Advanced Basel III Masterclass

Introduction

This Basel III Masterclass equips banking and risk professionals to navigate today’s demanding capital and liquidity regulatory landscape with confidence. This training course blends regulatory depth with hands‑on implementation insights, ensuring participants can translate complex Basel rules into actionable strategies in their own institutions. Across five days, you will connect capital adequacy, leverage, liquidity, and risk-weighted asset (RWA) methodologies with real ICAAP/ILAAP, stress testing and supervisory review practices. The training course demystifies the Basel III “final reforms” (Basel III endgame), clarifying their impact on credit, market, operational and counterparty credit risk, as well as output floors and model constraints

Participants will work through realistic banking scenarios, examining trade-offs between RWA optimization, leverage constraints, and LCR/NSFR requirements to support sustainable business growth. You will explore how supervisors assess ICAAP and ILAAP, integrate stress testing into SREP, and translate qualitative expectations into quantitative capital and liquidity planning. The training course emphasizes peer discussion, practical tools, and implementation lessons learned from live Basel projects, enabling attendees to return with concrete ideas to strengthen their bank’s risk and capital framework

This GLOMACS training course in Advanced Basel III Masterclass will highlight:

• Basel I, II and III evolution and regulatory intent
• Basel III final reforms and output floor implications
• Capital, leverage, LCR and NSFR interactions in practice
• RWA methodologies for credit, market, operational and counterparty risks
• ICAAP/ILAAP, stress testing and supervisory expectations under SREP

Objectives

At the end of this training course in Advanced Basel III Masterclass, you will learn to: 

• Understand Basel I, II, III structure and objectives
• Analyze capital, leverage and liquidity requirements holistically
• Evaluate RWA methodologies across key risk types
• Apply ICAAP/ILAAP and stress testing best practices
• Interpret supervisory expectations and embed them in governance frameworks

Training Methodology

The training course uses a mix of expert presentations, interactive discussions, structured exercises, and group case studies focused on real bank portfolios and regulatory challenges. Participants work through practical calculations and qualitative assessments, applying Basel concepts to simplified but realistic balance sheets and risk reports. Facilitated Q&A, peer sharing, and short quizzes reinforce learning and ensure direct relevance to participants’ day‑to‑day responsibilities.

Organisational Impact

The Organisation will have the following benefits;

• Stronger capital and liquidity planning capabilities
• Improved alignment with evolving Basel III expectations
• Enhanced ICAAP/ILAAP design and integration into strategy
• More robust RWA, model and output floor management
• Better preparedness for SREP, on‑site reviews and stress tests
• Increased risk‑aware decision‑making across business lines

Personal Impact

At the end of this training course in Advanced Basel III Masterclass, the participants will gain the following;

• Deeper mastery of Basel capital and liquidity rules
• Practical skills for RWA interpretation and optimization
• Greater confidence engaging with supervisors and auditors
• Enhanced ability to contribute to ICAAP/ILAAP processes
• Improved understanding of stress testing design and use cases
• Stronger career profile across risk and regulatory functions