BTRM Advanced Treasury Masterclass Series

Bank Capital Management: Strategy, Planning and ICAAP best-practice

In today’s dynamic banking landscape, capital and portfolio management have become critical pillars of strategic success. As financial institutions face increasing regulatory scrutiny and performance pressures, mastering these disciplines is essential for sustainable growth and resilience.

The Bank Capital Management: Strategy, Planning and ICAAP Best-Practice course is designed to empower professionals with the tools, insights, and frameworks needed to navigate complex capital planning, optimize portfolio efficiency, and align with global regulatory standards. With a strong focus on the Internal Capital Adequacy Assessment Process (ICAAP) and its integration into strategic decision-making, participants will learn how to link regulatory expectations with business performance, risk appetite, and long-term capital sustainability.

Whether you’re in treasury, risk, finance, or strategic planning, this course offers a transformative learning experience tailored to the evolving demands of modern banking.

Start Date: Thurday 17th September
Limited Availability: Enrol today
Delivery Mode: Live Online (flexible learning over 4 weeks, 1 lecture per week)
Global Start Time: Accessible for many participants worldwide.
Structured Assessment: Multiple-Choice Test & Certificate
Total Lecture Hours: 18 hours (4.5 hours/week)
Instructor: Dr. Andrea Cremonino, Ph.D.
Empowering Global Talent: Emerging Markets Subsidy
BTRM Alumni and Current Students: 40% Discount (off the standard fee)

Course Overview

This intensive program provides a comprehensive and practical deep dive into bank capital management frameworks, with a strong emphasis on ICAAP best practices, regulatory integration, and strategic decision-making. It explores how capital planning, capital deployment, and business steering interact within a cohesive end-to-end framework aligned with supervisory expectations.

Participants will gain a clear understanding of how to ensure appropriate capital remuneration through effective capital allocation, product pricing, liquidity considerations, and risk-adjusted performance measurement. The course also examines how ICAAP serves as a central pillar linking risk appetite, stress testing, governance, and regulatory dialogue (including SREP).

Through case studies, practical examples, and cross-market comparisons, participants will develop the skills to embed capital management into both strategic planning and day-to-day business decisions.

Key topics include:

• The impact of banking regulation and supervision (including ICAAP and SREP) on capital management
• Integration of capital planning into budgeting processes and risk-adjusted KPIs
• Calculation and application of cost of capital across business lines
• Capital allocation, RWA optimisation, and capital consumption management
• Embedding capital considerations into pricing, portfolio management, and business strategy
• Governance frameworks and the role of risk appetite within ICAAP
• Stress testing as a driver of capital buffers and strategic decisions
• Implications of Basel IV and evolving regulatory requirements
• Comparison of global banking market structures and their evolution
• The strategic role of portfolio management in capital efficiency and profitability
• Practical integration of regulation with business and performance management
• Use of AI in customer and portfolio management

Learning Outcomes

By the end of the program, participants will be able to:

• Understand capital regulation, risk measurement, and the role of ICAAP
• Integrate ICAAP into strategy, budgeting, and risk appetite
• Design effective capital planning and stress testing frameworks
• Apply cost of capital and risk-adjusted performance metrics
• Manage capital through portfolio optimisation and pricing
• Optimise RWA and capital consumption
• Apply governance best practices within ICAAP frameworks
• Interpret SREP outcomes and their strategic implications
• Assess the impact of Basel IV on bank strategy
• Compare global banking market structures and trends
• Align regulation with business performance and profitability

Weekly Forum:

Q&A weekly lecture forum. Students can submit question on the forum that will be answered live in weeks 2, 3, and 4.

Multiple-Choice Test & Certificate:

The BTRM Advanced Treasury Masterclass Series ends with a Multiple-Choice Test. This test is available until Tuesday 2nd June.

Learning Resource:

Students get to keep the training for 12 months post course.

Pricing Structure:

• Standard Fee – £2195.00 + UK VAT
• BTRM 40% Alumni & Students – £1317.00 + UK VAT – Please submit an enquiry
• Discounts Available: Super Early Bird 20% & Early Bird 10%
• Emerging Markets Discount – Please submit an enquiry
• Group Discount – If 2 or more people from your institution wish to join the masterclass please contact us.
• VAT exemption – If you are a non UK or EU resident, you are exempt from VAT.

4-Week Flexible Global Learning

The BTRM Advanced Treasury Masterclasses run over four weeks in a live online format offering a highly effective learning experience by balancing depth, flexibility, and Faculty engagement. With a start time of 1pm UK time / 2pm CET / 5:30pm IST / 8:00am EST, enabling students to join live from many locations around the world. This structure allows participants to absorb complex Interest Rate Risk in the Banking Book (IRRBB) concepts at a manageable pace, reinforcing understanding via lectures, case studies and testing.

The live format encourages real-time interaction with the Faculty instructors and peers, fostering deeper discussions and immediate problem solving. Spacing the sessions weekly also accommodates the busy schedules of banking professionals, ensuring minimal disruption to daily responsibilities while maximising learning retention and practical application. The course ends with a structured assessment multiple-choice test & certificate. Students get to keep the course in their own personal BTRM educational portal for 12 months.