A tailored course, built for your situation
Mastering Basel III for Senior Risk Practitioners in Wealth Management
How to align capital planning with regulatory expectations and secure internal buy-in for forward-looking risk decisions
$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.
Regulatory capital decisions shouldn’t stall in review cycles or get unraveled by peer challenge.
The situation this course is for
Even strong analyses fail when they lack the right framing for regulators and internal leadership. Too often, technically sound work gets delayed because it doesn’t speak the language of capital adequacy scrutiny or anticipate the next layer of pushback.
Who this is for
Senior risk practitioner in a complex financial services organization handling cross-functional capital and liquidity planning under Basel III requirements.
Who this is not for
Junior analysts, auditors without line responsibility, or professionals outside financial risk regulation.
What you walk away with
- Structure capital adequacy assessments that anticipate reviewer questions before they’re asked
- Produce regulator-facing summaries that pass internal pre-review with no revisions
- Lead peer escalations on LCR and NSFR calculations with documented rationale
- Build capital planning memos that get endorsed at the first review
- Anchor strategic capital decisions in Basel III logic that withstands executive scrutiny
The 12 modules (with all 144 chapters)
Module 1. Understanding Basel III’s Core Objectives in Wealth-Centric Firms
Lay the foundation by mapping Basel III's original design to the unique risk profile of wealth management institutions, focusing on capital treatment for client-held assets and operational risk weighting.
12 chapters in this module
- Why Basel III was calibrated for banks and not wealth managers
- Identifying where your firm’s structure creates unique capital exposure
- How liquidity risk differs in asset-heavy vs loan-heavy portfolios
- Mapping client asset classifications to risk-weighted asset calculations
- Understanding the impact of derivatives used in portfolio hedging
- Capital treatment for segregated accounts under Basel III
- How market risk applies to managed equities and fixed income
- The role of operational risk in wealth management capital planning
- Treatment of non-interest income under the leverage ratio
- Differences between US GAAP and Basel III capital recognition
- How custodial activities influence the on-balance sheet decision
- Recognizing when broker-dealer subsidiaries change the capital picture
Module 2. Capital Adequacy Frameworks and Their Application to Your Book
Learn how to calculate and justify Tier 1 and Total Capital ratios specific to your organization’s balance sheet and business model.
12 chapters in this module
- Defining Common Equity Tier 1 in a wealth management context
- Identifying permissible deductions from CET1 capital
- Treatment of goodwill and intangible assets on consolidated reports
- How deferred tax assets affect capital ratios
- Calculating Additional Tier 1 capital instruments
- Evaluating eligible subordinated debt under Basel III
- Treatment of minority interests in consolidated entities
- Applying aggregation rules across CSS, Schwab, and Brookfield
- Validating the completeness of your capital composition
- How internal capital targets exceed regulatory minimums
- Adjusting for forward-looking stress scenarios
- Documenting capital decisions for audit trail
Module 3. Liquidity Coverage Ratio: Design and Internal Validation
Build a defensible LCR calculation that reflects realistic cash flow patterns and withstands internal and regulatory challenge.
12 chapters in this module
- Understanding the 30-day stress horizon in liquidity planning
- Identifying high-quality liquid assets in your portfolio
- Treatment of client cash holdings in LCR numerator
- Calculating expected cash outflows under run-off assumptions
- Applying runoff rates to different client segments
- Modeling the impact of institutional vs retail withdrawal behavior
- Treatment of reverse repos as collateralized financing
- Incorporating operational cash needs into outflow estimates
- Validating inflow assumptions from derivatives and receivables
- Adjusting for timing mismatches in settlement cycles
- Documenting model assumptions for external reviewers
- Benchmarking your LCR against peer institutions
Module 4. Net Stable Funding Ratio: Structure and Sustainability
Develop a durable NSFR calculation that supports long-term client relationships and funding strategy.
12 chapters in this module
- Defining available stable funding across business units
- Assigning stability factors to different client deposit types
- Treatment of long-term client mandates in funding profile
- Calculating required stable funding for asset categories
- Applying RSF factors to equity portfolios and bond holdings
- Treatment of derivative exposures in funding demand
- Adjusting for embedded options in structured products
- Accounting for contingent liquidity needs in stressed markets
- Mapping funding tenors to client relationship duration
- Aligning NSFR with business development goals
- Stress-testing NSFR under client outflow scenarios
- Documenting funding strategy assumptions for leadership
Module 5. Leverage Ratio and Off-Balance Sheet Exposures
Build accurate leverage ratio calculations that reflect economic risk, not just book value.
12 chapters in this module
- Understanding the simple leverage ratio under Basel III
- Defining total exposure as sum of on- and off-balance sheet items
- Treatment of derivatives using current exposure method
- Calculating potential future exposure for long-dated swaps
- Treatment of securities financing transactions
- Applying credit conversion factors to unfunded commitments
- Impact of repo and reverse repo agreements on exposure
- Treatment of guarantees and indemnities in exposure calculation
- Adjusting for client-level concentration risk
- Validating exposure data across custodial and trading systems
- Benchmarking leverage ratio against internal thresholds
- Documenting exposure methodology for internal audit
Module 6. Internal Capital Adequacy Assessment Process (ICAAP)
Develop a rigorous ICAAP that informs strategic decisions and satisfies supervisory expectations.
