Stress Testing and Climate Risk Management Masterclass
Climate risk as supervisors now examine it — NGFS scenario design, climate-sensitive PD/LGD/ECL models and integration into ICAAP, governance and disclosure.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Supervisors now expect banks to show how physical and transition climate risks land on credit portfolios, capital adequacy, liquidity and long-term resilience — and to embed those answers in ICAAP, enterprise risk management and strategic planning. Climate stress testing has moved from thought experiment to supervisory instrument, with scenario analysis, risk data and resilience testing shaping review agendas. This masterclass works through the full discipline: identifying and measuring physical and transition risks, building climate-sensitive PD, LGD and ECL models, designing stress scenarios aligned with NGFS pathways, and standing up governance from board oversight through to IFRS S2 disclosure. The cohort leaves with a practical roadmap for embedding climate risk in business planning.
What you will do
Who attends
- CEOs, CFOs and COOs aligning strategy with regulatory requirements
- CROs, risk managers and treasury managers
- Compliance officers and regulatory reporting teams
- Finance and treasury teams managing buffers and capital planning
- Internal audit teams, board members and directors
Programme agenda
Built for the decisions no textbook prepares you for
I.The climate risk mandate
- Regulatory expectations under Basel III and global supervisory frameworks
- Physical risks and transition risks across portfolios
- Transmission into credit, market, liquidity and operational risk
II.Climate stress testing
- Scenario design aligned with NGFS pathways
- Climate-related data management and portfolio segmentation
- Resilience testing and supervisory review readiness
III.Climate-sensitive modelling
- Building climate-sensitive PD, LGD and ECL models
- Impact on capital adequacy and liquidity planning
- Scenario modelling and risk analytics
IV.Governance and integration
- Board oversight, risk appetite, policies and reporting
- Embedding climate risk in ICAAP, capital and recovery planning
- IFRS S2 disclosure and the strategic roadmap
Frequently asked
What does the masterclass cover on climate stress testing?
It works through the full discipline as supervisors now examine it: identifying and measuring physical and transition risks across portfolios, designing stress scenarios aligned with NGFS pathways, managing climate-related data and portfolio segmentation, and preparing for resilience testing and supervisory review.
Does the programme cover climate-sensitive credit risk modelling?
Yes. The cohort builds climate-sensitive PD, LGD and ECL models on sound data and portfolio segmentation, then quantifies how climate risk lands on credit, market, liquidity and operational risk — and on capital adequacy and liquidity planning.
How is climate risk integrated into ICAAP, governance and disclosure?
The masterclass embeds climate risk in ICAAP, capital planning and recovery planning within enterprise risk management, and stands up governance from board oversight, risk appetite and policies through to reporting. It closes with IFRS S2 and climate-related financial disclosures, leaving participants with a practical roadmap for business planning.
Can the masterclass be delivered in-house and in French?
Yes. BIZENIUS delivers the programme in English and French, and an in-house edition can be tailored to your portfolios, geographies and supervisory timetable. Sessions run on a rolling calendar with dates confirmed on request; fees and quotations 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
- 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 · Technology & fintech · Professional services
Regions: Africa · the Middle East · Europe · Asia · the Americas
How they teach
- Live case studies from real institutions
- Modelling labs and balance-sheet simulations
- 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.
Open the dossier →
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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Take the brochure with you.
One request — the full agenda, the faculty and the next cohort dates, sent personally by the admissions team.