A tailored course, built for your situation
Premium engagement picks with Basel III expertise
Turn regulatory fluency into client selection power
$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.
Stuck chasing commoditized deals despite deep regulatory exposure
The situation this course is for
Highly regulated sectors reward technical command, but BD teams without capital framework fluency default to price-led competition. That erodes margin and strategic positioning.
Who this is for
Senior business developer in financial services with exposure to capital adequacy frameworks
Who this is not for
Entry-level sales reps, compliance officers without client-facing roles, or practitioners outside regulated finance
What you walk away with
- Identify deal structures where Basel III risk weighting creates asymmetric advantage
- Qualify prospects using capital treatment as a hidden selection filter
- Position Macquarie’s offerings where regulatory complexity increases client stickiness
- Build repeatable qualification scripts tied to capital efficiency outcomes
- Shift from service-led to structurally advantaged deal flows
The 12 modules (with all 144 chapters)
Module 1. How Basel III shapes deal economics
Map capital requirements to margin levers in client acquisition and structuring.
12 chapters in this module
- Risk weighted assets definition
- Impact on lending appetite
- Treatments for derivatives exposure
- Standardised vs internal ratings
- Output floor implications
- Leverage ratio constraints
- Capital buffers overview
- Countercyclical buffer use
- Capital conservation rules
- Minimum requirement CVA
- Capital planning alignment
- Impact on pricing models
Module 2. Deal qualification using capital signals
Use Basel III inputs to prioritize deals with higher strategic alignment.
12 chapters in this module
- Client risk weighting red flags
- Off balance sheet exposure traps
- Trading book classification cues
- CVA volatility indicators
- Liquidity coverage ratios
- NSFR structural signals
- Funding model weaknesses
- Operational risk buckets
- Market risk sensitivity
- Credit valuation adjustments
- Collateral efficiency leaks
- Netting agreement gaps
Module 3. Structuring for capital efficiency
Design proposals that reduce client capital burden and increase win rates.
12 chapters in this module
- Derivatives netting optimization
- On balance sheet trade-offs
- Guarantee structuring benefits
- Collateral substitution paths
- Tenor impact on risk weights
- Hedging effectiveness signals
- Wrong way risk mitigants
- Credit support annex levers
- Master netting frameworks
- Portfolio compression cases
- Margin period of risk
- Credit valuation hedges
Module 4. Positioning beyond price and service
Frame offerings around capital optimization and risk retention design.
12 chapters in this module
- Avoiding race-to-bottom deals
- Value beyond execution speed
- Capital relief as client benefit
- Risk transfer design examples
- Structure over service emphasis
- Efficiency narratives
- Regulatory friction points
- Complexity as moat
- Client capital planning cycles
- Internal pricing models
- Risk appetite alignment
- Delegation of capital burden
Module 5. Client segmentation by capital profile
Group prospects by Basel III exposure to prioritize high-leverage targets.
12 chapters in this module
- Banking vs market focused clients
- Trading book size indicators
- CVA management maturity
- Market risk rule applicability
- Funding model transparency
- Balance sheet complexity
- Derivatives usage patterns
- Capital buffer comfort
- Internal models usage
- Pillar 2 disclosures
- Stress testing participation
- Internal audit focus
Module 6. Proposal architecture with capital in mind
Embed capital treatment insights into deal design and documentation.
12 chapters in this module
- Capital impact statement
- Risk weighting assumptions
- Structure transparency
- Capital efficiency metrics
- CVA improvement cases
- Leverage ratio benefits
- Funding cost reduction
- Netting agreement strength
- Collateral efficiency gains
- Hedging impact analysis
- Portfolio compression value
- Regulatory burden shift
Module 7. Win narratives for complex deals
Build compelling cases that resonate with risk and treasury stakeholders.
12 chapters in this module
- Beyond revenue focus
- Risk retention messaging
- Capital cost avoidance
- Efficiency case studies
- Structural differentiation
- Long term capital planning
- Stress test resilience
- Model risk reduction
- Pillar 2 alignment
- Stakeholder alignment paths
- Treasury level value
- CFO level relevance
Module 8. Internal alignment for capital-smart deals
Coordinate with risk, treasury, and legal to unlock structurally unique offers.
12 chapters in this module
- Risk function collaboration
- Treasury input points
- Legal team coordination
- Capital planning sync
- Regulatory reporting links
- Internal model access
- Stress test alignment
- Pillar 2 validation
- Model risk governance
- Internal audit prep
- Delegation frameworks
- Sign-off workflows
Module 9. Competitive displacement using capital design
Differentiate from competitors who lack technical fluency in capital frameworks.
12 chapters in this module
- Identifying commoditized offers
- Complexity as differentiator
- Structural moat building
- Regulatory friction points
- CVA inefficiency gaps
- Collateral inefficiency
- Netting weaknesses
- Funding model flaws
- Transparency advantages
- Model sophistication
- Risk transfer clarity
- Long term capital impact
Module 10. Scaling high-margin engagement patterns
Replicate winning deal structures across similar client profiles.
12 chapters in this module
- Pattern recognition
- Deal archetype library
- Playbook documentation
- Internal knowledge sharing
- Deal review forums
- Post-mortem analysis
- Client feedback loops
- Win rate tracking
- Margin trend analysis
- Capital efficiency benchmark
- Replication paths
- Template adaptation
Module 11. Building client dependency through structure
Create long-term lock-in via capital-efficient, hard-to-replicate designs.
12 chapters in this module
- Structural stickiness
- Capital burden transfer
- Hedging entanglement
- Collateral integration
- Reporting dependency
- Model alignment
- Pricing model integration
- CVA management coupling
- Netting efficiency
- Regulatory tracking
- Advisory layer stacking
- Renewal advantage
Module 12. Ongoing capital framework evolution
Stay ahead of Basel IV and future capital rule shifts.
12 chapters in this module
- Basel IV transition signals
- Output floor evolution
- Credit valuation adjustments
- Market risk framework updates
- Stress testing changes
- Pillar 2 guidance shifts
- Internal model recalibration
- Risk weight adjustments
- Leverage ratio review
- NSFR updates
- Disclosure expectations
- Regulatory engagement
How this maps to your situation
- When entering complex client RFPs
- During renewal cycles with strategic clients
- Before designing new bundled offerings
- After regulatory updates affecting capital treatment
Before vs. after
Before
Deals compete on price and service, with limited structural advantage
After
Deals are structured to exploit capital efficiency, creating wider margins and stronger retention
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 3 hours per week over 4 weeks to complete core modules and adapt templates.
If nothing changes
Continuing to compete on execution alone leaves high-margin, structurally differentiated opportunities on the table.
How this compares to the alternatives
Generic sales training misses capital-specific levers. Internal mentorship is inconsistent. Public courses lack deal-specific frameworks. This course delivers precise, actionable structure for high-margin deal design in regulated finance.
Frequently asked
Is this relevant for non-technical BD roles?
Yes, if you work in regulated financial services and want to shift from service-led to structurally advantaged deals.
How is the course structured?
12 modules, each containing 12 chapters (144 chapters total).
Can I apply this to non-Basel III jurisdictions?
The capital logic transfers to any risk-weighted regulatory regime, though specifics vary.
$199 one-time. Approximately 3 hours per week over 4 weeks to complete core modules and adapt templates..
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