Skip to main content
Image coming soon

FIN6534 Mastering Basel III for Capital Markets Managers in Global Banks

$200.00
Adding to cart… The item has been added

What is the Basel III for Capital Markets Managers course about?

Regulatory expectations on capital adequacy are tightening, and practitioners are expected to interpret Basel III with precision, but many still operate with fragmented understanding, leading to second-guessing, rework, and delays in critical submissions.

What situation is the Basel III for Capital Markets Managers for?

Regulatory expectations on capital adequacy are tightening, and practitioners are expected to interpret Basel III with precision, but many still operate with fragmented understanding, leading to second-guessing, rework, and delays in critical submissions.

Who is the Basel III for Capital Markets Managers course for?

Mid-senior level capital markets professional in a global bank, responsible for regulatory capital reporting, stress testing, or internal capital adequacy assessments under Basel III. Values precision, internal credibility, and influence over technical outcomes.

Who is the Basel III for Capital Markets Managers course not for?

Junior analysts, external auditors, or professionals outside banking and capital markets. This is not for those seeking general compliance overviews or high-level summaries.

What do you take away from the Basel III for Capital Markets Managers course?

Navigate Basel III’s leverage ratio and liquidity coverage requirements with precision Lead internal capital adequacy discussions with clear, source-backed reasoning Produce ICAAP and LCR templates that reflect current regulatory expectations Anticipate reviewer questions and structure responses proactively Teach core Basel III concepts to peers and junior teams confidently.

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.

What does the Basel III for Capital Markets Managers cover on delivery and format?

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 per week for 12 weeks, or self-paced with full access upon enrollment.

How does this compare to the alternatives?

Unlike generic compliance courses or public webinars, this program is tailored to capital markets professionals in global banks, with precise focus on Basel III implementation, regulatory reporting nuances, and internal influence , all grounded in real-world artefacts like ICAAP and LCR submissions.

Closely related courses: Capital Instruments and Basel III Kit, Capital Buffers and Basel III Kit, Capital Triggers and Basel III Kit, Tier Capital and Basel III Kit.

More answers: what you get with every course, refund policy, all help answers.

A tailored course, built for your situation

Mastering Basel III for Capital Markets Managers in Global Banks

A structured path to internal authority on capital adequacy and liquidity frameworks

$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.
Confidence in capital framework decisions under regulatory pressure

The situation this course is for

Regulatory expectations on capital adequacy are tightening, and practitioners are expected to interpret Basel III with precision, but many still operate with fragmented understanding, leading to second-guessing, rework, and delays in critical submissions.

Who this is for

Mid-senior level capital markets professional in a global bank, responsible for regulatory capital reporting, stress testing, or internal capital adequacy assessments under Basel III. Values precision, internal credibility, and influence over technical outcomes.

Who this is not for

Junior analysts, external auditors, or professionals outside banking and capital markets. This is not for those seeking general compliance overviews or high-level summaries.

What you walk away with

  • Navigate Basel III’s leverage ratio and liquidity coverage requirements with precision
  • Lead internal capital adequacy discussions with clear, source-backed reasoning
  • Produce ICAAP and LCR templates that reflect current regulatory expectations
  • Anticipate reviewer questions and structure responses proactively
  • Teach core Basel III concepts to peers and junior teams confidently

The 12 modules (with all 144 chapters)

