Skip to main content
Image coming soon

FIN1065 Mastering Basel III for Senior Risk and Capital Planning Leaders

$199.00
Adding to cart… The item has been added

A tailored course, built for your situation

Mastering Basel III for Senior Risk and Capital Planning Leaders

A structured mastery path for executives ensuring compliance and strategic capital allocation under Basel III requirements.

$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.
Stuck translating Basel III rules into actionable capital plans?

The situation this course is for

Many risk leaders understand the principles but struggle to align reporting workflows with what regulators and internal executives actually demand. The gap isn’t knowledge, it’s execution under pressure.

Who this is for

Senior risk, compliance, or capital planning executives at global banks who own regulatory reporting artifacts and escalation paths.

Who this is not for

Entry-level analysts, auditors without decision ownership, or professionals outside financial services regulation.

What you walk away with

  • Produce capital adequacy reports that require no rework before executive review
  • Own the end-to-end lifecycle of Basel III-mandated stress testing summaries
  • Position yourself as the internal reference for LCR and NSFR calculation frameworks
  • Anticipate escalation paths from peer teams on capital treatment decisions
  • Deliver audit-ready documentation for Pillar 2 reviews

The 12 modules (with all 144 chapters)

Module 1. Basel III Structure and Global Implementation Timeline
Understand the full framework including the Basel III Final Framework, CRR/CRD IV alignment, and U.S. and E.U. phase-ins. Learn how national discretions affect capital ratios and what that means for internal reporting cadence.
12 chapters in this module
  1. Overview of the Basel Committee on Banking Supervision
  2. Key differences between Basel II, Basel 2.5, and Basel III
  3. The three pillars of Basel III regulation
  4. Implementation timeline across G10 jurisdictions
  5. U.S. GSIB surcharge and its impact on capital planning
  6. CRR2 and CRD6 updates in the European Union
  7. Net Stable Funding Ratio calculation deadlines
  8. Local transpositions at national regulators
  9. Internal vs. public Pillar 3 disclosures
  10. Role of the Federal Reserve and OCC in U.S. enforcement
  11. Impact of D-SIB designations on capital buffers
  12. How APRA and PRA diverge in implementation
Module 2. Capital Adequacy Ratio (CAR) Calculation Framework
Master Tier 1 and Tier 2 capital components, risk-weighted assets, and equity deductions. Walk through actual bank filings to reverse-engineer reporting logic.
12 chapters in this module
  1. Definition of Common Equity Tier 1 capital
  2. Additional Tier 1 capital instruments and eligibility
  3. Tier 2 capital treatment and subordination rules
  4. Risk-weighted asset calculation for credit exposures
  5. Standardized vs. Internal Ratings-Based approaches
  6. Output floor impact on modelled RWA
  7. Equity deductions for minority interests
  8. Goodwill and intangible asset treatment
  9. Capital conservation buffer mechanics
  10. Stress capital buffer under CCAR
  11. Total Loss-Absorbing Capacity (TLAC) integration
  12. Impact of retained earnings on CET1 ratio
Module 3. Liquidity Coverage Ratio (LCR) Reporting Requirements
Break down numerator and denominator of LCR, stock of high-quality liquid assets, and outflow/inflow assumptions for retail, corporate, and interbank deposits.
12 chapters in this module
  1. Definition of high-quality liquid assets (HQLA)
  2. Level 1, 2A, and 2B asset classification
  3. Run-off rate assumptions for unsecured deposits
  4. Wholesale funding outflow rates
  5. Stress scenario assumptions in LCR
  6. Simplified vs. comprehensive approach
  7. Currency-specific LCR compliance
  8. Intra-day liquidity monitoring requirements
  9. Impact of intragroup support agreements
  10. LCR monitoring frequency and reporting
  11. Internal dashboards tracking HQLA burn rate
  12. Common audit findings in LCR reporting
Module 4. Net Stable Funding Ratio (NSFR) Implementation
Map available stable funding to required stable funding using maturity buckets. Understand behavioral assumptions behind long-term funding.
12 chapters in this module
  1. Definition of available stable funding
  2. Required stable funding by asset class
  3. Maturity mismatch treatment under NSFR
  4. Long-term debt vs. short-term repo trade-offs
  5. Treatment of derivatives and collateral
  6. Securities lending and repo transactions
  7. Impact of encumbered vs. unencumbered assets
  8. NSFR reporting frequency and audit cycle
  9. Internal model validation for outflows
  10. Treatment of sovereign exposures
  11. Cross-border funding challenges
  12. Contingent liquidity risk and NSFR
Module 5. Stress Testing and Internal Capital Adequacy Assessment
Build capital projections under adverse scenarios. Link ICAAP submissions to board-level risk appetite.
12 chapters in this module
  1. Designing stress testing scenarios
  2. Linking macroeconomic assumptions to credit losses
  3. Balance sheet projection under stress
  4. Capital action triggers and contingency plans
  5. ICAAP documentation structure
  6. Internal escalation path for model overrides
  7. Peer benchmarking in stress test results
  8. Model validation and back-testing
  9. Integrating market and credit risk shocks
  10. Liquidity stress testing alignment
  11. Regulatory expectations for scenario severity
  12. Reporting templates for CCAR and DFAST
Module 6. Operational Risk and Capital Charge Calculation
Navigate the Standardized Measurement Approach (SMA) for operational risk capital. Learn how to justify business indicator segmentation.
12 chapters in this module
  1. Overview of operational risk capital evolution
  2. Business indicator definition and segmentation
  3. Internal loss multiplier calibration
  4. Loss event data collection requirements