12 chapters in this module
- Defining the scope of ICAAP for non-global systemically important banks
- Identifying material risks unique to wealth management
- Conducting scenario analysis for market and liquidity risk
- Integrating stress testing into capital planning
- Assessing capital needs under prolonged market dislocation
- Evaluating concentration risk in client asset types
- Modeling impact of fee compression on capital generation
- Linking risk appetite to capital allocation decisions
- Documenting governance of the ICAAP process
- Aligning ICAAP findings with board-level risk tolerance
- Preparing ICAAP summary for regulatory submission
- Updating ICAAP annually with evolving risk landscape
Module 7. Basel III Documentation and Submission Standards
Produce clear, consistent, and regulator-ready submissions that reflect your institution’s risk profile.
12 chapters in this module
- Structuring the capital adequacy section of regulatory reports
- Writing summaries that anticipate follow-up questions
- Using standardized terminology in all regulatory filings
- Formatting tables for Basel III ratio disclosures
- Referencing relevant sections of the US Federal Reserve’s guidance
- Ensuring consistency across FR Y-9C and FFIEC 009 reports
- Validating data lineage from source systems to submission
- Preparing supporting schedules for internal audit
- Incorporating management commentary for context
- Updating templates for annual and quarterly cycles
- Versioning control for regulatory documents
- Securing approvals before external submission
Module 8. Cross-Functional Escalation Management
Handle challenges from peer teams with confidence and clarity using Basel III logic.
12 chapters in this module
- Recognizing when an issue qualifies as a Basel III escalation
- Documenting initial assessment of capital treatment questions
- Gathering input from legal, tax, and treasury teams
- Building a response that references regulatory text and precedent
- Using FRB and OCC FAQs to support interpretations
- Presenting options with clear trade-offs for leadership
- Capturing rationale for future reference
- Coordinating with compliance on response timing
- Managing expectations on turnaround time
- Translating technical findings for non-technical stakeholders
- Archiving decisions for regulator inquiries
- Improving escalation process based on feedback
Module 9. Strategic Capital Planning Under Basel III Constraints
Incorporate capital adequacy requirements into long-term business decisions.
12 chapters in this module
- Aligning new product launches with capital impact
- Assessing capital efficiency of different business lines
- Evaluating acquisition targets through a capital lens
- Planning for capital distributions under stress scenarios
- Incorporating capital costs into pricing decisions
- Using economic value added metrics in project evaluation
- Balancing growth ambitions with capital conservation
- Engaging CFO on capital allocation trade-offs
- Modeling capital impact of client segmentation changes
- Stress-testing capital plan under regulatory changes
- Updating capital strategy annually
- Communicating capital discipline to external stakeholders
Module 10. Regulatory Changes and Implementation Readiness
Stay ahead of upcoming Basel III revisions and prepare implementation plans.
12 chapters in this module
- Tracking current Basel Committee consultation papers
- Identifying which changes impact wealth managers
- Assessing readiness for new output floor requirements
- Planning for revised standard approach for credit risk
- Preparing for changes to operational risk capital charge
- Updating ICAAP models for new calibration
- Engaging with legal on interpretation timing
- Coordinating with IT on data collection updates
- Testing new calculations in parallel runs
- Communicating changes to internal stakeholders
- Documenting transition approach
- Submitting feedback to regulators when appropriate
Module 11. Building the Risk Narrative for Leadership
Translate complex capital metrics into compelling strategic insights.
12 chapters in this module
- Framing capital adequacy as competitive advantage
- Using visualizations to show capital resilience
- Telling the story behind ratio fluctuations
- Connecting risk decisions to client outcomes
- Highlighting proactive risk management efforts
- Avoiding technical jargon in executive summaries
- Emphasizing forward-looking posture
- Balancing confidence with prudence
- Integrating risk narrative into firm-wide reporting
- Preparing Q&A for leadership follow-ups
- Using benchmarking to show relative strength
- Reinforcing culture of sound risk governance
Module 12. Sustaining Excellence in Capital and Liquidity Reporting
Ensure consistency, accuracy, and timeliness in all ongoing Basel III reporting obligations.
12 chapters in this module
- Maintaining up-to-date regulatory templates
- Conducting quarterly validation of capital ratios
- Updating assumptions based on market changes
- Reviewing model inputs with control teams
- Incorporating lessons from past submissions
- Automating data feeds where possible
- Managing version control of calculation tools
- Onboarding new team members to reporting standards
- Auditing documentation completeness
- Preparing for internal and external audit cycles
- Tracking open items from prior reviews
- Improving process based on feedback
How this maps to your situation
- Current role in risk compliance at a wealth management firm
- Involvement in capital and liquidity planning
- Cross-functional coordination with legal, tax, treasury
- Contribution to regulatory submissions and internal reporting
Before vs. after
Before
Work on capital adequacy and liquidity ratios is reactive, fragmented, and subject to rework when challenged by peer teams or regulators.
After
You lead with confidence, producing clear, defensible assessments that are accepted on first review and used to guide strategic decisions.
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: Approximately 90 minutes per week over four weeks, with each module designed for deep, focused engagement.
If nothing changes
Without sharpened capital reporting and escalation skills, even technically sound work risks being delayed, second-guessed, or overturned , undermining both your influence and the firm's regulatory posture.
How this compares to the alternatives
Generic risk courses teach abstract principles. This course delivers the exact logic, language, and documentation patterns used in actual Basel III submissions by top-tier institutions.
Frequently asked
Is this course focused on US implementation of Basel III?
Yes, it emphasizes US regulatory expectations from the Federal Reserve and OCC, with references to FR Y-9C and FFIEC 009 reporting.
How is the course structured?
12 modules, each containing 12 chapters (144 chapters total).
Will I receive templates I can use immediately?
Yes, every module includes a downloadable template or worked example based on real submission standards.
$199 one-time. Approximately 90 minutes per week over four weeks, with each module designed for deep, focused engagement..
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