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AfriScience GroupAfriScienceGroup
Finance and Treasury

Basel III Risk Assessment and Stress Testing

This course covers the Basel III framework and the stress testing that gives it meaning. Delegates work through the capital ratios and buffers, the treatment of credit, market and operational risk in the capital calculation, the leverage ratio, and the liquidity coverage and net stable funding requirements. Stress testing is the second half: scenario design that examines the exposures a bank actually holds rather than the ones that are easy to model, translating a macroeconomic scenario into balance sheet impact, and the reverse stress test that asks what would have to happen for the bank to fail. The course addresses implementation across African jurisdictions, where adoption timetables and national discretions differ.

5 day courseRegister NowRequest Proposal

Course objectives

  • Calculate Basel III capital ratios and apply the buffer requirements
  • Treat credit, market and operational risk within the capital calculation
  • Apply the leverage ratio and the liquidity requirements
  • Design stress scenarios against the exposures actually held
  • Translate a macroeconomic scenario into balance sheet impact
  • Run a reverse stress test and interpret its result
  • Account for differing adoption timetables across African jurisdictions

Who should attend

  • Bank risk, capital and treasury professionals
  • Regulatory reporting staff
  • Regulators and supervisors
  • Internal auditors in financial services
  • Finance managers in banking

Course outline

  1. 01The Basel framework and what Basel III changed
  2. 02Capital ratios, buffers and the quality of capital
  3. 03Credit, market and operational risk in the capital calculation
  4. 04The leverage ratio
  5. 05Liquidity coverage and net stable funding
  6. 06Stress scenario design
  7. 07Translating a scenario into balance sheet impact
  8. 08Reverse stress testing
  9. 09Adoption and national discretion across African jurisdictions

Scheduled sessions

Scheduled sessions for Basel III Risk Assessment and Stress Testing
DatesVenueFormatPriceRegister
12 to 16 October 2026Victoria Falls, ZimbabweClassroomR11,995 per delegateRegister Now
28 October to 1 November 2026Victoria Falls, ZimbabweClassroomR11,995 per delegateRegister Now
7 to 11 November 2026Victoria, SeychellesClassroomR11,995 per delegateRegister Now
25 to 29 November 2026Windhoek, NamibiaClassroomR11,995 per delegateRegister Now
9 to 13 December 2026Accra, GhanaClassroomR11,995 per delegateRegister Now

Basel III Risk Assessment and Stress Testing

From R11,995

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