Module 1. Basel III Foundations for Capital Markets Practitioners
Establish a precise understanding of Basel III’s origins, structure, and binding components , with emphasis on how CRR/CRD IV implementation shapes current reporting in EU banks.
12 chapters in this module
  1. Understanding the post-the current cycle rationale behind Basel III
  2. Mapping Basel III to CRR and CRD IV in EU context
  3. Differentiating Tier 1, Tier 2, and Additional Tier 1 capital
  4. Core principles of capital adequacy ratio calculation
  5. The role of leverage ratio as a backstop to risk-weighted metrics
  6. Basel III vs. Basel II: Key shifts in capital treatment
  7. How national discretions affect Basel III application
  8. Overview of Basel III’s three pillars and their interplay
  9. How liquidity risk entered the capital framework
  10. Understanding the regulatory scope: which entities must comply
  11. Key differences between Basel III and internal economic capital models
  12. Setting the baseline: your current capital reporting structure
Module 2. Capital Adequacy Ratio: Calculation and Interpretation
Walk through a step-by-step methodology to calculate and validate the capital adequacy ratio under Basel III, including adjustments, risk-weighted assets, and transitional arrangements.
12 chapters in this module
  1. Defining total eligible capital under Basel III standards
  2. Calculating risk-weighted assets for credit exposures
  3. Treatment of counterparty credit risk in derivatives
  4. Adjustments for market risk and operational risk modules
  5. Incorporating CVA risk into capital calculations
  6. Applying the output floor: 72.5% of standardised approach
  7. Treatment of defaulted exposures in capital ratios
  8. Impact of deferred tax assets on capital quality
  9. Assessing minority interests and their capital treatment
  10. How goodwill and intangibles reduce Tier 1 quality
  11. Step-by-step audit trail for capital adequacy submissions
  12. Benchmarking your ratio against peer institutions
Module 3. Liquidity Coverage Ratio (LCR): Structure and Compliance
Break down the components of the Liquidity Coverage Ratio, including high-quality liquid assets, cash outflows, and stress scenario assumptions.
12 chapters in this module
  1. Defining the purpose and regulatory threshold of LCR
  2. Identifying Level 1 and Level 2A high-quality liquid assets
  3. Treatment of unsecured and secured funding outflows
  4. Calculating 30-day net cash outflow under stress
  5. Inclusion of derivative collateral outflows
  6. Treatment of central bank eligible collateral
  7. Retail deposit assumptions under run-off scenarios
  8. How intraday liquidity affects LCR reporting
  9. LCR vs. NSFR: differentiation and complementarity
  10. Documenting internal LCR monitoring thresholds
  11. How subsidiaries impact consolidated LCR
  12. Common audit findings in LCR submissions
Module 4. Net Stable Funding Ratio (NSFR) Mechanics
Understand the NSFR’s role in promoting longer-term structural stability, with focus on funding composition and asset classifications.
12 chapters in this module
  1. NSFR as a structural metric: long-term resilience
  2. Defining available stable funding categories
  3. Required stable funding factors for asset classes
  4. Treatment of retail, wholesale, and operational deposits
  5. Funding assumptions for derivatives and repos
  6. Treatment of off-balance sheet commitments
  7. Impact of cross-border funding dependencies
  8. NSFR in holding company vs. local entity reporting
  9. NSFR interaction with large exposure limits
  10. Common challenges in NSFR data collection
  11. Stress testing NSFR under flight-to-quality scenarios
  12. How NSFR influences funding strategy decisions
Module 5. Leverage Ratio: Backstop and Transparency
Explore the non-risk-based leverage ratio, its calculation, and why it serves as a critical backstop to risk-weighted capital metrics.
12 chapters in this module
  1. Understanding the leverage ratio as a supplementary metric
  2. Calculating total exposure measure: on- and off-balance sheet
  3. Treatment of derivatives under SA-CVA
  4. Impact of third-country CVA capital charges
  5. Adjustments for settlement cash flows
  6. Leverage ratio disclosure requirements under Pillar 3
  7. Impact of repo rehypothecation on exposure
  8. Treatment of consolidated subsidiaries
  9. How central clearing reduces leverage exposure
  10. Peer comparison of leverage ratio outcomes
  11. Interpreting ratio changes over quarterly cycles
  12. Linking leverage ratio to internal risk appetite
Module 6. Basel III Stress Testing and Scenario Design
Design and implement stress tests aligned with Basel III expectations, including capital depletion analysis and reverse stress testing.
12 chapters in this module
  1. Stress testing as a capital adequacy validation tool
  2. Designing macroeconomic scenarios for capital planning
  3. Credit loss modeling under adverse assumptions
  4. Market risk shock testing: rates, FX, equity
  5. Liquidity stress testing: deposit run-off assumptions
  6. Reverse stress testing to identify critical vulnerabilities
  7. Incorporating ICSAP findings into capital plans
  8. Using stress results to inform dividend policy
  9. Scenario documentation for internal audit
  10. Time horizon alignment: short- vs long-term shocks
  11. Stakeholder communication of stress test results
  12. Integrating stress outcomes into ICAAP narrative
Module 7. Internal Capital Adequacy Assessment Process (ICAAP)
Build a robust ICAAP that meets both internal governance and regulatory expectations, integrating risk, capital, and strategy.
12 chapters in this module
  1. ICAAP as a living document, not a periodic exercise
  2. Linking capital planning to business strategy
  3. Gap analysis between regulatory and economic capital
  4. Identifying key capital risks beyond Basel III
  5. Setting internal capital targets with board input
  6. Assessing capital needs under strategic initiatives
  7. Integrating risk appetite into capital framework
  8. Documenting capital policy assumptions
  9. ICAAP updates in M&A or divestiture scenarios
  10. How stress testing informs ICAAP conclusions
  11. Internal validation of ICAAP models
  12. Presenting ICAAP to senior management with clarity
Module 8. Basel III Reporting and Regulatory Engagement
Structure regulatory submissions with clarity, anticipate reviewer focus areas, and improve response readiness.
12 chapters in this module
  1. Frequency and scope of Basel III reporting cycles
  2. Preparing COREP and FINREP templates
  3. Mapping internal data to EBA reporting requirements
  4. Anticipating follow-up questions from regulators
  5. Documenting capital treatment decisions
  6. Managing version control across reporting cycles
  7. Internal sign-off workflow for regulatory submissions
  8. Common reporting errors in LCR and NSFR
  9. Using templates to ensure consistency over time
  10. How to justify modeling choices to reviewers
  11. Preparing for on-site regulatory inquiries
  12. Building a responsive regulatory engagement playbook
Module 9. Cross-Border Application of Basel III
Navigate jurisdictional variations in Basel III implementation, with focus on EU, US, and APAC differences.
12 chapters in this module
  1. EU vs. US: CRR/CRD IV vs. Fed capital rules
  2. Treatment of global systemically important banks
  3. Local currency exemptions and their impact
  4. National discretions in capital buffers
  5. Impact of G-SIB and O-SIB surcharges
  6. Basel III application in non-EU subsidiaries
  7. Consolidation challenges across legal entities
  8. Reporting currency and translation effects
  9. Differences in liquidity buffer definitions
  10. Cross-border cooperation in supervision
  11. How Brexit affected Basel III reporting in EU banks
  12. Managing capital flow restrictions across regions
Module 10. Basel III and Internal Governance Alignment
Align capital framework outcomes with internal governance structures, including board committees and audit functions.
12 chapters in this module
  1. Role of capital committee in Basel III oversight
  2. Communicating capital metrics to senior leadership
  3. How audit teams verify capital calculations
  4. Introducing capital education for non-specialists
  5. Documenting capital policy for governance review
  6. Linking capital outcomes to remuneration risk
  7. Internal challenge process for capital models
  8. Capital stress testing in strategy reviews
  9. Board-level understanding of capital ratios
  10. Training internal auditors on Basel III logic
  11. Incorporating capital risk into group risk reports
  12. Capital governance in holding company structure
Module 11. Future-Proofing Under Basel IV and EBA Revisions
Anticipate upcoming revisions to Basel III, including output floor implementation and SME supporting measures.
12 chapters in this module
  1. Understanding Basel IV as an evolution, not a replacement
  2. Phased implementation of the output floor
  3. Impact of standardised approach for credit risk
  4. Treatment of SME exposures under new SME supporting measure
  5. Changes to operational risk capital under SMA
  6. Expected credit loss modeling under IFRS 9
  7. How EBA’s draft RTS affect LCR documentation
  8. Preparing for stricter disclosure requirements
  9. Monitoring BCBS and EBA consultation timelines
  10. Internal readiness for transitional adjustments
  11. Impact of new market risk framework (FRTB)
  12. Building agility into capital reporting systems
Module 12. Teaching and Scaling Basel III Internally
Turn deep mastery into influence by training teams, standardizing templates, and creating durable capital knowledge.
12 chapters in this module
  1. Creating a Basel III training program for new hires
  2. Developing internal capital glossary and FAQ
  3. Standardizing capital calculation templates
  4. Documenting institutional memory on capital decisions
  5. Mentoring junior staff on regulatory submissions
  6. Creating a capital knowledge repository
  7. Onboarding regional teams on central framework
  8. Using workshops to align capital understanding
  9. Integrating capital training into rotation programs
  10. Measuring internal knowledge improvement
  11. Scaling capital expertise without centralisation
  12. Ensuring playbook durability through leadership changes

