Skip to main content
Image coming soon

FIN6723 Mastering Basel III for Senior Risk Officers in Global Investment Banks

$199.00
Adding to cart… The item has been added

A tailored course, built for your situation

Mastering Basel III for Senior Risk Officers in Global Investment Banks

A structured path to authoritative decision-making in capital planning and regulatory strategy

$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.
Many risk leaders provide input, but few shape capital structure outcomes directly.

The situation this course is for

Despite deep expertise, professionals are often brought in too late or framed as compliance validators rather than co-architects of capital strategy. The nuance of Basel III application gets lost in translation between risk, finance, and regulatory reporting teams.

Who this is for

Senior risk and compliance professionals in global financial institutions with decision influence over capital adequacy, stress testing, or regulatory reporting frameworks.

Who this is not for

Entry-level analysts, auditors focused only on checklist compliance, or professionals outside the financial services sector.

What you walk away with

  • Confidence in leading capital structure discussions grounded in current Basel III applications
  • Templates for articulating risk-weighted asset positions that align across risk, finance, and regulatory teams
  • Familiarity with how peer institutions are interpreting Basel III’s leverage ratio buffer requirements
  • Ability to anticipate regulatory scrutiny areas in internal capital adequacy assessments
  • Clear, repeatable narrative for justifying capital planning choices to senior stakeholders

The 12 modules (with all 144 chapters)

