A tailored course, built for your situation
Mastering Basel III for Senior Risk Officers in Global Investment Banks
Build precise, audit-ready capital reporting that stands up to regulator scrutiny the first time
$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.
Avoid last-minute revisions to capital adequacy reports before examiner reviews
Who this is for
Senior risk officer at a global investment bank responsible for Basel III compliance, capital reporting, and regulator-facing submissions
Who this is not for
Entry-level analysts, auditors without line responsibility, or professionals outside financial services regulation
What you walk away with
- Produce capital adequacy reports with fewer revisions and higher acceptance on first submission
- Structure ICAAP narratives that preempt common examiner follow-ups
- Validate RWA and leverage ratio calculations using examiner-aligned benchmarks
- Align LCR and NSFR reporting with evolving supervisory expectations
- Build defensible stress testing documentation that passes internal and external review
The 12 modules (with all 144 chapters)
Module 1. Basel III Pillar 1: Capital Ratio Foundations
Understand the components of CET1, AT1, and T2 capital and how they are calculated under current regulatory standards.
12 chapters in this module
- Defining qualifying capital under Basel III standards
- Treatment of minority interests and regulatory adjustments
- Common errors in Tier 1 capital calculations
- Capital deductions: goodwill, DTA, and cross-holdings
- Understanding transitional arrangements for legacy instruments
- How regulators assess capital quality in practice
- Treatment of deferred tax assets under Pillar 1
- Thresholds for capital triggers and mandatory actions
- Application of BCBS 482 guidance on capital shortfalls
- Interaction between leverage ratio and capital adequacy
- Documentation standards expected in capital filings
- Mapping internal capital policies to Pillar 1 requirements
Module 2. Standardized vs. Internal Models for Credit Risk
Compare and apply the standardized approach and internal ratings-based models to credit exposures.
12 chapters in this module
- Overview of risk-weighted asset calculation methods
- Standardized approach risk weights by asset class
- IRB foundation vs. advanced models
- Eligibility criteria for IRB usage
- Treatment of defaulted exposures under SA
- Probability of default calibration for IRB
- Loss given default estimation techniques
- Exposure at default measurement standards
- Risk mitigation under SA and IRB
- Supervisory review of model outputs
- Impact of BCBS 396 on IRB models
- Documentation expectations for internal models
Module 3. Market Risk and the Fundamental Review of the Trading Book
Apply FRTB standards to trading book capital calculations and position reporting.
12 chapters in this module
- Transition from Basel 2.5 to FRTB standards
- Defining the trading book vs. banking book
- Trading desk boundary controls
- Standardized market risk capital charge
- Internal model approach eligibility
- Expected shortfall vs. VaR
- Liquidity horizons by risk class
- Sensitivities-based method for capital
- Default risk charge under FRTB
- Correlation assumptions in model validation
- Reporting requirements under FRTB
- Impact of FRTB on desk-level profitability
Module 4. Operational Risk: Standardized Measurement Approach
Implement SMA for operational risk capital and align with reporting expectations.
12 chapters in this module
- Transition from AMA to SMA
- Business indicator calculation by business line
- Stressed loss component under SMA
- Treatment of operational loss data
- Scaling factors for loss estimates
- SMA vs. historical AMA capital levels
- Data collection for SMA reporting
- Impact of large losses on capital
- Supervisory calibration of SMA
- Documentation for operational risk models
- Internal audit expectations for SMA
- SMA implications for insurance entities
Module 5. Liquidity Risk and the LCR
Structure high-quality liquid assets and cash flow projections for LCR compliance.
12 chapters in this module
- Definition of high-quality liquid assets
- Runoff rates for retail and wholesale deposits
- Cash inflows from derivatives and receivables
- Lagged outflows and stress calibration
- Compliance frequency and reporting
- Treatment of central bank facilities
- Credit and liquidity interlinkages
- Collateral reuse under LCR
- FX and cross-border treatment
- Stress testing for liquidity coverage
- Internal monitoring thresholds
- BCBS 248 implementation guidance
Module 6. NSFR: Long-Term Liquidity Stability
Assess structural liquidity using the net stable funding ratio framework.
