A tailored course, built for your situation
Mastering Basel III for Senior Risk Practitioners at Global Financial Institutions
A structured path to mastering capital adequacy, liquidity reporting, and risk-weighted assets under Basel III
$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.
Unclear ownership of Basel III capital reporting across teams creates rework and audit friction
The situation this course is for
Teams struggle to align on risk-weighted asset calculations, CVA treatments, and LCR/NSFR reporting thresholds. Without a single, authoritative interpretation, compliance becomes reactive and inconsistent.
Who this is for
Senior risk practitioner at a global financial institution responsible for Basel III implementation, capital reporting, or liquidity risk oversight
Who this is not for
Entry-level analysts, auditors without implementation responsibility, or professionals outside financial risk regulation
What you walk away with
- Produce internally consistent capital adequacy reports that stand up to internal validation
- Lead cross-functional alignment on risk-weighted asset treatments without escalation
- Justify CVA and DVA adjustments with framework-backed reasoning
- Deliver LCR and NSFR reports on time with fewer review cycles
- Become the internal reference for Basel III evidence packaging
The 12 modules (with all 144 chapters)
Module 1. Understanding Basel III's Final Revisions
Break down the latest Basel III updates, including output floor rules, credit risk revisions, and operational risk changes. Build a living map of how each affects capital reporting.
12 chapters in this module
- Overview of Basel III evolution and current structure
- Key changes in the Basel III finalising reforms
- Scope of application for global banks like Macquarie
- Impact of the output floor on capital ratios
- Treatment of credit valuation adjustments under SA-CCR
- Operational risk capital using the new BCM6
- Timeline for implementation and review cycles
- How national regulators implement Basel III
- Differences between US, EU, and APAC adoption
- Interaction with local capital requirements
- Common misinterpretations in internal modelling
- Mapping current internal practices to Basel III updates
Module 2. Risk-Weighted Asset Foundations
Master the logic behind risk-weighting assets across credit, market, and operational risk categories. Develop consistent internal standards.
12 chapters in this module
- Core principles of risk weighting under Basel III
- Assigning risk weights to corporate exposures
- Treatment of sovereign and central bank exposures
- Residential and commercial real estate risk weights
- Derivative exposures and CCR risk weights
- Equity investments and risk weighting
- Securitisation exposures and risk weights
- SME exposures and preferential treatment
- Off-balance sheet risk weights
- Unsecured retail exposures
- Risk weights for defaulted assets
- Internal consistency checks across asset classes
Module 3. Standardised Approach to Credit Risk
Implement the SA-CCR framework for derivatives and non-derivative exposures with precision and clarity.
12 chapters in this module
- Overview of SA-CCR framework objectives
- Replacement cost calculation under SA-CCR
- Potential future exposure multipliers
- Double default treatment in SA-CCR
- Netting set identification and treatment
- Resets and collateralisation in SA-CCR
- Treatment of cleared trades
- Treatment of variation margin
- Risk weight application for non-centrally cleared trades
- Collateral haircuts and eligibility
- Exposures to clearing houses
- Practical examples of SA-CCR application
Module 4. Internal Ratings-Based Approach
Navigate IRB approaches for credit risk, including eligibility, validation, and reporting expectations.
12 chapters in this module
- Foundation vs advanced IRB differences
- Eligibility criteria for IRB adoption
- Probability of default estimation methods
- Loss given default calibration
- Exposure at default measurement
- Correlation assumptions in IRB models
- Portfolio segmentation for IRB
- Model validation requirements
- Stress testing under IRB
- Capital floor interaction with IRB outputs
- Internal audit expectations for IRB
- Benchmarking IRB outputs across peer banks
Module 5. Leverage Ratio and Capital Floor
Implement the leverage ratio framework and understand the output floor's real-world impact.
12 chapters in this module
- Basel III leverage ratio calculation
- Exposures included in the leverage ratio
- Derivative exposures in the leverage ratio
- Collateral adjustments for leverage ratio
- Leverage ratio disclosure requirements
- Impact on balance sheet management
- Output floor calculation methodology
- Interaction between risk-based capital and floor
- Institutions above and below the floor
- Strategic response to output floor pressure
- Capital planning under the floor constraint
- Reporting timelines and validation
Module 6. Liquidity Coverage Ratio Implementation
Master the LCR framework, including stock calculation, outflow/inflow factors, and high-quality liquid assets.