Module 1. Basel III Fundamentals in Modern Banking Contexts
Establishes the current state of Basel III adoption in global investment banks, focusing on risk-weighted assets, leverage ratios, and liquidity coverage ratios as applied today.
12 chapters in this module
  1. Understanding the evolution from Basel I to Basel III
  2. Key differences in implementation across US, EU, and UK regimes
  3. How global systemically important banks are treated under the framework
  4. The role of the Federal Reserve and OCC in Basel III enforcement
  5. Liquidity coverage ratio: calculation and reporting timelines
  6. Net stable funding ratio: requirements and compliance thresholds
  7. Capital conservation buffer: purpose and triggering mechanisms
  8. Countercyclical capital buffer: how it's calibrated regionally
  9. Standardized vs. advanced approaches to credit risk
  10. Operational risk under the standardized measurement approach
  11. Treatment of trading book exposures under Basel III
  12. Impact of internal models on capital requirements
Module 2. Capital Adequacy and Regulatory Capital Components
Breaks down Tier 1 and Tier 2 capital definitions, qualifying instruments, and regulatory expectations for capital composition.
12 chapters in this module
  1. Defining common equity Tier 1 capital components
  2. Additional Tier 1 capital: preferred shares and AT1 bonds
  3. Tier 2 capital: subordinated debt and eligibility criteria
  4. Regulatory adjustments to capital: goodwill, DTAs, and MSRs
  5. Capital deductions: treatment of cross-holdings and reciprocal stakes
  6. Inclusion of minority interests in consolidated capital reporting
  7. Treatment of deferred tax assets in capital calculations
  8. Capital treatment of securitization exposures
  9. How unrealized gains affect capital ratios
  10. Regulatory scrutiny of capital add-backs during stress
  11. Role of the leverage exposure measure in capital planning
  12. Impact of CVA risk on capital charges
Module 3. Risk-Weighted Asset Calculation Methods
Covers standardized, foundation, and advanced IRB approaches for credit risk, with practical examples from large banking organizations.
12 chapters in this module
  1. Standardized approach for credit risk: scoring and risk weights
  2. Foundation IRB: PD-only modeling under Basel III
  3. Advanced IRB: incorporating LGD and EAD into capital models
  4. Treatment of sovereign and bank exposures under IRB
  5. Retail portfolio segmentation and risk weighting
  6. Securitization risk weights under the SA-CCR framework
  7. Credit valuation adjustment risk and capital implications
  8. Default definition under Basel III and calibration standards
  9. How internal models are validated by supervisors
  10. Treatment of collateral in risk-weighted asset calculations
  11. Impact of accounting changes on RWA volatility
  12. Supervisor overrides and model recalibration triggers
Module 4. Liquidity Risk and LCR Compliance
Details the Liquidity Coverage Ratio calculation, high-quality liquid assets, and stress scenario assumptions.
12 chapters in this module
  1. Definition of Level 1 and Level 2 high-quality liquid assets
  2. Stock vs. flow approach in LCR measurement
  3. Cash inflows and outflows under stressed conditions
  4. Treatment of operational deposits in LCR
  5. Wholesale funding assumptions in stress scenarios
  6. Run-off rates for non-maturity deposits
  7. Impact of retail versus institutional funding mix
  8. Treatment of central bank repo operations
  9. Derivative collateral calls and liquidity drawdown risk
  10. Stress testing time horizons for liquidity forecasting
  11. Reporting frequency and supervisory expectations
  12. Interplay between LCR and NSFR metrics
Module 5. NSFR and Structural Liquidity Management
Explores the Net Stable Funding Ratio and its impact on funding strategy and asset-liability management.
12 chapters in this module
  1. Available stable funding: definition and classifications
  2. Required stable funding for different asset types
  3. Treatment of retail stable versus retail wholesale deposits
  4. Funding of off-balance sheet commitments
  5. Impact of derivatives on NSFR calculations
  6. Treatment of securitization activities under NSFR
  7. Role of long-term debt issuance in funding stability
  8. Asset encumbrance considerations in liquidity planning
  9. Interplay between onshore and offshore funding
  10. How branch versus subsidiary structures affect NSFR
  11. Strategic implications of NSFR for balance sheet structure
  12. Supervisory tolerance for NSFR near-runs
Module 6. Stress Testing and ICAAP Integration
Connects internal capital adequacy assessments with firm-wide stress testing frameworks and regulatory expectations.
12 chapters in this module
  1. Purpose and scope of the ICAAP process
  2. Integrating Basel III metrics into scenario design
  3. Reverse stress testing approaches in capital planning
  4. Role of CCAR and DFAST in US banks
  5. Treatment of future periods in stress projections
  6. Incorporating macroeconomic scenarios into capital models
  7. Governance of stress testing assumptions and outcomes
  8. Linking stress results to dividend and buyback decisions
  9. Supervisory expectations for model documentation
  10. Frequency and depth of stress testing cycles
  11. How stress testing outcomes inform capital buffers
  12. Peer benchmarking in ICAAP design
Module 7. Basel III and Firm-Level Capital Strategy
Demonstrates how capital planning integrates with business strategy under Basel III constraints.
12 chapters in this module
  1. Aligning capital structure with business model risk
  2. Capital allocation across business units and regions
  3. Transfer pricing implications of RWA differentials
  4. Treasury’s role in capital optimization
