This program aims to: • Enhance the capabilities and efficiency of Risk Management staff in applying the latest Basel Committee standards • Develop quantitative & qualitative risk analysis skills • Strengthen internal and external reporting capabilities • Improve methodologies for measuring and managing credit, liquidity, and market risks • Enable staff to address emerging and cyber risks • Equip participants with skills to build an effective data environment (Data Governance and MIS) • Promote an enterprise-wide risk culture within the bank
OUTLINE:
COHORT ONE: FOUNDATIONS OF BASEL III & BASEL IV – CAPITAL, LIQUIDITY, & RISK ARCHITECTURE
MODULE 1: INTRODUCTION & REGULATORY FRAMEWORK
MODULE 2: CAPITAL STRUCTURE & MINIMUM REQUIREMENTS
ADVANCED EXECUTIVE PROGRAM ON: RISK MANAGEMENT AND BASEL FRAMEWORK
ADVANCED EXECUTIVE PROGRAM ON: RISK MANAGEMENT AND BASEL FRAMEWORK
Location: Sharm El Sheikh – Egypt
Date: March 26 – 30, 2026
Time: 9:00 AM till 3:00 PM
PROGRAM STRUCTURE:
5 COHORTS / distributed on 4 seasons,
• Cohort 1: “Foundations of Basel III & Basel IV – Capital, Liquidity, & Risk Architecture”
• Cohort 2: “Advanced Basel III/IV – Market Risk, Stress Testing & ICAAP/ILAAP”
• Cohort 3: “Basel III/IV Application, Compliance, ESG, & Integrated Risk Management”
• Cohort 4: “Evolving Digital Risks – Market Risk – Case Studies “
• Cohort 5: The Annual forum for Chief Risk Officers in the Arab banks
ADVANCED EXECUTIVE PROGRAM ON: RISK MANAGEMENT AND BASEL FRAMEWORK – Sharm ElSheikh – Egypt – 26 – 30 March 2026
OBJECTIVES:
This program aims to:
• Enhance the capabilities and efficiency of Risk Management staff in applying the latest Basel Committee standards
• Develop quantitative & qualitative risk analysis skills
• Strengthen internal and external reporting capabilities
• Improve methodologies for measuring and managing credit, liquidity, and market risks
• Enable staff to address emerging and cyber risks
• Equip participants with skills to build an effective data environment (Data Governance and MIS)
• Promote an enterprise-wide risk culture within the bank
OUTLINE:
COHORT ONE: FOUNDATIONS OF BASEL III & BASEL IV – CAPITAL, LIQUIDITY, & RISK ARCHITECTURE
MODULE 1: INTRODUCTION & REGULATORY FRAMEWORK
MODULE 2: CAPITAL STRUCTURE & MINIMUM REQUIREMENTS
MODULE 3: CREDIT RISK – STANDARDIZED & IRB APPROACHES
MODULE 4: LIQUIDITY STANDARDS
MODULE 5: OPERATIONAL RISK & LEVERAGE FRAMEWORK