12 chapters in this module
- Purpose and structure of the LCR
- Stock of liquid assets definition
- High-quality liquid assets classification
- Level 1 vs Level 2 assets
- Cash outflow factors by counterparty type
- Cash inflow limitations and scrutiny
- Run-off assumptions for retail deposits
- Wholesale funding stability assumptions
- Stressed scenario calibration
- Compressing the LCR reporting cycle
- Internal monitoring thresholds
- LCR breach implications and reporting
Module 7. Net Stable Funding Ratio
Understand and implement NSFR calculations, including required stable funding and available stable funding.
12 chapters in this module
- NSFR framework overview
- Available stable funding by liability type
- Required stable funding by asset class
- Weighting for liquidity risk
- Treatment of derivatives in NSFR
- Securities financing transactions
- Operational risk of maturity mismatch
- Time horizons in funding stability
- Internal NSFR monitoring dashboards
- Impact on balance sheet strategy
- NSFR and business model alignment
- Disclosure and regulatory expectations
Module 8. Capital Adequacy and Reporting
Build accurate, timely capital adequacy reports that meet internal and regulatory expectations.
12 chapters in this module
- Total capital ratio components
- Tier 1 and Common Equity Tier 1
- Capital buffer requirements
- Capital conservation buffer
- Countercyclical capital buffer
- G-SIB and D-SIB surcharges
- Internal capital adequacy assessment process
- Pillar 2 reporting expectations
- Stress testing integration
- Public disclosure templates
- Auditor validation touchpoints
- Executive summary narrative
Module 9. Credit Valuation Adjustment Risk
Implement CVA risk capital requirements under Basel III, including sensitivities and wrong-way risk.
12 chapters in this module
- Definition of CVA risk
- CVA risk charge under Basel III
- Sensitivities-based calculation
- Wrong-way risk adjustment
- Hedging of CVA risk
- Internal model validation
- Qualitative disclosures
- Thresholds for CVA capital
- Interaction with counterparty risk
- Impact of trading strategies on CVA
- CVA capital across business lines
- Reporting and review frequency
Module 10. Basel III Evidence Packaging
Develop robust, repeatable evidence packages that withstand internal audit and regulatory review.
12 chapters in this module
- Structure of Basel III evidence packages
- Mapping controls to specific clauses
- Internal audit support documentation
- Regulatory submission formatting
- Cross-functional sign-off workflow
- Modelling assumption justification
- Sensitivity analysis inclusion
- Version control and traceability
- Automating evidence collection
- Handling auditor queries
- Updating packages for revisions
- Retention and accessibility
Module 11. Cross-Border Implementation Challenges
Navigate variation in Basel III adoption across jurisdictions while maintaining global consistency.
12 chapters in this module
- APRA implementation of Basel III
- Federal Reserve and US implementation
- European Banking Authority rules
- Swiss Financial Market Supervision
- UK Prudential Regulation Authority
- Japan Financial Services Agency
- Harmonisation challenges
- Internal policy consistency
- Reporting alignment across regions
- Capital allocation by jurisdiction
- Local buffer requirements
- Head office vs local entity tensions
Module 12. Sustaining Basel III Excellence
Institutionalise best practices, update processes, and maintain leadership on capital frameworks.
12 chapters in this module
- Maintaining model validation schedules
- Staff training and onboarding
- Updating control mappings
- Engaging with new Basel Committee updates
- Internal knowledge transfer
- Succession planning for key roles
- Auditor relationship management
- Peer benchmarking participation
- Internal challenge function
- Technology enablement
- Process automation
- Reputation as a capital framework leader
How this maps to your situation
- Implementing Basel III reforms
- Producing capital adequacy reports
- Responding to internal audit findings
- Aligning with APRA and global regulator expectations
Before vs. after
Before
Unclear ownership of Basel III implementation leads to fragmented reporting, audit friction, and reactive responses.
After
Confident, end-to-end ownership of capital framework decisions with consistent, verifiable outputs.
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 3 weeks, designed to fit around core responsibilities.
If nothing changes
Continuing without a structured approach risks inconsistent reporting, repeated audit findings, and missed opportunities to lead within the organisation.
How this compares to the alternatives
Unlike generic compliance webinars or academic courses, this is a practitioner-built roadmap focused on real-world implementation, not theory.
Frequently asked
Is this relevant if I'm not in capital modelling?
Yes. The course is designed for risk, compliance, reporting, and control roles involved in Basel III outputs, not just quants.
How is the course structured?
12 modules, each containing 12 chapters (144 chapters total).
Can I share the playbook with my team?
The course is licensed per individual. Team licenses are available on request.
$199 one-time. 90 minutes per week over 3 weeks, designed to fit around core 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