Integrated ALM, IRRBB, ICAAP & Climate Risk Frameworks Masterclass
Building resilient balance sheets under evolving Basel III, Climate, and Supervisory expectations
Course Overview
The Integrated ALM, IRRBB, ICAAP & Climate Risk Frameworks Masterclass is a specialised executive-level programme that equips banks and financial institutions to build resilient, data-driven balance-sheet management frameworks aligned with evolving Basel III/III+, ISSB climate disclosure standards, and supervisory expectationsacross emerging and advanced markets.
This intensive course connects Asset–Liability Management (ALM), Interest Rate Risk in the Banking Book (IRRBB), Internal Capital & Liquidity Adequacy Assessment Processes (ICAAP/ILAAP), and Climate Risk integration into one cohesive governance and analytical framework.
Participants will explore advanced modelling approaches, behavioural liquidity calibration, capital and funding stress testing, and forward-looking management information (MI) for ALCO, Risk, and Finance functions. Real-world case studies from multiple jurisdictions will demonstrate how leading institutions are embedding climate-linked stress testingand IRRBB-to-capital translation into their ICAAP and disclosure cycles.
By the end of this masterclass, participants will be able to design, evaluate, and implement integrated frameworks that satisfy both internal governance requirements and the expectations of central banks and supervisory authorities worldwide.
BENEFITS OF ATTENDING
-
Gain a comprehensive understanding of ALM, IRRBB, ICAAP, and Climate Risk interlinkages, enabling end-to-end risk and balance-sheet integration.
-
Master the quantification of interest-rate and liquidity risk exposures and translate them into capital adequacy impacts under Basel III.
-
Build and interpret Earnings-at-Risk (EaR) and Economic Value of Equity (EVE) sensitivity models for multiple rate-shock scenarios.
-
Design stress testing architectures that unify capital, liquidity, and climate risk simulations under common macroeconomic assumptions.
-
Develop ICAAP and ILAAP templates that align with supervisory expectations and integrate ALCO-level MI and governance reporting.
-
Learn climate-risk scenario construction and impact quantification, linking physical and transition risks to credit, liquidity, and capital metrics.
-
Understand funding concentration and behavioural liquidity modelling for stress LCR/NSFR optimisation and contingency funding planning.
-
Strengthen ALCO and Board decision-support frameworks with integrated dashboards and risk-appetite indicators.
-
Explore best-practice disclosure strategies for climate, liquidity, and capital adequacy reporting aligned with ISSB, BCBS, and IMF recommendations.
-
Benchmark your institution’s integrated risk-management maturity against international peers and supervisory standards.
WHO SHOULD ATTEND
This masterclass is designed for senior and executive-level professionals across banking, financial services, and regulatory institutions who oversee or contribute to capital, liquidity, and climate-risk frameworks, including:
-
Chief Risk Officers (CROs) and Deputy CROs
-
Chief Financial Officers (CFOs) and Heads of Finance
-
Heads of Treasury, ALM, and Balance-Sheet Management
-
ICAAP / ILAAP / Stress Testing Leads
-
Heads of Risk Governance and Capital Management
-
ESG, Sustainability, and Climate Risk Managers
-
ALCO Members and Executive Committee Representatives
-
Senior Supervisors, Regulators, and Central Bank Analysts involved in capital and liquidity oversight
-
Consultants and Advisors supporting Basel framework, risk governance, or sustainability-reporting programmes
IN-HOUSE
Our Tailored Learning Offering
Do you have five or more people interested in attending this course? Do you want to tailor it to meet your company’s exact requirements? If you’d like to do either of these, we can bring this course to your company’s office by offering our classroom program or LIVE Online. You could even save up to 50% on the cost of sending delegates to a public course and dramatically increase your ROI.
Top Quality
From the Boardroom to the front line, we can deliver engaging, multi-faceted learning programmes that will nurture the skills needed to fast-track development and enable teams to flourish.
Best Way
We combine the right blend of formal, informal, online and classroom techniques to increase your employees’ knowledge retention, drive collaboration, and create social learning communities.
top courses
Request for a Call Back
Trusted Clients
Amazing Experience
"We worked with BIZENIUS for our Fresh Graduates Program thru one of our clients. I must say that they are simply amazing. At each step of the sessions, Knowledge Transfer and Practical Learning were emphasized upon, with daily evaluations to verify learning. Happy to say that we are so happy that our partners chose BIZENIUS to deliver this critical session for us. Looking to work together in future."
Sustainable Relationship with BIZENIUS
“It is always a pleasure to work with BIZENIUS. We have been partnering with BIZENIUS since 2016 and we see improvements with each session. The courses are highly Interactive, and their lecturer’s makes it easy to understand the materials. We look forward to working with BIZENIUS on a variety of courses. We are happy with the way this relationship has evolved.”
Practical Approach, Hand on Learning.
“BIZENIUS organized NEBOSH Oil and Gas Certificate for us. The sessions in the preparatory training were well complimented with real life case studies and practical examples. We enjoyed the 5 days training session leading up to the examination. Everything was organized with meticulous details to ensure a great learning experience and success at the examination. Thank you.”
Relevant and Well Organized.
“The training was very well organized. The content was very relevant to my role. The interactive discussion was encouraged, and the trainer was also very knowledgeable of the subject matter. I would recommend this training to all who are involved at some stage of Risk, ICAAP or ILAAP.”
