An Interactive 5-Day Training Course

Advanced Basel III Masterclass

From Capital & Liquidity Standards to
Practical ICAAP, ILAA, Stress Testing and Reforms

NASBA

Course Introduction

This Advanced Basel III training course is designed to equip banking, treasury, and risk professionals with the expertise required to operate confidently within today’s complex capital and liquidity regulatory environment. It combines in-depth regulatory knowledge with practical implementation guidance, enabling participants to convert Basel requirements into workable solutions inside their institutions.

Over five structured days, the training course links capital adequacy, leverage constraints, liquidity standards, and risk-weighted asset (RWA) methodologies to real-world ICAAP, ILAAP, stress testing, and supervisory review processes. It provides clarity on the Basel III final reforms—often referred to as the “Basel III endgame”—and examines their consequences for credit, market, operational, and counterparty credit risk, including the impact of output floors and model limitations.

Through realistic case scenarios and applied exercises, participants explore the balance between RWA optimisation, leverage restrictions, and LCR/NSFR compliance while supporting sustainable business expansion. The training course also explains how supervisors evaluate ICAAP and ILAAP frameworks, incorporate stress testing within SREP assessments, and translate qualitative expectations into measurable capital and liquidity plans.

Emphasis is placed on peer dialogue, practical tools, and lessons drawn from live Basel implementation initiatives, ensuring attendees return to their organisations with actionable insights to strengthen their risk and capital structures.

Key areas covered in this Advanced Basel III training course

  • Evolution and regulatory objectives of Basel I, II and III
  • Basel III final reforms and the implications of the output floor
  • Practical interaction between capital, leverage, LCR and NSFR
  • RWA calculation approaches for major risk categories
  • ICAAP, ILAAP, stress testing and supervisory review expectations

Objectives

By the end of this Advanced Basel III training course, participants will be able to:

  • Explain the structure and purpose of Basel I, II and III
  • Assess capital, leverage and liquidity requirements in an integrated way
  • Compare and evaluate RWA methodologies across key risk types
  • Apply sound practices in ICAAP, ILAAP and stress testing design
  • Interpret supervisory expectations and embed them within governance and control 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

Organisations whose employees attend this training course can expect:

  • Stronger capital and liquidity forecasting and planning capabilities
  • Improved alignment with evolving Basel III standards
  • More effective ICAAP and ILAAP integration into strategic processes
  • Enhanced RWA governance and output floor management
  • Greater readiness for SREP assessments, stress testing, and supervisory inspections
  • More informed, risk-aware decision-making across business lines

Personal Impact

Participants completing this training course will gain:

  • Advanced knowledge of Basel capital and liquidity frameworks
  • Practical RWA analysis and optimisation skills
  • Increased confidence in discussions with regulators and auditors
  • Enhanced ability to contribute to ICAAP and ILAAP processes
  • Stronger understanding of stress testing methodologies and applications
  • Broader professional credibility in risk and regulatory functions

Who Should Attend?

This Advanced Basel III training course is intended for professionals with a foundational understanding of banking and risk who wish to deepen their Basel expertise and apply it within capital, liquidity, and strategic decision-making roles.

It is particularly valuable for individuals engaged in regulatory transformation projects, ICAAP/ILAAP development, stress testing frameworks, RWA production, and capital planning within banks or supervisory authorities.

Particularly beneficial for:

  • Risk management professionals covering credit, market, operational, and liquidity risk
  • Finance, treasury, and capital management teams responsible for balance sheet optimisation
  • Regulatory reporting and prudential policy specialists
  • Internal audit, compliance, and model validation professionals
  • Supervisory authorities, consultants, and assurance professionals involved in Basel-related reviews

Course Outline

Day 1

Basel Overview and Evolution

  • Rationale and objectives of Basel I, II, and III across the regulatory cycle
  • The three-pillar structure: Minimum requirements, supervisory review, and market discipline
  • Key shortcomings of pre-crisis frameworks and lessons learned from the global financial crisis
  • Basel III enhancements: Capital quality, buffers, and risk coverage
  • Final reforms of Basel III (“Basel III endgame”) and implementation timelines
  • Interaction of Basel standards with regional regimes (e.g EU, UK, US) and roles of boards, senior management, and risk functions in implementation
Day 2

Capital, Leverage & RWA Methodologies

  • Definition of regulatory capital, capital tiers, and buffer requirements 
  • Minimum capital ratios, combined buffer requirements, and implications of breaching buffers
  • Leverage ratio objectives, exposure measures, and leverage constraints
  • Methodologies for calculating credit risk–weighted assets (RWAs) under standardized and internal ratings-based approaches
  • Market risk frameworks and trading vs banking book
  • Operational risk approaches and counterparty credit risk reforms (CVA, output floors)
Day 3

