A tailored course, built for your situation
Mastering Basel III for Private Banking Risk Strategists
A structured path to owning capital adequacy decisions in modern private banking
$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.
Struggling to influence capital decisions from a non-risk role?
The situation this course is for
Private bankers often defer capital questions to centralized risk teams, creating delays and misalignment on client portfolio strategy. Without direct input into Basel III capital treatment, bankers miss opportunities to optimize allocation and preempt compliance friction.
Who this is for
Senior private banker influencing balance sheet usage, capital allocation, or client risk segmentation without formal risk title
Who this is not for
Junior account managers, back-office operations, or compliance auditors without client-facing risk discretion
What you walk away with
- Set capital allocation thresholds per client tier without escalation
- Model counterparty risk weights aligned with Basel III standardized approach
- Document Pillar 2 internal capital adequacy assessments independently
- Adjust concentration limits in line with leverage ratio triggers
- Produce audit-ready capital treatment memos in under 48 hours
The 12 modules (with all 144 chapters)
Module 1. Foundations of Basel III in Private Banking
Understand how Basel III capital frameworks apply to high-net-worth portfolios, including differences from corporate banking treatment and implications for leverage ratio monitoring.
12 chapters in this module
- How Basel III was adapted for wealth management divisions
- Core differences between BIS standards and Macquarie's internal capital policy
- Defining 'exposures' in private banking context under Article 429
- Calculating gross vs net exposure for pledged assets
- Treatment of undrawn credit lines to ultra-high-net-worth clients
- Role of CDS in reducing counterparty risk weight
- Treatment of gold and hard assets in capital exposure
- Thresholds for large exposures to family offices
- Application of 25% cap on single-name concentration
- Treatment of cross-jurisdictional guarantees
- Impact of currency volatility on risk-weighted assets
- Documentation required for internal audit trail
Module 2. Leverage Ratio Calculations for Client Portfolios
Master the mechanics of Tier 1 leverage ratio compliance for pooled and segregated private client accounts.
12 chapters in this module
- Step-by-step calculation of Tier 1 capital ratio for client groups
- Treatment of off-balance-sheet derivatives in leverage exposure
- Treatment of repo agreements under Article 431
- Treatment of reverse repos from private clients
- Treatment of total return swaps in exposure calculation
- Treatment of unfunded commitments over 30 days
- Treatment of contingent liabilities in estate planning setups
- Treatment of unsecured personal guarantees
- Treatment of irrevocable trusts as exposure events
- Treatment of cross-border collateral pledges
- Treatment of rehypothecation limits under Basel III
- How to document leverage exposure for quarterly reporting
Module 3. Setting Client Tier Capital Buffers
Define capital buffer requirements by client tier using Basel III Pillar 2 guidance and internal risk appetite.
12 chapters in this module
- Mapping client net worth to capital buffer bands
- Defining buffer zones for emerging market exposure
- Defining buffer zones for volatile asset classes
- Setting buffer triggers for cryptocurrency holdings
- Setting buffer triggers for private equity allocations
- Defining buffer zones for real estate concentration
- Setting buffer triggers for single-stock overexposure
- Treatment of co-signers on leveraged portfolios
- Treatment of joint holdings across jurisdictions
- Treatment of marital property laws on capital risk
- Documentation trail for buffer adjustments
- Audit checklist for buffer decisions
Module 4. Stress-Testing Client Portfolios Under Basel Rules
Apply Basel III stress-test mandates to individual and pooled client portfolios under defined shock scenarios.
12 chapters in this module
- Defining baseline, adverse, and severely adverse scenarios
- Stress-testing for 40% equity drawdowns
- Stress-testing for 200 bps rate spike in six months
- Stress impact of sovereign default in client home country
- Stress impact of currency devaluation on offshore holdings
- Modeling impact of margin call cascades
- Modeling impact of forced liquidation
- Modeling impact of collateral revaluation
- Modeling impact of credit rating downgrade
- Modeling impact of G-SIB capital surcharge
- Documenting stress-test assumptions for audit
- Producing stress-test summary for internal risk committee
Module 5. Risk-Weighted Asset Calculation Workflows
Streamline RWA calculations for client portfolios using Basel III standardized and internal models.
12 chapters in this module
- Assigning risk weights to sovereign bonds by jurisdiction
- Assigning risk weights to municipal issuers
- Assigning risk weights to corporate bonds by rating
- Assigning risk weights to private equity holdings
- Assigning risk weights to real estate portfolios
- Assigning risk weights to private debt instruments
- Treatment of unrated issuers in client holdings
- Treatment of hybrid capital instruments
- Treatment of perpetual bonds
- Treatment of mezzanine debt
- Treatment of structured notes
- Treatment of CLO tranches
Module 6. Internal Capital Adequacy Assessment Process
Lead Pillar 2 ICAAP submissions for client portfolio segments with documented risk appetite and capital allocation.