  5. Dividend policy under capital conservation rules
  6. Impact of M&A on capital adequacy metrics
  7. How share buybacks are evaluated post-crisis
  8. Strategic capital raises and timing considerations
  9. Role of internal capital generation rate
  10. Capital planning under multiple regulatory regimes
  11. Engaging with rating agencies on capital strength
  12. Communicating capital strategy to investors
Module 8. Regulatory Reporting and Disclosure Requirements
Covers COREP, FINREP, and Pillar 3 reporting frameworks and their impact on public disclosures.
12 chapters in this module
  1. Structure of the COREP reporting templates
  2. FINREP alignment with COREP under Basel III
  3. Pillar 3 disclosure expectations for global banks
  4. Public quantitative disclosures on capital and leverage
  5. Regulatory timelines for COREP submissions
  6. Internal validation of regulatory reports
  7. Treatment of intra-group transactions in reporting
  8. Disclosure of risk-weighted asset composition
  9. Leverage ratio disclosure requirements
  10. Treatment of consolidated subsidiaries in reporting
  11. How regulators use Pillar 3 data for benchmarking
  12. Common gaps in public disclosure alignment
Module 9. Basel IV and Future Regulatory Developments
Prepares practitioners for upcoming revisions, including the output floor and standardized credit risk reforms.
12 chapters in this module
  1. Basel IV: key changes and implementation timeline
  2. Output floor and its impact on IRB banks
  3. Standardized approach to credit risk: new rules
  4. Revisions to operational risk capital charge
  5. Treatment of equity exposures under new rules
  6. Sensitivity-based market risk framework (SA-CCR)
  7. Impact of revisions on mortgage lending portfolios
  8. Implementation challenges for global banks
  9. Supervisory expectations for transition planning
  10. How national regulators may diverge from Basel standards
  11. Capital impact of the CVA final rule
  12. Future of internal models under revised Basel
Module 10. Cross-Border Regulatory Considerations
Examines differences in Basel III application across jurisdictions and implications for global banks.
12 chapters in this module
  1. US implementation of Basel III by the Fed and OCC
  2. EU CRR2 and CRD5 transposition into national law
  3. UK post-Brexit Basel application by the PRA
  4. Swiss FINMA’s interpretation of leverage ratios
  5. Japanese FSA’s approach to capital buffers
  6. APRA’s APS 110 in Australia
  7. Hong Kong’s HKMA implementation nuances
  8. Singapore MAS and Basel alignment
  9. Impact of local G-SIB surcharges
  10. Treatment of foreign branches vs. subsidiaries
  11. Supervisory college coordination mechanisms
  12. Regulatory arbitrage risks and mitigants
Module 11. Governance and Oversight of Basel III Compliance
Outlines board and senior management responsibilities in capital adequacy oversight.
12 chapters in this module
  1. Board-level governance of capital planning
  2. Risk committee responsibilities in Basel III
  3. Role of the Chief Risk Officer in capital oversight
  4. Internal audit’s role in capital adequacy reviews
  5. Escalation protocols for capital breaches
  6. Documentation standards for capital models
  7. Model risk management expectations
  8. Third-party validation requirements
  9. Succession planning for key capital roles
  10. Training programs for capital adequacy staff
  11. Regulatory inquiry response protocols
  12. Crisis capital planning and activation
Module 12. Strategic Influence in Capital Decision-Making
Equips risk leaders to shape capital structure outcomes through articulate, evidence-based positioning.
12 chapters in this module
  1. Framing capital trade-offs for executive audiences
  2. Using peer benchmarks in internal debates
  3. Communicating risk-adjusted returns to business leaders
  4. Influencing treasury through capital impact analysis
  5. Pre-empting regulatory concerns in strategy design
  6. Building coalitions across risk, finance, and legal
  7. Articulating the cost of capital under Basel III
  8. Positioning risk leadership as strategic enablers
  9. Preparing for supervisory dialogues on capital
  10. Driving consensus on capital buffer targets
  11. Shaping long-term balance sheet strategy
  12. Elevating risk’s role in firm-wide capital planning

How this maps to your situation

  • Capital adequacy assessment
  • Liquidity risk management
  • Regulatory reporting and disclosure
  • Strategic capital planning

Before vs. after

Before
Relies on existing capital frameworks without shaping them directly.
After
Leads capital structure conversations with authority and precision.

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 90 minutes per week for four weeks, designed for professionals with existing regulatory responsibilities.

If nothing changes
Continuing to operate in a reactive posture may limit influence on strategic capital decisions, despite deep technical knowledge.

How this compares to the alternatives

Unlike generic compliance courses, this program is built specifically for senior risk practitioners in global investment banks, with direct application to Basel III capital and liquidity frameworks.

Frequently asked

Is this course relevant for professionals outside the US?
Yes, it covers Basel III implementation across major jurisdictions including the US, EU, UK, and Asia.
How is the course structured?
12 modules, each containing 12 chapters (144 chapters total).
Will I receive templates I can use immediately?
Yes, every module includes downloadable templates and real-world examples tailored to Basel III applications.
$199 one-time. Approximately 90 minutes per week for four weeks, designed for professionals with existing regulatory responsibilities..

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
!