Macroprudential Regulation and Supervision Training

Macroprudential Regulation and Supervision Training

Turning Systemic Risk Data into Decision-Ready Supervisory Action

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Platform:
Online
In-class
Revised and Updated: 17 September 2026
Date Venue Duration
16 - 20 November 2026 Sandton, Gauteng 5 Days
18 - 22 January 2027 Sandton, Gauteng 5 Days
08 - 12 March 2027 Sandton, Gauteng 5 Days
19 - 23 April 2027 Sandton, Gauteng 5 Days
28 June - 02 July 2027 Sandton, Gauteng 5 Days

Course Introduction

Regulators need more than descriptive trend analysis — they need proof they can monitor credit growth, leverage, liquidity mismatch, interconnectedness, and asset-price pressures in line with Basel III principles and the wider macroprudential toolkit. This course builds that capability through five practical domains: systemic risk mapping, prudential indicator review, instrument calibration, supervisory escalation, and policy reporting.

 

You’ll move from fragmented knowledge to a structured working method, covering stress indicators, countercyclical capital buffer logic, LTV and DTI measures, and interconnectedness analysis. You’ll build a systemic risk dashboard, draft a macroprudential action note, and prepare an oversight summary for senior decision-makers — all designed for the real conditions of limited data standardisation and pressure to act before evidence is complete.

Course Objectives

This Macroprudential Regulation and Supervision Training equips you to assess, execute, and measure macroprudential regulation and oversight initiatives that reduce systemic vulnerability, support prudential compliance, and strengthen policy credibility.

By the end of this Macroprudential Regulation and Supervision Training, you’ll be able to:

  • Assess systemic risk using Basel III indicators, credit growth trends, and liquidity mismatch metrics
  • Apply the IMF macroprudential policy framework to identify time-varying and structural vulnerabilities
  • Design a macroprudential risk dashboard that tracks leverage, LTV, DTI, and interconnectedness signals
  • Build an oversight action plan using countercyclical capital buffer logic and escalation thresholds
  • Calculate supervisory trigger points from credit expansion, funding pressure, and capital adequacy data
  • Compare LTV caps, DTI caps, reserve requirements, and capital buffers for policy fit
  • Implement digital monitoring workflows for recurring reporting, indicator review, and policy follow-up
  • Synthesise findings into a macroprudential briefing note for committees and senior decision-makers

Course Benefits

  • Regulatory Confidence: Align systemic risk oversight with Basel III principles and the IMF macroprudential policy framework.
  • Sharper Policy Reporting: Turn indicator data into briefing notes and dashboards that committees and executives can act on.
  • Faster, Evidence-Based Escalation: Build clear trigger points and escalation logic that support timely intervention.
  • Calibrated Tool Selection: Match LTV caps, DTI caps, reserve requirements, and capital buffers to the right risk signal.
  • Future-Ready Skills: Get hands-on with network contagion analysis and AI-supported monitoring shaping next-generation supervision.

Who should attend?

This Macroprudential Regulation and Supervision Training Course is designed for:

  • Central Bank Supervisors
  • Financial Stability Analysts
  • Prudential Policy Officers
  • Bank Examiners
  • Regulatory Reporting Managers
  • Macroprudential Risk Specialists
  • Senior Supervisors
  • Stress Testing Analysts
  • Deposit Insurance Specialists
  • Risk Governance Managers
Finance Courses

Training Methodology

Our diverse instructional approaches ensure effective learning:

– Lectures & Presentations: Engage with expert-driven, stimulating content.
– Course Material: Access well-crafted supporting resources.
– Group Work: Collaborate on discussions and case studies for practical insights.
– Workshops & Role-Play: Participate in immersive, scenario-based activities.
– Practical Application: Focus on applying theoretical knowledge in real situations.
– Post-Training Support: Receive extensive support after training for skill implementation.

Training Outline

Module 1: Foundations of Macroprudential Policy
  • The purpose and scope of macroprudential policy
  • Systemic risk across institutions and markets
  • The Basel III prudential architecture
  • The IMF macroprudential policy framework
  • BIS financial stability monitoring concepts
  • Practical Exercise: Map a systemic risk exposure profile.

