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FIN7015 Mastering Basel III for Vice Presidents in Global Investment Banking

$199.00
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A tailored course, built for your situation

Mastering Basel III for Vice Presidents in Global Investment Banking

Turn regulatory depth into faster risk-finalised outputs without rework loops

$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.
Late-cycle revisions delaying your capital adequacy submissions?

The situation this course is for

Even senior practitioners face delays when translating Basel III updates into finalised, sign-off-ready submissions. Ambiguity in leverage ratio calculations, cross-jurisdictional treatment of HQLA, or timing of LCR reporting triggers often forces rework just before deadlines, jeopardizing clean internal audit outcomes.

Who this is for

Senior compliance and risk leadership in global banking: Vice Presidents and Directors responsible for Basel III implementation, capital reporting, and regulatory engagement.

Who this is not for

Junior analysts still learning the basics of capital ratios, or technologists focused only on data pipelines without ownership of final report sign-off.

What you walk away with

  • Produce Basel III capital adequacy reports 40% faster using structured, regulator-tested templates
  • Eliminate last-minute escalations with pre-validated treatment of LCR, NSFR, and leverage ratios
  • Move confidently from policy update to final submission without rework loops
  • Anticipate EBA inspection focus areas before they trigger internal corrections
  • Standardize team-level workflows around a single, auditable implementation playbook

The 12 modules (with all 144 chapters)

Module 1. Basel III Foundations and Recent Regulatory Shifts
Ground your work in the latest Basel Committee publications and EBA interpretations, focusing on updates impacting current capital reporting cycles.
12 chapters in this module
  1. Understanding the evolution from Basel II to Basel III
  2. Key differences in leverage ratio treatment post-the current cycle
  3. How recent NSFR clarifications affect liquidity reporting
  4. Jurisdictional divergence in CVA risk implementation
  5. Impact of FRTB on market risk capital calculations
  6. The role of PRA and EBA in shaping local enforcement
  7. What changed in the the current cycle-the current cycle BCBS consultation rounds
  8. Timing of upcoming LCR phase-ins across G-SIBs
  9. How US SLR rules interact with Basel III standards
  10. Common misconceptions about output floor calibration
  11. Why Pillar 2A reviews are gaining scrutiny
  12. Tracking planned revisions to market risk frameworks
Module 2. Capital Adequacy Reporting Structure and Timing
Master the internal calendar and data dependencies that drive accurate and timely capital submissions.
12 chapters in this module
  1. Mapping the 90-day pre-filing preparation window
  2. Aligning internal risk data calls with regulatory deadlines
  3. Understanding the difference between reporting and reference dates
  4. How to structure quarterly capital data reconciliation
  5. Internal sign-off workflow for consolidated reports
  6. Timing of dual submissions to Fed and EBA
  7. Handling jurisdiction-specific annexes in core reports
  8. Best practices for version control of capital templates
  9. Documenting treatment of intra-quarter volatility
  10. Preparing for ad hoc requests tied to market events
  11. Managing time zone challenges in global reporting
  12. Coordinating with legal entity controllership teams
Module 3. Leverage Ratio Calculation and Disclosure
Ensure precision in LR calculations across asset classes and legal entities.
12 chapters in this module
  1. Defining on-balance-sheet exposure correctly
  2. Treatment of derivative netting agreements
  3. Inclusion criteria for off-balance-sheet exposures
  4. How repo transactions affect leverage ratio
  5. Impact of accounting exemptions under ASC 815
  6. Treatment of securitisation exposures in LR
  7. Consolidation rules across holding companies
  8. Currency translation for cross-border exposures
  9. Reporting thresholds for materiality
  10. Common errors in numerator adjustments
  11. How to validate exposure measure consistency
  12. Disclosure expectations under Pillar 3
Module 4. Liquidity Coverage Ratio Framework
Build confidence in liquidity stress testing and HQLA inventory management.
12 chapters in this module
  1. Defining the 30-day stress period parameters
  2. Classifying Level 1, Level 2A, and Level 2B assets
  3. Treatment of unsecured versus secured funding
  4. How deposit run-off assumptions vary by client type
  5. Impact of operational resilience scenarios
  6. Validating cash outflow and inflow projections
  7. Treatment of central bank facilities
  8. Understanding stable/unstable funding ratios
  9. Peer benchmarking of LCR outcomes
  10. Navigating dual compliance with FRTB LCR rules
  11. Preparing for surprise regulator data pulls
  12. Documenting stress test assumptions for audit
Module 5. Net Stable Funding Ratio Requirements
Ensure sustainable funding profiles across business lines.
12 chapters in this module
  1. Defining required stable funding by asset class
  2. Assigning ASF factors to wholesale deposits
  3. Treatment of derivatives collateral posting
  4. How trading book activities affect NSFR
  5. Treatment of repo and reverse repo transactions
  6. Impact of client clearing migration to FCMs
  7. Allocation of funding to shared infrastructure
  8. Treatment of intraday liquidity in NSFR
  9. Rules for cross-border funding dependencies
  10. Adjustments for seasonal liquidity pressures
  11. Common gaps in NSFR data collection
  12. Best practices for quarterly NSFR reporting
Module 6. Credit Valuation Adjustment Risk Framework
Implement CVA capital requirements accurately across trading desks.
12 chapters in this module
  1. Basel III CVA charge calculation methodology
  2. Impact of hedging effectiveness on CVA capital
  3. Treatment of netting sets across counterparties
  4. How collateral agreements affect CVA exposure
  5. Role of credit support annexes in CVA
  6. Common missteps in CVA volatility assumptions
  7. Interaction between SA-CVA and DA-CVA
  8. Treatment of long-dated OTC derivatives
  9. Impact of counterparty downgrades mid-period
  10. Documentation standards for CVA models
  11. Regulator expectations for model validation
  12. Reporting CVA movements to internal risk committee
Module 7. Standardised Approach for Credit Risk
Apply updated SAR rules correctly to corporate and sovereign exposures.
12 chapters in this module
  1. Transition from Basel II IRB to SA-CR
  2. Treatment of unrated corporates under SA
  3. Sovereign risk weighting under SA-CR
  4. How to classify development banks
  5. Treatment of guaranteed loans
  6. Application of EAD multipliers
  7. Impact of collateral on risk-weighted assets
  8. Treatment of securitisation exposures
  9. Role of external credit assessments
  10. Documentation needed for internal approvals
  11. Common errors in migration from IRB
  12. Preparing for audit of SA-CR implementation
Module 8. Market Risk Capital Under FRTB
Navigate the revised market risk framework and its impact on trading books.
12 chapters in this module
  1. Understanding the shift from VaR to EPE
  2. Defining trading desks for FRTB purposes
  3. Impact of desk-level P&L attribution
  4. Treatment of non-modellable risk factors
  5. How to calculate liquidity horizons
  6. Stressed calibration of risk parameters
  7. Treatment of cross-gamma effects
  8. Backtesting requirements under FRTB
  9. Role of profit and loss attribution
  10. Capital implications of desk restructures
  11. Common implementation gaps in FRTB
  12. Preparing for desk-level capital reviews
Module 9. Operational Risk and the New Framework
Implement the revised operational risk capital methodology.
12 chapters in this module
  1. Transition from AMA to S-MA
  2. Treatment of insurance deductions
  3. Defining eligible operational losses
  4. Impact of business indicator on capital
  5. Treatment of loss data collections
  6. Role of internal risk assessments
  7. Calculating the beta multipliers
  8. Common errors in operational loss mapping
  9. Documentation for audit trail
  10. Interaction with Pillar 1 capital
  11. Preparing for S-MA validation
  12. Reporting operational risk capital to central risk
Module 10. Internal Capital Adequacy Assessment Process
Strengthen ICAAP submissions with regulator-aligned structure.
12 chapters in this module
  1. Linking ICAAP to business strategy
  2. Stress testing assumptions for capital planning
  3. Treatment of concentration risks
  4. Impact of macroeconomic scenarios
  5. Documentation of capital policy decisions
  6. Role of board and senior management
  7. How to structure internal challenge
  8. Linking ICAAP to dividend planning
  9. Common pitfalls in scenario design
  10. Regulator expectations for ICAAP narrative
  11. Peer benchmarking of capital levels
  12. Updating ICAAP after M&A activity
Module 11. Pillar 3 Disclosure and Reporting
Produce regulator-ready public disclosures.
12 chapters in this module
  1. Understanding required frequency and format
  2. Treatment of consolidated versus standalone
  3. Disclosure of capital composition
  4. Reporting LCR and NSFR outcomes
  5. Treatment of transitional arrangements
  6. Role of footnotes in Pillar 3
  7. Common omissions in public filings
  8. How to align with EBA templates
  9. Timing of interim disclosures
  10. Disclosure of risk-weighted asset changes
  11. Treatment of material changes in policy
  12. Best practices for external audit prep
Module 12. Regulator Engagement and Inspection Readiness
Prepare for EBA, Fed, and PRA reviews with confidence.
12 chapters in this module
  1. Understanding regulator data requests
  2. Preparing for on-site inspections
  3. Role of desk-level walkthroughs
  4. Documentation standards for evidence
  5. How to structure responses to queries
  6. Treatment of prior findings
  7. Best practices for cross-functional readiness
  8. Coordinating with legal and compliance
  9. Handling follow-up requests
  10. Preparing executive summaries for challenge
  11. Common feedback themes from EBA
  12. Turning inspection outcomes into process gains

