ILAAP Stress Testing and Liquidity Risk Management Masterclass
ILAAP, stress testing and liquidity risk beyond the compliance mindset — LCR/NSFR mechanics, FTP, intraday liquidity and a contingency funding plan that would actually function.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Supervisors have moved past asking whether banks are resilient; they now ask how internal the ICAAP and ILAAP really are — embedded in operations and business decision-making, integrated with the risk management framework, and used for strategic steering. The latest guidance papers make the direction explicit: banks are being challenged to leave the pure compliance mindset behind and manage strategy and risk jointly. This masterclass works through the construction of an ILAAP on those terms — LCR and NSFR requirements and their internal interaction, liquidity risk calculation including intraday, the problems of funds transfer pricing, accounting for liquidity risk, and stress testing tied to a contingency funding plan that would function in a real event.
What you will do
Who attends
- Chief Risk Officers and heads and managers of risk
- Heads and managers of liquidity risk and treasury
- Balance-sheet management and asset-liability management teams
- Heads and managers of market risk
Programme agenda
Built for the decisions no textbook prepares you for
I.Supervisory expectations
- How ICAAP/ILAAP expectations have evolved
- Embeddedness in operations and decision-making
- Strategic steering beyond the compliance mindset
II.Liquidity rules and ratios
- An introduction to the liquidity risk rules
- LCR and NSFR requirements
- LCR/NSFR internal interaction
- Intraday liquidity risk management
III.ALM and funds transfer pricing
- Assets, liabilities and the balance sheet
- The problems of funds transfer pricing
- Accounting for liquidity risk
IV.Stress testing and contingency
- Liquidity risk — approach and calculations
- Stress testing and the contingency funding plan
- Managing liquidity from strategic and policy bases
Frequently asked
How does this ILAAP course go beyond compliance?
Supervisors now ask how internal the ICAAP and ILAAP really are — embedded in operations and business decision-making, integrated with the risk framework and used for strategic steering. The masterclass constructs an ILAAP on those terms, so it is recognised as embedded rather than performed for the annual submission.
What technical ground does the programme cover?
LCR and NSFR requirements and their internal interaction, liquidity risk calculation including intraday liquidity, the problems of funds transfer pricing within the ALM framework, accounting for liquidity risk, and stress testing tied to a contingency funding plan that would function in a real event.
Who should attend, and is the course available in French?
Chief Risk Officers and heads and managers of risk, heads and managers of liquidity risk and treasury, balance-sheet and asset-liability management teams, and heads and managers of market risk. BIZENIUS delivers in English and French, with in-house editions tailored on request; sessions run on a rolling calendar and fees are provided 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
- ALCO practice and treasury policy
- Funds transfer pricing design and restructuring
- IRRBB measurement: EVE and NII sensitivity
- Liquidity risk: LCR, NSFR and contingency funding
- Basel capital frameworks from Pillar 1 to Pillar 3
- ICAAP and ILAAP construction and supervisory review
Where they have practised
Current and former practitioners — people who hold the seat today alongside those who have held it.
Sectors: Banking & financial services · Professional services · Insurance · 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 № 01 · Africa
The training programme that became national regulation
What the team mastered, the regulator wrote into the rulebook.
Open the dossier →
The Capability Arc™
Fix it · Advisory
Liquidity & ILAAP
An ILAAP the treasury runs and the supervisor accepts.
Automate it · Smart IT
BIZENIUS Accord
The licensed platform — 20+ engines, Basel I to 3.1, on your own servers.
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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Take the brochure with you.
One request — the full agenda, the faculty and the next cohort dates, sent personally by the admissions team.