# Advanced Bank Risk Analysis

> Assess a bank's credit, market, liquidity and operational risk, capital adequacy and resilience under stress.

- **Provider:** Afriskora Training Solutions
- **Category:** Banking, Economics & Monetary Policy
- **Duration:** 5 days
- **Formats:** classroom (cities across Africa), live virtual (Zoom/Teams), in-house for teams
- **Certificate:** Afriskora Certificate of Completion, verifiable online
- **Booking:** request dates and a quote; invoice and EFT payment
- **Web page:** https://afriskora.co.za/courses/banking-economics/advanced-bank-risk-analysis
- **Request dates:** https://afriskora.co.za/request-training?course=advanced-bank-risk-analysis

## 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

## Learning outcomes

- 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 1: Bank business models and statements

- How banks make money
- Reading bank financial statements
- CAMELS framework
- Pillar 3 disclosures

### Day 2: Credit risk and asset quality

- Portfolio and concentration analysis
- IFRS 9 staging and expected credit loss
- Restructured and non-performing loans
- Sovereign exposure

### Day 3: Capital

- Basel III and IV capital components
- Risk-weighted assets
- Leverage ratio and buffers
- ICAAP essentials

### Day 4: Liquidity, market and operational risk

- LCR and NSFR
- Interest-rate risk in the banking book
- Operational and cyber risk
- Conduct and compliance risk

### Day 5: Stress testing

- Scenario design
- Modelling losses and capital impact
- Recovery and resolution planning
- Case study: bank resolution in Africa