Macroprudential Regulation and Supervision Training

Risk Management in Banking Training

Building Structured, Audit-Ready Risk Systems for Modern Banking

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Platform:
Online
In-class
Date Venue Duration
16 - 20 November 2026 Sandton, Gauteng 5 Days
08 - 12 February 2027 Sandton, Gauteng 5 Days
17 - 21 May 2027 Sandton, Gauteng 5 Days
05 - 09 July 2027 Sandton, Gauteng 5 Days
30 August - 03 September 2027 Swakopmund, Namibia 5 Days

Course Introduction

Modern banks need risk professionals who deliver results through structured systems, not scattered knowledge. This course builds the practical skills to manage systemic and idiosyncratic risk in a high-velocity financial environment — calculating Value at Risk (VaR), designing Key Risk Indicators (KRIs), and applying the COSO ERM framework within a banking context, so you can align risk strategy with business objectives and safeguard the balance sheet.

 

Across five hands-on days, you’ll model credit risk using Probability of Default (PD) and Loss Given Default (LGD), work through market risk including IRRBB and FX exposure, and turn complex regulatory requirements into operational workflows. You’ll leave able to draft Risk Appetite Statements, run ICAAP assessments, and build liquidity stress tests — practical wins you can show leadership through sharper risk reporting and more accurate RWA calculations.

Course Objectives

This course equips you to design, execute, and report banking risk initiatives that ensure financial stability, regulatory compliance, and strategic alignment.

 

By the end of this Risk Management in Banking Training course, you’ll be able to:

 

  • Assess current risk maturity using the ISO 31000 risk management standard
  • Apply Basel III capital adequacy requirements to institutional balance sheets
  • Construct a comprehensive Risk Appetite Statement (RAS) for banking operations
  • Calculate credit risk metrics including PD, LGD, and EAD for loan portfolios
  • Evaluate market risk exposure using Value at Risk (VaR) methodologies
  • Navigate Internal Capital Adequacy Assessment Process (ICAAP) reporting requirements
  • Implement Key Risk Indicators (KRIs) for monitoring operational risk events
  • Synthesise stress testing results into actionable executive-level risk reports

Course Benefits

  • Regulatory Confidence: Ensure your institution meets Basel III/IV, ICAAP, and ILAAP requirements with confidence.
  • Sharper Risk Reporting: Turn complex risk data into board-ready dashboards and executive reports.
  • Reduced Loss Exposure: Apply PD, LGD, and VaR modelling to catch credit and market risk before it hits the balance sheet.
  • Stronger Capital Efficiency: Optimise capital allocation using risk-weighted asset calculations that hold up under regulatory scrutiny.
  • Future-Ready Skills: Build practical capability in cybersecurity, digital risk, and oversight of AI-driven credit scoring.
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Who should attend?

This Risk Management in Banking Training Course is designed for:

  • Banking Risk Analysts
  • Credit Officers
  • Treasury Managers
  • Compliance Officers
  • Internal Auditors
  • Operational Risk Managers
  • Finance Directors
  • Relationship Managers
  • Regulatory Reporting Specialists
  • IT Risk Specialists
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 Banking Risk and the Basel Frameworks
  • The evolution of banking risk regulation from Basel I to Basel IV
  • Core components of the COSO ERM framework in banking
  • The Three Lines of Defence model for risk governance
  • Regulatory capital versus economic capital requirements
  • Practical Exercise: Map your institution's risk functions to the Three Lines of Defence.

Module 2: Assessing Credit Risk and Managing Loan Portfolios
  • Probability of Default (PD) and Loss Given Default (LGD) modelling
  • Credit risk mitigation techniques and collateral management
  • Counterparty Credit Risk (CCR) in derivative transactions
  • AI-powered credit scoring and the risks of automated underwriting
  • Practical Exercise: Calculate Expected Loss (EL) for a corporate loan portfolio.

Module 3: Managing Market Risk and Liquidity
  • Value at Risk (VaR) and Expected Shortfall (ES) methodologies
  • Interest Rate Risk in the Banking Book (IRRBB) frameworks
  • Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR)
  • Managing foreign exchange and commodity risk exposures
  • Practical Exercise: Design a liquidity contingency funding plan (CFP).

Module 4: Operational Risk and Building Institutional Resilience
  • The Standardized Approach for Operational Risk under Basel III
  • Developing and monitoring Key Risk Indicators (KRIs)
  • Root cause analysis for operational loss events
  • Business Continuity Planning (BCP) and disaster recovery
  • Practical Exercise: Build an Operational Risk Register for a branch network.

Module 5: Digital Risk and Cybersecurity in Modern Banking
  • Cybersecurity risk frameworks for financial institutions
  • Managing third-party and outsourcing risks in digital banking
  • Data governance and privacy compliance (GDPR and local equivalents)
  • Risks of algorithmic bias in automated decision systems
  • Practical Exercise: Conduct a risk assessment for a new mobile banking feature.

Module 6: Stress Testing and Capital Adequacy Planning
  • Designing macro-prudential and micro-prudential stress scenarios
  • Internal Capital Adequacy Assessment Process (ICAAP) components
  • Integrating the Internal Liquidity Adequacy Assessment Process (ILAAP)
  • Reverse stress testing and recovery planning
  • Practical Exercise: Draft a Stress Test Report for a hypothetical market shock.

Module 7: Risk Governance and Strategic Board Reporting
  • Defining and cascading the Risk Appetite Statement (RAS)
  • Board-level risk reporting and dashboard design
  • Integrating ESG risks into the banking risk framework
  • Building a proactive risk culture across the organisation
  • Practical Exercise: Create a Risk Dashboard for a Board Risk Committee.

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Success Stories

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

uMngeni-uThukela Water

IFRS Updates Trainings

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.

Telekom Networks Malawi Plc

Financial Analysis, Modelling and Forecasting

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 – Risk Management in Banking Training

Master risk management in banking, covering credit, market, and operational risk frameworks, capital adequacy, stress testing, and regulatory compliance under Basel standards

What is covered in the Risk Management in Banking Training?
The course covers financial risk types (credit, market, liquidity, and operational risks), enterprise risk management (ERM) frameworks, regulatory requirements including Basel frameworks, stress testing, and risk mitigation strategies in banking.
Who should attend the Risk Management in Banking Training?
The course is designed for banking executives, risk officers, compliance managers, credit risk analysts, internal auditors, and financial managers looking to strengthen risk governance and management practices.
Does the course cover credit and liquidity risk management?
Yes. The training explores credit risk assessment, portfolio modeling, non-performing loan strategies, as well as liquidity coverage ratios, funding structures, and asset-liability management (ALM).
Does the training include regulatory compliance and Basel standards?
Yes. Participants will gain key insights into global banking regulations, Basel standards (Basel II/III/IV), capital adequacy frameworks, and supervisory compliance expectations.
Does the banking risk course incorporate practical case studies?
Yes. The training utilizes real-world banking case studies, practical risk assessment exercises, scenario analysis, and group discussions to translate risk models into actionable management decisions.
Why is integrated risk management important for modern banks?
Integrated risk management allows banks to evaluate interconnected financial and operational risks holistically, ensuring regulatory compliance, capital preservation, and sustainable business growth.

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