Basel III Capital Adequacy and Risk Training Course

Basel III capital adequacy training teaches bank risk, treasury and regulatory staff to calculate risk-weighted assets, the capital adequacy ratio and its CET1, Tier 1 and Tier 2 components, liquidity coverage and leverage ratios, and how African regulators are adapting these standards locally. Working through a live case study bank's balance sheet, participants build every calculation themselves and leave with a capital adequacy implementation roadmap.

Basel III reshaped global bank capital regulation after the financial crisis, and African regulators are progressively adopting its capital, liquidity and leverage standards, often adapted to local market conditions. Yet implementation is uneven, and banks that treat Basel III as a compliance checkbox rather than a genuine risk management framework misprice risk and under-capitalise real exposures, leaving themselves exposed exactly when a downturn tests their balance sheet hardest.

This course builds technical command of Basel III capital adequacy, liquidity coverage and leverage ratio calculations, alongside the implementation challenges specific to African banking markets. Working through a live case study bank's balance sheet, participants move from mapping capital components to building a full Basel III implementation roadmap, leaving with calculations they built themselves rather than ones they were shown.

• Explain the three pillars of the Basel III framework.
• Calculate risk-weighted assets for credit, market and operational risk.
• Compute capital adequacy ratios, including CET1, Tier 1 and Tier 2.
• Apply Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) calculations.
• Assess the leverage ratio as a backstop to risk-based capital.
• Evaluate capital conservation, countercyclical and systemic capital buffers.
• Compare Basel III implementation across African regulatory frameworks.
• Assess the impact of Basel III on lending, capital planning and balance sheet strategy.
• Develop a Basel III capital adequacy implementation roadmap using a practical case study.

This course is designed for:

• Bank risk and treasury staff responsible for capital planning
• Central bank and regulatory staff overseeing Basel III implementation
• Bank finance and regulatory reporting teams
• Internal auditors reviewing capital adequacy calculations
• Credit and risk analysts at banks and DFIs
• Consultants advising banks on regulatory capital
• Board and senior management responsible for capital strategy

Technical, calculation-led delivery built around a single case study bank's balance sheet that develops across all five days, moving from mapping capital components on Day 1 through risk-weighted asset, liquidity and capital buffer calculations to a closing implementation roadmap. Every calculation is built by participants themselves in a spreadsheet, not demonstrated by the facilitator. Cohorts typically bring together bank risk and treasury staff alongside the regulatory staff who assess their capital returns.

Upon successful implementation of the knowledge gained from this programme, organisations will be able to:

• Strengthen institutional capacity to implement and manage Basel III requirements.
• Improve the accuracy and consistency of capital adequacy calculations and reporting.
• Enhance capital planning, buffer management and regulatory compliance.
• Reduce the risk of capital and liquidity regulatory breaches.
• Support more informed balance sheet and lending strategy decisions.
• Improve resilience through stronger capital and liquidity risk management.
• Reduce dependence on external consultants for Basel III implementation.
• Strengthen preparedness for supervisory reviews and regulatory inspections.
• Enhance board and senior management oversight of capital and liquidity strategy.

Upon completing this programme, participants will be able to:

• Build practical expertise in Basel III capital adequacy and regulatory capital management.
• Strengthen confidence in calculating and interpreting capital adequacy ratios.
• Enhance the ability to assess credit, market and operational risk exposures.
• Improve decision-making on capital planning and balance sheet optimisation.
• Develop practical skills in liquidity and leverage ratio management.
• Increase readiness for senior roles in risk, treasury, finance and regulatory compliance.
• Reduce reliance on external advisers for capital and liquidity analysis.
• Gain practical experience through real-world Basel III case studies and exercises.
• Strengthen professional credibility with regulators, auditors and senior management.

At Strategic Revenue Africa, our certification goes beyond proof of attendance—it represents practical competence and measurable capability. Upon successful completion of our training programs, participants are awarded a Certificate of Completion from Strategic Revenue Africa, recognizing their ability to apply acquired knowledge in real-world settings. As an organization focused on architecting sustainable revenue and strengthening organizational performance, our certifications signal that participants are equipped with skills that drive results, not just theory.

A working understanding of bank balance sheets and basic risk concepts is assumed. No prior Basel experience is required.