basel III reforms
  10. Basel III finalisation: what's changed since the current cycle
  11. How to track jurisdiction-specific rule finalisation
  12. Internal project planning for upcoming deadlines
Module 12. Operationalising Basel III Across Functions
Integrate Basel III knowledge into cross-functional workflows, from finance to legal to treasury.
12 chapters in this module
  1. Aligning finance and risk functions on capital reporting
  2. Legal implications of capital shortfall events
  3. Treasury’s role in liquidity planning and HQLA management
  4. IT systems supporting Basel III data pipelines
  5. Data governance and audit trail requirements
  6. Training and awareness across front and back offices
  7. Vendor management in regulatory model supply chains
  8. Stress testing coordination across desks
  9. Regulatory reporting calendar and ownership
  10. Integration with internal audit plans
  11. How to communicate Basel III impacts to non-specialists
  12. Building a sustainable compliance culture

How this maps to your situation

  • Regulatory capital planning
  • Stress testing and CCAR execution
  • Liquidity risk management
  • Public disclosures and market transparency

Before vs. after

Before
Relies on cross-functional inputs to respond to Basel III queries, often reacting to changes after they impact reporting timelines.
After
Anticipates regulatory shifts and leads internal preparation with confidence, reducing cycle time and increasing accuracy.

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: 90 minutes of focused reading, designed to be completed in a single Sunday morning session.

If nothing changes
Continued reliance on fragmented knowledge increases the likelihood of miscalibrated capital models, delayed stress test submissions, and avoidable audit findings.

How this compares to the alternatives

Unlike generic compliance webinars or vendor-led training, this course delivers framework-specific, jurisdiction-aware logic used by top risk teams to close cycles faster and with higher confidence.

Frequently asked

Is this course relevant for US regulatory context?
Yes. The course covers US-specific implementations including SLR, CCAR, and OCC guidance, alongside global comparisons.
How is the course structured?
12 modules, each containing 12 chapters (144 chapters total).
Does it cover FRTB and IFRS 9 interactions?
Yes. Module 4 details FRTB capital rules, and integration points with accounting standards are addressed in capital adequacy sections.
$199 one-time. 90 minutes of focused reading, designed to be completed in a single Sunday morning session..

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
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