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CMP8008 Mastering Basel III; A Step-by-Step Guide to Regulatory Capital Reporting

$199.00
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A tailored course, built for your situation

Mastering Basel III; A Step-by-Step Guide to Regulatory Capital Reporting

Build unshakable confidence in stress test narratives and capital adequacy assessments, with precision frameworks used by top-tier compliance teams.

$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.
Stress test narratives that require last-minute fixes under CCAR cycles

Who this is for

Compliance Senior Associate at a large U.S. financial institution, responsible for regulatory reporting and risk governance under Basel III and Fed guidelines, involved in CCAR, stress testing, and capital adequacy frameworks.

Who this is not for

This course is not for junior analysts learning basic compliance concepts, nor for executives seeking high-level summaries. It is designed for hands-on practitioners responsible for producing, reviewing, or validating regulatory capital reports.

What you walk away with

  • Produce capital adequacy memos that withstand internal and regulatory scrutiny
  • Map Basel III Pillar 1 and Pillar 2 requirements directly to reporting templates
  • Anticipate reviewer questions and build answers into initial drafts
  • Reduce rework in CCAR and DFAST preparation cycles
  • Become the internal reference for Basel III interpretation across compliance and finance teams

The 12 modules (with all 144 chapters)

Module 1. Basel III Fundamentals for U.S. Banking Compliance
Establish a rock-solid foundation in Basel III architecture, including key definitions, regulatory scope, and applicability to large financial institutions like PNC.
12 chapters in this module
  1. Understanding the three pillars of Basel III
  2. How Basel III differs from Basel I and Basel II
  3. Key regulatory bodies involved: Fed, OCC, FDIC
  4. Scope of application for U.S. banking organizations
  5. Thresholds for advanced approaches and Category II firms
  6. Basel III integration with Dodd-Frank requirements
  7. Role of the Federal Reserve in CCAR and stress testing
  8. Overview of capital conservation and countercyclical buffers
  9. Understanding minimum capital ratios: CET1, Tier 1, Total Capital
  10. Treatment of regulatory capital components under U.S. rules
  11. Liquidity coverage ratio and net stable funding ratio basics
  12. Transition timelines and phase-ins for specific requirements
Module 2. Regulatory Capital Components and Qualification Criteria
Break down each capital tier and learn how instruments qualify under Fed Basel III final rules.
12 chapters in this module
  1. Definition and composition of Common Equity Tier 1 (CET1)
  2. Tier 1 capital inclusion criteria for instruments
  3. Tier 2 capital instruments and subordination requirements
  4. Treatment of minority interest in consolidated capital
  5. Deductions from CET1: goodwill, intangible assets, deferred tax
  6. Equity investments in non-financial firms and deductions
  7. Application of the 10% exposure threshold
  8. Capital treatment of deferred tax assets
  9. Valuation adjustments for OTC derivatives exposure
  10. Treatment of mortgage servicing assets
  11. Capital deductions for defined benefit pension assets
  12. Application of the output floor in standardized approach
Module 3. Standardized Approach for Credit Risk
Master the updated standardized credit risk framework and asset classification rules under Basel III.
12 chapters in this module
  1. Overview of the standardized approach vs. internal ratings-based
  2. Risk weights for sovereign exposures
  3. Corporate exposure risk weights by rating tier
  4. Treatment of retail exposures: mortgages, credit cards, unsecured
  5. Specialized lending: project finance, commercial real estate
  6. Loan-level risk weight assignment process
  7. Treatment of purchased credit-impaired loans
  8. Application of floor risk weights
  9. Treatment of off-balance-sheet exposures
  10. Credit conversion factors for commitments and guarantees
  11. Recognition of eligible guarantees and credit derivatives
  12. Risk weighting for defaulted assets
Module 4. Internal Ratings-Based (IRB) Approach Foundations
Understand the IRB approach and its application in large banks with regulatory approval.
12 chapters in this module
  1. Foundation vs. advanced IRB approaches
  2. Definition and use of Probability of Default (PD)
  3. Loss Given Default (LGD) estimation principles
  4. Exposure at Default (EAD) calculation standards
  5. Maturity (M) adjustments and their impact
  6. Correlation assumptions in the IRB formula
  7. Risk weight formulas for corporate and retail exposures
  8. Eligibility criteria for IRB implementation
  9. Regulatory review process for IRB models
  10. Pillar 2 relevance for IRB model validation
  11. Supervisory formulas under the output floor
  12. IRB treatment of defaulted exposures
Module 5. Advanced Capital Adequacy Calculations
Walk through detailed calculations for regulatory capital ratios and stress test inputs.
12 chapters in this module
  1. Step-by-step CET1 ratio computation
  2. Tier 1 capital ratio calculation with adjustments
  3. Total capital ratio including Tier 2 components
  4. Leverage ratio calculation under Basel III
  5. Supplementary leverage ratio requirements
  6. Net stable funding ratio formula breakdown
  7. Liquidity coverage ratio numerator and denominator
  8. Stabilizing adjustments for LCR
  9. Computation of risk-weighted assets for reporting
  10. Application of capital buffers: conservation, countercyclical
  11. Stress capital buffer under Fed SCB framework
  12. Impact of capital ratios on internal dividend capacity
Module 6. CCAR and DFAST Submission Frameworks
Learn the structure of CCAR and DFAST submissions and how Basel III informs key narratives.
12 chapters in this module
  1. Overview of CCAR and DFAST requirements
  2. Regulatory timeline and submission deadlines
  3. Role of Basel III in stress test scenarios
  4. Basel III treatment of stressed capital ratios
  5. Capital planning process integration
  6. Scenario design: baseline, adverse, severely adverse
  7. Projection of balance sheet and capital under stress
  8. Key outputs reviewed by the Federal Reserve
  9. Documentation standards for model assumptions
  10. Validation requirements for internal models
  11. Treatment of capital actions under stress
  12. Lessons from recent no-objection outcomes
Module 7. Pillar 2 Supervisory Review Process (SRP)
Navigate the non-quantitative expectations and supervisory expectations under Basel III.
12 chapters in this module
  1. Purpose and objectives of Pillar 2
  2. Supervisory Review Process (SRP) framework
  3. Internal Capital Adequacy Assessment Process (ICAAP)
  4. Key components of a robust ICAAP
  5. Stress testing beyond CCAR scenarios
  6. Liquidity risk governance expectations
  7. Operational risk capital modeling standards
  8. Management of concentrations and interdependencies
  9. Governance and oversight of capital planning
  10. Interaction with board-level risk committees
  11. Documentation and reporting expectations
  12. Integration with enterprise risk management
Module 8. Basel III Liquidity Standards and Implementation
Master LCR and NSFR requirements and their integration into daily liquidity management.
12 chapters in this module
  1. Basel III liquidity risk framework overview
  2. Objectives of the Liquidity Coverage Ratio
  3. High-quality liquid assets (HQLA) classification
  4. Cash outflow and inflow calculation methodology
  5. Stabilizing adjustments to LCR
  6. Reporting frequency and public disclosure
  7. Net Stable Funding Ratio objectives
  8. Available stable funding categories
  9. Required stable funding by asset class
  10. Treatment of derivatives and collateral
  11. Interplay between LCR and NSFR
  12. Contingency funding planning integration
Module 9. Operational Risk Capital Under Basel III
Understand the standardized approach for operational risk and its role in capital planning.
12 chapters in this module
  1. Evolution from basic indicator approach
  2. Standardized Measurement Approach (SMA) overview
  3. Business indicators and their calculation
  4. Loss component calculation from historical data
  5. Scaling multipliers and supervisory adjustments
  6. Treatment of operational losses
  7. Internal loss data collection requirements
  8. Scenario analysis for low-frequency, high-impact events
  9. Key risk indicators and monitoring
  10. Differences between SMA and previous approaches
  11. Integration with insurance mitigation
  12. Reporting expectations for operational risk capital
Module 10. Regulatory Examination and Audit Readiness
Prepare for examiner scrutiny with a systematic approach to evidence and documentation.
12 chapters in this module
  1. Common examination focus areas for Basel III
  2. Documentation required for capital adequacy
  3. Evidence retention for risk-weighted assets
  4. Audit trail for internal model validation
  5. Internal control mappings for Basel III items
  6. Regulator inquiry response protocol
  7. Coordination between compliance, risk, and audit teams
  8. Preparation of examiner briefing packages
  9. Handling of examiner challenges to assumptions
  10. Updating policies post-examination findings
  11. Role of internal audit in Basel III validation
  12. Reporting unresolved findings to senior management
Module 11. Cross-Functional Alignment and Reporting
Coordinate effectively with finance, risk, and legal teams to produce seamless submissions.
12 chapters in this module
  1. Roles and responsibilities across departments
  2. Governance model for regulatory reporting
  3. Inter-departmental review and sign-off process
  4. Change management for framework updates
  5. Communication protocols during submission cycles
  6. Version control for capital adequacy documents
  7. Integration with financial reporting systems
  8. Data lineage and source verification
  9. Handoffs between modeling and reporting teams
  10. Management of cross-team dependencies
  11. Escalation paths for timeline risks
  12. Post-submission lessons learned sessions
Module 12. Future-Proofing Your Compliance Practice
Stay ahead of upcoming Basel III revisions and regulatory expectations.
12 chapters in this module
  1. Current Basel III implementation status in the U.S.
  2. Potential future enhancements under Basel 3.1
  3. Impact of FRTB on trading book capital
  4. Climate risk integration into capital planning
  5. Digital transformation in capital reporting
  6. AI and machine learning in model validation
  7. Regulatory trends in capital and liquidity
  8. Cross-border capital adequacy challenges
  9. Engagement with Fed supervisory teams
  10. Professional development paths for compliance leads
  11. Mentoring junior analysts on Basel III
  12. Building institutional memory across compliance cycles