How this maps to your situation

  • Regulatory capital reporting
  • ICAAP and stress testing
  • Cross-border compliance
  • Internal governance engagement

Before vs. after

Before
Operating with partial visibility into Basel III’s full framework and relying on legacy interpretations.
After
Delivering capital adequacy assessments with confidence, backed by a complete, up-to-date command of Basel III logic and implementation.

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 per week for 12 weeks, or self-paced with full access upon enrollment.

If nothing changes
Without deep command of Basel III, practitioners risk reactive positioning, repeated reviewer questions, and reduced influence in capital discussions , especially as EBA finalises new reporting standards.

How this compares to the alternatives

Unlike generic compliance courses or public webinars, this program is tailored to capital markets professionals in global banks, with precise focus on Basel III implementation, regulatory reporting nuances, and internal influence , all grounded in real-world artefacts like ICAAP and LCR submissions.

Frequently asked

How is this different from general banking regulation courses?
It’s specifically focused on Basel III capital and liquidity frameworks, with technical depth and direct applicability to roles like yours in capital markets at a global bank.
How is the course structured?
12 modules, each containing 12 chapters (144 chapters total).
Is this relevant if I’m not in risk management?
Yes. If you touch capital reporting, stress testing, or regulatory engagement in capital markets, this course builds the depth you need to lead.
$199 one-time. 90 minutes per week for 12 weeks, or self-paced with full access upon enrollment..

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
!