Basel III, ICAAP & Stress Testing: Defending the Solvency Ratio
The squeeze comes from both sides at once — higher capital demanded, heavier risk weights on the assets you already hold — the banks that survive it are the ones whose ICAAP is a capital-defence strategy, not a compliance filing.
Format
Classroom
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Minimum-capital expectations are rising at the very moment the assets banks hold most heavily — sovereign and concentrated exposures above all — attract higher risk weights and deteriorating credit quality. The solvency ratio is squeezed from both sides, usually against a hard supervisory deadline. This masterclass puts leadership and technical teams in one room to build the answer as one: computing and interpreting RWA under credit and sovereign weightings; turning a capital floor or recapitalisation requirement into a multi-year, phased capital plan; constructing an ICAAP under Pillar 2 that a board can own and a supervisor will accept; and running the credit, concentration and sovereign stress scenarios that make it credible — stress testing treated as the analytical engine of the ICAAP. The IFRS 9 bridge is worked explicitly: ECL staging traced into regulatory capital, and the provisioning posture defended. Each session opens at executive altitude and hands off, through an explicit tier bridge, to practitioner mechanics — so strategy and execution leave holding the same plan.
What you will do
Who attends
A dual-tier cohort in one room. Executive tier: chief risk, financial, compliance and audit officers; group treasurers and heads of ALM; board and executive management. Practitioner tier: risk managers, credit analysts, ALM and treasury analysts, finance and regulatory-reporting officers, compliance officers, internal auditors, operational-risk and ESG/climate-risk specialists — from banks and financial institutions, corporate and commercial banking foremost.
Programme agenda
Built for the decisions no textbook prepares you for
I.The squeeze, quantified
- Rising floors, heavier weights: how the two-sided pressure on the solvency ratio actually works
- RWA under credit and sovereign weightings — computed, interpreted, challenged
- The sovereign/concentration problem: optimising capital when your largest exposure is your riskiest
II.From capital floor to capital strategy
- Turning a recapitalisation requirement into a multi-year capital plan against a phased threshold
- Capital instruments, retained earnings and balance-sheet levers — sequenced without abandoning the mandate to lend
- Tier bridge: the executive trajectory handed to the practitioners who must model it
III.ICAAP construction under Pillar 2
- The board-grade ICAAP: risk identification, quantification, capital allocation, governance
- What supervisors actually read first — and the filings that invite deeper inspection
- Risk-data quality beneath the numbers: the aggregation discipline that makes the document defensible
IV.Stress testing — the engine of the ICAAP
- Credit, concentration and sovereign scenarios: design, severity, and the story each must tell
- Running the shock through the ratio: from scenario to capital impact to management action
- Does the plan you already filed survive a sovereign or concentration shock? Worked live
V.The IFRS 9 bridge & the defence
- ECL staging and forward-looking provisioning traced into regulatory capital
- Defending the provisioning posture to auditors and supervisors on a deteriorating book
- Translating the whole strategy into terms the board and the regulator will accept — the closing executive session
Frequently asked
Who is this Basel III and ICAAP masterclass for?
A dual-tier cohort in one room. The executive tier brings chief risk, financial, compliance and audit officers, group treasurers, heads of ALM and board members; the practitioner tier brings risk managers, credit analysts, ALM and treasury analysts, regulatory-reporting officers, internal auditors and climate-risk specialists. Each session opens at executive altitude and hands off, through an explicit tier bridge, to practitioner mechanics.
Does the programme cover IFRS 9 as well as Basel III?
Yes. The IFRS 9 bridge is worked explicitly: ECL staging and forward-looking provisioning are traced into regulatory capital, and participants practise defending the provisioning posture to auditors and supervisors on a deteriorating book. The stress-testing sessions then run credit, concentration and sovereign scenarios through the solvency ratio, from scenario to capital impact to management action.
Will it help us respond to a capital floor or recapitalisation requirement?
That situation sits at the heart of the programme. Participants work through turning a capital floor or recapitalisation requirement into a multi-year, phased, board-owned capital plan — sequencing capital instruments, retained earnings and balance-sheet levers without abandoning the mandate to lend — and then stress the plan against sovereign and concentration shocks, worked live.
Is an in-house edition available?
Yes. Every BIZENIUS programme can be delivered in-house, and this masterclass gains particular value when tailored to the institution’s own RWA profile, concentration structure, ICAAP and supervisory timetable. Delivery is available in English and French; dates follow a rolling calendar and are confirmed on request, with fees quoted on enquiry.
Who teaches this
Practitioners, not presenters.
Led by practitioners who hold, or have held, the seats this programme prepares you for: group treasurers and heads of asset–liability management, chief risk officers, heads of credit and capital management, and former central-bank supervisors who examined the very frameworks they now teach. Between cohorts the same people advise banks on those frameworks, so what you learn is what is being defended in front of boards and regulators today.
What the bench brings
- Basel capital frameworks from Pillar 1 to Pillar 3
- ICAAP and ILAAP construction and supervisory review
- Stress-testing methodologies and capital planning
- Liquidity ratios and leverage under Basel III/IV
- Enterprise risk framework design and risk culture
- Risk appetite, limits and risk and control self-assessment
Where they have practised
Current and former practitioners — people who hold the seat today alongside those who have held it.
Sectors: Banking & financial services · Insurance · Professional services · Central banking & supervision
Regions: Africa · the Middle East · Europe · Asia · the Americas
How they teach
- Live case studies from real institutions
- Worked exercises on realistic bank data
- Regulator-style challenge sessions
- Group problem-solving on realistic institutional cases
- Knowledge checks and a personal action plan
Cohorts are kept small so every exercise is worked on the participants’ own situations — in person or live virtual.
The faculty profile for your cohort is sent with the full agenda and the next dates when you enquire.Request brochure →
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In their words
Knowledge transfer, emphasised throughout
“We worked with BIZENIUS for our Fresh Graduates Programme — they are simply amazing. Knowledge transfer and practical learning were emphasised throughout.”
Kuwait Investment Authority
From the Mandate Record
Mandate № 04 · Africa
Capital frameworks built to run the bank, not to satisfy a filing
Most frameworks are written to satisfy the regulator. We build the kind that run the bank.
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The Capability Arc™
Fix it · Advisory
Stress Testing & Scenario Governance
Scenarios, models and governance that survive review.
Automate it · Smart IT
Stress Testing & Scenario Engine
Run the scenarios on an engine, not a spreadsheet.
Learning is one point on the Capability Arc. Many institutions pair this programme with the advisory engagement — and automate what the framework demands.
Teams from these institutions train with BIZENIUS
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One request — the full agenda, the faculty and the next cohort dates, sent personally by the admissions team.