Advanced Bank Risk Analysis
Assess a bank's credit, market, liquidity and operational risk, capital adequacy and resilience under stress.
- 5 days
- Classroom · Live virtual · In-house
- Afriskora Certificate of Completion
Course overview
Whether you lend to banks, supervise them or work inside one, you need to understand where a bank's risks sit and whether its capital and liquidity can absorb them. This course works through the CAMELS framework, Basel III and IV requirements, IFRS 9 provisioning and stress testing, using published financial statements and Pillar 3 disclosures from African banks.
Who should attend
- Bank risk managers and credit analysts
- Banking supervisors and regulators
- Treasury and ALM staff
- Investors and rating analysts covering financial institutions
What you will be able to do
- Analyse a bank's financial statements and risk disclosures
- Evaluate asset quality, provisioning and concentration risk
- Assess capital adequacy under Basel requirements
- Review liquidity and funding resilience
- Design and interpret stress tests
Course outline
Day 1Bank business models and statements
- • How banks make money
- • Reading bank financial statements
- • CAMELS framework
- • Pillar 3 disclosures
Day 2Credit risk and asset quality
- • Portfolio and concentration analysis
- • IFRS 9 staging and expected credit loss
- • Restructured and non-performing loans
- • Sovereign exposure
Day 3Capital
- • Basel III and IV capital components
- • Risk-weighted assets
- • Leverage ratio and buffers
- • ICAAP essentials
Day 4Liquidity, market and operational risk
- • LCR and NSFR
- • Interest-rate risk in the banking book
- • Operational and cyber risk
- • Conduct and compliance risk
Day 5Stress testing
- • Scenario design
- • Modelling losses and capital impact
- • Recovery and resolution planning
- • Case study: bank resolution in Africa
Frequently asked questions
How long is the Advanced Bank Risk Analysis course?
The course runs for 5 days. Daily start and finish times are confirmed in your joining instructions. Live virtual sessions cover the same programme.
Do I receive a certificate?
Yes. Every participant who completes the course receives an Afriskora Certificate of Completion with a unique code that employers can verify online.
Can this course be delivered in-house for our team?
Yes. We can run it at your premises or online for your team, on dates that suit you, and adapt examples and case studies to your sector.
How do I book and pay?
Request dates and we'll send available sessions and a quote. Bookings are confirmed by invoice and paid by EFT. South African clients can include the course in their Workplace Skills Plan.
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