How this maps to your situation

  • Regulatory Capital Reporting
  • CCAR/DFAST Submissions
  • Internal Capital Adequacy Assessment (ICAAP)
  • Supervisory Examination Readiness

Before vs. after

Before
Spending late hours reconciling capital ratios, chasing down data sources, and adjusting narratives during review cycles.
After
Producing capital adequacy assessments confidently, with complete documentation and stakeholder-ready narratives on the first pass.

What's included with your purchase

  • 12 modules with 12 chapters each (144 chapters total)
  • 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 90 minutes per week over six weeks to complete all modules and apply frameworks to current work.

If nothing changes
Without a structured approach to Basel III capital reporting, even minor miscalculations or documentation gaps can lead to repeated revisions, eroding credibility and increasing exposure during supervisory review cycles.

How this compares to the alternatives

Unlike generic compliance webinars or dense regulatory PDFs, this course provides a step-by-step implementation path with templates and narrative structures actually used by senior practitioners at top-tier institutions.

Frequently asked

Is this course focused on U.S. implementation of Basel III?
Yes, the course is tailored to U.S. regulatory expectations, including Fed CCAR, DFAST, SRP, and OCC guidelines applicable to large banks.
How is the course structured?
12 modules, each containing 12 chapters (144 chapters total).
Will this help with CCAR preparation?
Yes, modules 6 and 10 provide direct frameworks for stress test narratives, capital projections, and examiner engagement.
$199 one-time. Approximately 90 minutes per week over six weeks to complete all modules and apply frameworks to current work..

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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