Module 2: Measuring and Monitoring Systemic Risk
  • Interpreting the credit-to-GDP gap
  • Leverage and capital adequacy indicators
  • Liquidity mismatch and funding risk measures
  • Interconnectedness and contagion signals
  • Designing digital dashboards for indicator review
  • Practical Exercise: Build a systemic risk dashboard.

Module 3: Calibrating Countercyclical Capital Buffers
  • CCyB activation logic
  • Capital conservation buffer interactions
  • Linking stress testing to capital calibration
  • Trend-based and judgment-based triggers
  • AI-assisted trend screening for capital signals
  • Practical Exercise: Design a CCyB calibration note.

Module 4: Credit and Borrower-Based Prudential Tools
  • Loan-to-value caps
  • Debt-to-income caps
  • Foreign currency lending restrictions
  • Sectoral credit ceilings
  • Loan book segmentation and exposure mapping
  • Practical Exercise: Create a borrower-tool selection matrix.

Module 5: Liquidity and Leverage Surveillance
  • Liquidity coverage ratio logic
  • Net stable funding ratio logic
  • Reserve requirement calibration
  • Maturity mismatch surveillance
  • Automated liquidity reporting workflows
  • Practical Exercise: Draft a liquidity intervention checklist.

Module 6: Mapping Interconnectedness and Contagion Risk
  • Large exposure concentration analysis
  • Interbank contagion channels
  • Payments and market infrastructure links
  • Network mapping for financial stability
  • AI-supported surveillance concepts for systemic linkages
  • Practical Exercise: Construct a contagion map.

Module 7: Macroprudential Governance and Policy Reporting
  • Macroprudential authority roles
  • Policy governance and escalation thresholds
  • Committee briefing note structure
  • Decision traceability and documentation
  • Supervisory communication and public messaging
  • Practical Exercise: Develop a macroprudential reporting pack.

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Success Stories

Discover how our courses enhance professionals’ effectiveness in their workplaces.

uMngeni-uThukela Water

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What made the sessions exceptionally helpful was the deliberate focus on actionable strategies rather than just high-level concepts. The structured approach kept the content engaging. It was a highly impactful professional development experience.

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It has been a really fruitful and helpful training. Many thanks to PROSPEN AFRICA and the facilitator Olufemi. This is definitely going to make my work life easier and meaningful.

Northam Booysendal Mine

Mastering Payroll Preparation, Analysis, and Management

The course really taught us deep in to Payroll and made us aware of things we were not aware of.

Telekom Networks Malawi PLC

Financial Analysis, Modelling and Forecasting

The training was very insightful and the facilitator was very engaging which made everything easier to understand and follow. It has really equipped us in our areas of lack and we feel confident now on our next assignments on forecasts and analysis

Magalies Water

GRAP training

The course was practical, informative and relevant

FAQs – Macroprudential Regulation and Supervision Training

Gain practical expertise in macroprudential regulation and supervision, covering systemic risk assessment, countercyclical capital buffers, liquidity frameworks, and financial stability monitoring.

What is covered in the Macroprudential Regulation and Supervision Training?
The course covers the foundations of macroprudential policy, systemic risk identification, financial stability frameworks, macroprudential instruments and tools, regulatory buffers, and interactions between microprudential and macroprudential supervision.
Who should attend the Macroprudential Regulation and Supervision Training?
The training is designed for regulators, central bank officials, financial stability analysts, risk management professionals, compliance officers, and policy-makers in the financial sector.
Does the course cover systemic risk assessment and monitoring?
Yes. Participants learn how to identify, monitor, and assess systemic risks, structural and cyclical vulnerabilities, interconnectedness within the financial system, and early warning indicators.
What macroprudential tools and instruments are taught in the course?
The course covers capital-based buffers, borrower-based measures (such as LTV and DTI limits), liquidity tools, and systemic risk levies designed to mitigate systemic vulnerabilities and build resilience.
Does the training include practical exercises and case studies?
Yes. The training features practical exercises, real-world case studies, policy simulations, and group discussions to help participants apply macroprudential frameworks to actual supervisory scenarios.
What is the difference between microprudential and macroprudential regulation?
Microprudential regulation focuses on the safety and soundness of individual financial institutions, whereas macroprudential regulation focuses on the stability of the entire financial system and preventing system-wide crises.

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