Liquidity & Funding in Practice

  • Liquidity Coverage Ratio (LCR), including high-quality liquid assets and 30-day net outflows
  • Net Stable Funding Ratio (NSFR), available and required stable funding
  • Interactions between LCR, NSFR, capital and leverage on balance sheet management
  • Liquidity risk drivers, stress scenarios, and the importance of contingency funding plans
  • Structural funding strategies, influenced by NSFR and leverage ratio constraints
  • Emerging supervisory themes on liquidity risk, intraday liquidity, and funding concentrations
Day 4

ICAAP, ILAA, Stress Testing & SREP

  • Purpose, regulatory expectations, and governance of ICAAP and ILAAP 
  • Risk identification, quantification, and aggregation for capital and liquidity planning
  • Design of stress testing frameworks, scenarios, and severity calibration, linking results to capital buffers, management actions, and risk appetite
  • SREP, Pillar 2 capital guidance, and supervisory responses to weaknesses
  • Integration of ICAAP/ILAAP into business planning, budgeting, and limit frameworks
  • Documentation, data, and model expectations from supervisors in ICAAP/ILAAP reviews
Day 5

Practical Implementation & Best Practice

  • Translating Basel requirements into internal policies, limits and governance frameworks
  • Practical challenges in RWA production, data quality, and model use/restrictions under final reforms
  • Aligning product pricing, performance measurement and capital allocation
  • Embedding LCR, NSFR and leverage constraints into treasury and ALM decision‑making
  • Building effective ICAAP/ILAAP narratives and quantitative support for supervisory dialogue
  • Lessons learned from recent supervisory findings and Basel implementation projects

Certificate

On successful completion of this training course, Oxford Management Centre Certificate with eligible Continuing Professional Education credits (CPE) from National Registry of CPE Sponsor will be awarded to the delegates

Accreditation

NASBA

In association with

GLOMACS Training & Consultancy
GLOMACS Training & Consultancy
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Advanced Basel III Masterclass
Duration
5 Days
Format
Classroom
Language
English
Certificate
Yes
Choose the date and location that suits you:
Classroom Sessions
London
17 - 21 Aug 2026
Fee: $ 5,950
Book your place
Amsterdam
30 Nov - 04 Dec 2026
Fee: $ 5,950
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London
22 - 26 Mar 2027
Fee: $ 5,950
Book your place
London
16 - 20 Aug 2027
Fee: $ 5,950
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Amsterdam
29 Nov - 03 Dec 2027
Fee: $ 5,950
Book your place

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FREQUENTLY ASKED QUESTIONS

Yes, we provide assistance in securing both hotel reservations & entry visa on all our international training venues, for delegates attending our training courses. For further information / assistance, please contact our Customer Service at:

Yes, Oxford Management Centre is accredited by the following professional bodies;

National Association of State Board of Accountancy (NASBA)
The Oxford Management Centre is registered with NASBA as a sponsor of Continuing Professional Education (CPE) on the National Registry of CPE Sponsors. NASBA have final authority on the acceptance of individual courses for CPE credit.

Yes, discounts are available. For further information please call +971 50 985 0174 or email, info@oxford-management.com

Note: Discounts are not applicable with any other special offer that may be available.

All course bookings made through Oxford Management Centre are non-refundable. By registering for a course, you acknowledge and accept that fees are payable in full and are not subject to refund under any circumstances, including but not limited to participant dissatisfaction, changes in personal or professional circumstances, or partial attendance.

Oxford Management Centre reserves the right to make reasonable adjustments to course content, trainers, or schedules where necessary, without entitling delegates to a refund. Full details of each course – including objectives, target audience, and content – are clearly outlined prior to enrolment, and it is the responsibility of the delegate to ensure suitability before booking.

There are 2 easy ways to register:

  • Online: Select the training course you want to register for, Click the “Book Your Place” button on the course page, complete the form and click submit.
  • E-mail: Send your details to info@oxford-management.com

We request that all cancellations be made at least one week before the class start date. You may reschedule this class without any penalty. If not, a $250 fee will be charged for cancellations received less than one week before a class begins and for no-shows. Cancellation penalties and any fees incurred by Oxford Management Centre will be deducted from refunds.

For more information request, email info@oxford-management.com or call +971 50 985 0174.

The classroom training fees include course presentation, relevant materials, physical & digital documentation, lunch and refreshments served during entire training. Accommodation and transportation are not included in the training course fees.

While, online training fees cover the course presentation and digital documentation and relevant materials.

The Oxford Management Centre Certificate of Completion with corresponding CPE credits shall be awarded to delegates who has successfully completed the training course.

Payment must be received before the training course commences. You can make payment by bank draft, cash, credit card or wire transfer.

Note: If the payment is not received, Oxford Management Centre has the right to refuse admission.

Upon receipt of your registration form, we will send you the following by e-mail:

  • Registration Confirmation
  • Invoice/Receipt (where appropriate)

If you register online you will receive an e-mail within 24 hours confirming your registration.

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