12 chapters in this module
- Available stable funding calculation
- Required stable funding by asset class
- Wholesale funding assumptions
- Retail and small business deposits
- Derivatives and collateral assumptions
- Impact of securitization on NSFR
- Interplay with LCR and capital ratios
- Internal liquidity pricing
- Time horizon alignment
- BCBS 219 standards and updates
- Internal reporting of NSFR metrics
- Scenario analysis for funding shocks
Module 7. Pillar 2: ICAAP and ILAAP Frameworks
Develop comprehensive internal capital and liquidity adequacy assessments.
12 chapters in this module
- Scope and governance of ICAAP
- Stress testing design principles
- Internal capital targets
- Risk identification and aggregation
- Reverse stress testing
- ICAAP documentation standards
- Board and senior management oversight
- Internal audit validation
- Regulatory feedback process
- ILAAP for liquidity risk
- Cross-border group applications
- Integration with business planning
Module 8. Supervisory Review and Evaluation Process
Align internal processes with supervisory expectations and review cycles.
12 chapters in this module
- SREP process timeline
- Key risk indicators for supervisors
- Stress test scenarios from regulators
- Pillar 2A capital add-ons
- Fit and proper assessments
- Governance expectations
- Internal controls review
- Risk culture evaluation
- Remediation planning
- Interaction with national authorities
- Reporting to resolution authorities
- SREP outcome communication
Module 9. Capital Planning and Dividend Constraints
Navigate regulatory constraints on capital distributions and planning.
12 chapters in this module
- Capital conservation buffer application
- Countercyclical capital buffer
- Dividend restrictions under stress
- Share buyback limitations
- Capital planning timelines
- Internal governance for capital actions
- Regulatory approval requirements
- Communication with board and investors
- Interaction with resolution planning
- Capital adequacy under stress
- Impact of macroprudential policy
- Contingent capital instruments
Module 10. Regulatory Reporting and Disclosure
Produce accurate, timely disclosures under Basel III and local requirements.
12 chapters in this module
- Core capital ratios disclosure
- Leverage ratio reporting
- Liquidity coverage ratio public disclosures
- Explanatory notes and narratives
- Local jurisdictional variations
- Consolidated vs. standalone reporting
- Internal review workflow
- Data lineage and sourcing
- Audit trail for regulatory submissions
- XBRL tagging requirements
- Timeliness and accuracy benchmarks
- Post-submission follow-up
Module 11. Stress Testing and Scenario Design
Develop realistic scenarios and model responses for capital and liquidity stress tests.
12 chapters in this module
- Designing macroeconomic scenarios
- Idiosyncratic vs. systemic shocks
- Transmission to balance sheet items
- Modeling loss and revenue impact
- Capital depletion analysis
- Liquidity shortfall projection
- Reverse stress testing
- Model validation standards
- Internal challenge process
- Scenario documentation
- Results communication
- Integration with capital planning
Module 12. Quality Assurance in Regulatory Submissions
Ensure accuracy, defensibility, and polish in all capital and liquidity reports.
12 chapters in this module
- Pre-submission review checklist
- Internal peer review process
- Source documentation standards
- Version control for capital models
- Reconciling internal and regulatory results
- Common errors in capital reporting
- Formatting for examiner clarity
- Narrative quality for ICAAP
- Using templates to ensure consistency
- Building institutional memory
- Handover of regulatory processes
- Continuous improvement of submission quality
How this maps to your situation
- Regulatory reporting under Basel III
- Internal Capital Adequacy Assessment
- Liquidity coverage and stability
- Stress testing and scenario design
Before vs. after
Before
Capital and liquidity reports require multiple internal reviews, last-minute fixes, and still face examiner follow-up questions.
After
Reports are accurate, clearly documented, and accepted on first submission, freeing time for strategic work.
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 total, self-paced, with actionable takeaways per module
If nothing changes
Without refined reporting practices, teams face repeated review cycles, eroded credibility with supervisors, and higher internal rework costs, especially under intensified scrutiny.
How this compares to the alternatives
Public webinars offer overview, not precision. Internal training lacks examiner insight. This course delivers a practitioner-tested method for error-free, regulator-ready outputs.
Frequently asked
How is the course structured?
12 modules, each containing 12 chapters (144 chapters total).
Is prior Basel III experience required?
Yes, this course is designed for practitioners who already apply Basel III and want to improve the quality of their outputs.
Can I access the templates without the course?
No, templates are part of the course and include context, examples, and implementation notes.
$199 one-time. 90 minutes total, self-paced, with actionable takeaways per module.
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