12 chapters in this module
- Defining internal risk appetite by client segment
- Defining capital allocation per risk appetite
- Defining triggers for capital review escalations
- Documenting capital strategy for audit
- Aligning capital policy with the firm risk framework
- Role of scenario analysis in ICAAP submission
- Role of stress-testing in buffer sizing
- Role of concentration limits in portfolio design
- Role of client conduct risk in capital modeling
- Role of reputational risk in capital setting
- Producing ICAAP summary memo
- Responding to internal review questions
Module 7. Client Portfolio Restructuring Under Capital Pressure
Adjust client portfolios during capital stress events without triggering compliance breaches.
12 chapters in this module
- Identifying early warning signs of capital breach
- Rebalancing portfolio to reduce RWA density
- Replacing high-RWA assets with eligible hedges
- Using IRS to reduce duration exposure
- Using basis swaps to reduce funding mismatch
- Using cross-currency swaps for FX hedging
- Reallocating from direct holdings to funds
- Reallocating from equities to govt bonds
- Reallocating from private equity to cash equivalents
- Documenting capital-preserving moves
- Avoiding window-dressing accusations
- Justifying moves under fiduciary duty
Module 8. Capital Treatment for Cross-Jurisdictional Clients
Apply Basel III capital rules to multinational client portfolios with assets across regulated jurisdictions.
12 chapters in this module
- Treatment of foreign currency assets in RWA
- Treatment of foreign real estate holdings
- Treatment of non-recognized pension plans
- Treatment of foreign trusts
- Treatment of dual-resident clients
- Treatment of multi-jurisdictional estates
- Treatment of offshore foundations
- Treatment of bearer shares
- Treatment of nominee structures
- Treatment of trusts under FATCA and CRS
- Documenting cross-border compliance
- Avoiding double counting of exposures
Module 9. Reporting Capital Metrics to Leadership
Produce concise capital summaries for senior management without relying on centralized risk teams.
12 chapters in this module
- Summarizing leverage ratio by client segment
- Summarizing Tier 1 capital usage trends
- Reporting concentration risk by asset class
- Reporting large exposure list updates
- Reporting stress-test outcomes
- Reporting buffer utilization
- Reporting ICAAP adjustments
- Reporting audit findings
- Reporting policy deviation requests
- Reporting client-specific capital exceptions
- Reporting capital efficiency gains
- Formatting summaries for leadership review
Module 10. Audit-Ready Capital Documentation
Create defensible capital treatment records that pass internal and regulator scrutiny.
12 chapters in this module
- Required documentation for capital decisions
- Drafting capital treatment memos
- Versioning capital models and assumptions
- Archiving calculation workbooks
- Capturing rationale for buffer adjustments
- Capturing rationale for stress-test inputs
- Capturing rationale for RWA revisions
- Capturing client-specific capital logic
- Using templates for consistency
- Aligning with internal audit checklist
- Responding to internal audit queries
- Updating documentation post-review
Module 11. Capital Strategy for New Client Onboarding
Integrate Basel III capital logic into client acquisition and onboarding workflows.
12 chapters in this module
- Assessing capital impact during onboarding
- Estimating RWA footprint for new portfolios
- Estimating leverage ratio impact
- Estimating buffer requirements
- Modeling stress-test outcomes upfront
- Setting initial capital thresholds
- Setting review triggers for first 12 months
- Documenting capital assumptions in onboarding file
- Aligning onboarding with ICAAP scope
- Flagging high-capital-density clients
- Flagging high-concentration risk clients
- Handing off capital logic to relationship team
Module 12. Sustaining Capital Ownership Beyond Onboarding
Maintain capital authority through client lifecycle with consistent updates and documentation.
12 chapters in this module
- Scheduling capital reviews annually
- Triggering capital review after client events
- Updating RWA after portfolio changes
- Updating buffer zones after market shifts
- Updating stress-test assumptions post-crisis
- Updating documentation after regulatory changes
- Updating models after Basel revisions
- Updating assumptions after internal policy shifts
- Coordinating with risk team on edge cases
- Maintaining audit trail through transitions
- Handing over capital logic during succession
- Institutionalizing capital ownership in team
How this maps to your situation
- Client onboarding with capital impact analysis
- Quarterly capital compliance reporting
- Stress-testing client portfolios under market shocks
- Responding to internal audit queries on capital treatment
Before vs. after
Before
Relies on risk teams to interpret capital rules and set allocation bands
After
Independently sets capital thresholds, models stress impacts, and produces audit-ready documentation
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 one intensive weekend
If nothing changes
Continuing to escalate capital decisions risks delayed client service, misaligned portfolio strategy, and missed leadership opportunities in a tightening regulatory environment.
How this compares to the alternatives
Unlike generic Basel III overviews, this course is structured around actual capital decisions private bankers can own , with templates used in global wealth managers to justify buffer zones, stress overrides, and allocation bands.
Frequently asked
Do I need a risk background to benefit?
No. The course is designed for client-facing bankers who influence capital outcomes but don't hold formal risk titles.
How is the course structured?
12 modules, each containing 12 chapters (144 chapters total).
Is this relevant to Macquarie's internal capital policy?
Yes. The course references Basel III as implemented by global wealth managers and aligns with common policy frameworks.
$199 one-time. 90 minutes per week for 12 weeks, or one intensive weekend.
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