  5. Deductibility of insurance recoveries
  6. Treatment of past losses in SMA
  7. Model governance for operational risk
  8. Key risk indicators and threshold setting
  9. Audit readiness for OpRisk capital
  10. Loss data collection systems
  11. Integration with insurance programs
  12. Emerging cyber risk implications
Module 7. Pillar 2 Compliance and Supervisory Review
Understand how internal governance, risk culture, and capital planning are assessed beyond minimum ratios.
12 chapters in this module
  1. Definition of Pillar 2 requirements
  2. ICAAP and ILAAP integration
  3. Internal governance expectations
  4. Risk culture assessment framework
  5. Stress testing model inventory
  6. Capital planning under uncertainty
  7. Board-level oversight documentation
  8. Supervisory review expectations
  9. Use of internal capital floors
  10. Cross-border supervisory coordination
  11. Pillar 2 guidance from national regulators
  12. Documentation depth for examiner requests
Module 8. Leverage Ratio and Supplementary Reporting
Calculate exposure measure and understand exemptions. Track supplementary leverage ratio (SLR) for U.S. operations.
12 chapters in this module
  1. On-balance sheet exposure calculation
  2. Derivatives and repo exposure treatment
  3. Securities financing transactions
  4. Clearing member exemptions
  5. SLR impact on balance sheet strategy
  6. Repo 105 and regulatory arbitrage history
  7. Exposure to off-balance sheet commitments
  8. Treatment of central counterparty exposures
  9. Impact of uncleared margin rules
  10. Leverage ratio vs. risk-weighted capital
  11. Quarterly disclosure templates
  12. Internal monitoring frequency
Module 9. Regulatory Reporting Workflow Design
Structure end-to-end pipelines for LCR, NSFR, and CAR. Automate data sourcing and exception handling for auditability.
12 chapters in this module
  1. Data lineage for regulatory reports
  2. Source system integration for HQLA tracking
  3. Validation rules for capital components
  4. Automated reconciliation workflows
  5. Exception management escalation
  6. Audit trail design for examiners
  7. Approval workflows for report submission
  8. Role-based access to reporting tools
  9. Integration with financial close
  10. Change management for reporting updates
  11. Version control for report packages
  12. Internal sign-off protocols
Module 10. Cross-Functional Alignment and Escalation Paths
Lead coordination between treasury, finance, risk, and legal. Own resolution workflows for capital discrepancies.
12 chapters in this module
  1. Treasury's role in liquidity reporting
  2. Finance's responsibility for capital attribution
  3. Legal review of capital instrument terms
  4. Stakeholder alignment on model assumptions
  5. Escalation process for data conflicts
  6. Regular syncs with internal audit
  7. Executive summary development
  8. Handling peer team pushback
  9. Documentation for cross-functional sign-off
  10. Change control for capital policy
  11. Onboarding new team members
  12. Training materials for capital basics
Module 11. Audit and Examination Readiness
Prepare for internal and external audits. Anticipate follow-up questions on capital treatment and assumptions.
12 chapters in this module
  1. Common Basel III audit findings
  2. Document retention for capital calculations
  3. Model validation package structure
  4. Examiner follow-up question patterns
  5. Preparing audit-ready workpapers
  6. Treatment of model overrides
  7. Capital treatment of hybrid instruments
  8. Reconciliation with financial statements
  9. Response protocol for regulatory queries
  10. Internal quality assurance checks
  11. Lessons from peer bank enforcement actions
  12. How to avoid ‘needs improvement’ ratings
Module 12. Strategic Capital Planning and Executive Engagement
Position capital metrics as strategic levers. Influence funding choices and balance sheet decisions through clear, trusted reporting.
12 chapters in this module
  1. Linking capital ratios to business decisions
  2. Presenting CAR trends to senior leadership
  3. Trade-offs between capital and ROE
  4. Impact of M&A on capital planning
  5. Balance sheet optimization levers
  6. Funding strategy and capital efficiency
  7. Communicating capital strength externally
  8. Investor relations and capital messaging
  9. Board-level narrative development
  10. Scenario planning for capital raises
  11. Stress testing as a strategic tool
  12. Long-term capital roadmap design

How this maps to your situation

  • Basel III finalization and firm-level implementation
  • Escalating internal expectations on capital reporting
  • Need for clear handoffs to senior sponsors
  • Rising scrutiny from regulators on liquidity planning

Before vs. after

Before
Relies on fragmented guidance and peer input to compile capital reports
After
Produces trusted, executive-ready capital summaries that escalations route to directly

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 over six weeks, designed for senior practitioners balancing full-time roles.

If nothing changes
Without structured mastery, critical capital reports risk rework, misalignment with executive expectations, or audit findings that delay strategic decisions.

How this compares to the alternatives

Unlike generic Basel III overviews, this course delivers role-specific workflows and templates used by top-tier banks to meet regulatory and executive expectations.

Frequently asked

How is the course structured?
12 modules, each containing 12 chapters (144 chapters total).
Is this relevant for U.S.-based capital planning?
Yes, the course includes U.S. GSIB surcharge, SLR, and CCAR integration details.
Can I apply this if I'm not in a risk role?
The course is designed for risk, capital planning, and compliance leaders who own regulatory outputs.
$199 one-time. 90 minutes per week over six weeks, designed for senior practitioners balancing full-time roles..

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
!