How this maps to your situation

  • When new Basel III revisions land, you’re the one confirming implementation timelines
  • Before the next internal capital adequacy review, your team needs clarity on NSFR treatment
  • After a regulator query on LCR assumptions, your submission process needs strengthening
  • During the quarterly sign-off cycle, faster path from draft to final avoids executive delays

Before vs. after

Before
Waiting for cross-team input before finalising capital reports, risking missed deadlines and rework.
After
Producing regulator-ready Basel III submissions directly from updated policy with no last-minute loops.

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-minute commitment on a Sunday, but the workflows save hours every quarter during capital reporting cycles.

If nothing changes
Without structured implementation guidance, even minor Basel III updates can cascade into delayed submissions, internal escalations, and findings during EBA review cycles.

How this compares to the alternatives

Public webinars offer general awareness but miss institution-specific implementation details. Internal training often lacks regulator-tested templates. This course delivers both structured knowledge and ready-to-use artefacts validated under real inspection conditions.

Frequently asked

Is this course relevant if my team doesn’t report directly to the Fed?
Yes. Basel III implementation follows global standards, and EBA/PRA expectations align closely with BCBS guidelines regardless of primary jurisdiction.
How is the course structured?
12 modules, each containing 12 chapters (144 chapters total).
Will this help with internal audit prep?
Yes. Each module includes templates and checklists designed to withstand internal and regulator-facing scrutiny.
$199 one-time. 90-minute commitment on a Sunday, but the workflows save hours every quarter during capital reporting cycles..

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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