Banking and Financial Intermediation Training Course

Duration 5 days 10 modules · 33 contact hours
Level Intermediate Certificate on completion
Who attends Banking Managers, Credit and Risk Analysts and others
Fee from USD 1,100 KSh 95,000 for Kenyan organisations
Where 52 cities + online See dates by city
Next start 16 Nov 2026 Course code SD-BI-114

Before you join: Participants should understand basic financial statements, including the balance sheet, income statement and cash flow statement, and should be comfortable with percentages, ratios and simple financial calculations.

Dates & prices

Two start dates a month in every city, and live online on weekdays or weekends. Fees are per participant; classroom fees include tuition, materials, lunch and refreshments, and the certificate.

Suggest a date or city

Showing the next six months. Later dates, other cities and private deliveries for your team are available on request.

Course overview

Banks and insurers earn returns by transforming deposits, premiums and wholesale funding into loans, investments, payment services and risk protection. That role creates linked exposures: credit losses can weaken capital; funding pressure can force asset sales; interest-rate changes can reduce margin or economic value; and weak conduct controls can create regulatory, legal and reputational costs. Managers need to read these connections from financial statements, risk reports and regulatory metrics rather than treating each function separately.

This course explains how financial intermediaries operate, fund themselves, price risk, manage balance sheets and meet prudential expectations. Participants examine banking business models, deposit and wholesale funding, IFRS 9 expected credit loss, credit underwriting, liquidity ratios, interest-rate risk, capital adequacy, operational risk and insurance underwriting. They use Basel III, CAMELS, the Liquidity Coverage Ratio, Net Stable Funding Ratio and Solvency II to interpret financial strength and supervisory concerns. The course also addresses anti-money laundering, sanctions, conduct risk, recovery planning and business-model resilience.

Teaching combines focused instructor briefings with financial-statement analysis, banking and insurance cases, group problem-solving, risk-report interpretation and scenario-based decisions. Participants work with realistic examples such as a commercial bank facing deposit outflows, a lender revising loan-loss provisions, and an insurer assessing underwriting profitability and reinsurance protection. They leave with reusable templates for balance-sheet analysis, liquidity monitoring, credit risk assessment, capital planning and management reporting, plus a personal application plan. The five-day programme is available classroom-based in 50+ cities or live online, runs from 08:30 to 16:30 each day, and includes a certificate of completion.

What you will be able to do

  • Analyse bank and insurer business models using balance-sheet, income and risk drivers
  • Interpret IFRS 9 expected credit loss stages and core credit risk parameters
  • Assess liquidity resilience using cash-flow gaps, LCR, NSFR and contingency funding triggers
  • Measure banking-book interest-rate exposure using repricing gaps and duration analysis
  • Evaluate capital adequacy using Basel III capital ratios, risk-weighted assets and stress tests
  • Apply CAMELS, risk appetite and three-lines concepts to financial institution oversight
  • Compare insurance underwriting, reserving, reinsurance and solvency performance measures
  • Produce a practical financial intermediation action plan for workplace application

Benefits of attending

For you

  • Read banking and insurance financial statements with greater confidence
  • Explain how funding, liquidity, capital and profitability interact
  • Assess credit quality using expected loss and early-warning indicators
  • Interpret prudential ratios used by management and supervisors
  • Contribute informed challenge to risk, treasury and business decisions

For your organisation

  • Improves consistency in interpreting bank and insurer risk reports
  • Strengthens management challenge over liquidity, capital and credit decisions
  • Supports earlier identification of funding and asset-quality pressures
  • Improves communication between finance, risk, treasury, lending and compliance teams
  • Builds practical awareness of prudential, conduct and financial-crime requirements

Course modules

10 modules over 5 days

Participants can explain how banks and insurers create value while transforming and transferring financial risks.

  • Financial intermediation links savers, borrowers, payment systems and risk transfer
  • Bank balance sheets transform maturities, liquidity, denominations and credit risk
  • Direct finance versus intermediated finance compares costs, information and contracting differences
  • Adverse selection and moral hazard shape lending and insurance markets
  • Principal-agent conflicts arise among depositors, shareholders, managers and borrowers
  • Financial system mapping covers banks, insurers, funds, markets and regulators

Participants can assess how different banking models generate income, incur costs and create balance-sheet exposures.

  • Core banking functions include deposit taking, payments, lending, custody and treasury
  • Universal, retail, commercial, investment and cooperative bank business models compared
  • Asset-liability management connects pricing, funding, liquidity and interest-rate exposures
  • Income statement drivers separate net interest income, fees and impairments
  • Balance-sheet composition assessed using earning assets, funding mix and capital
  • Non-bank financial intermediaries compete through funds, fintech platforms and insurers

Participants can assess lending decisions and interpret expected credit loss measures used in financial reporting.

  • IFRS 9 classification covers amortised cost, FVOCI and fair value
  • Expected credit loss staging distinguishes performing, underperforming and credit-impaired exposures
  • Probability of default, loss given default and exposure at default
  • Credit underwriting combines financial spreading, collateral analysis, covenants and borrower character
  • Loan pricing incorporates funding cost, expected loss, capital and operating cost
  • Early-warning indicators trigger watchlist review, restructuring or recovery actions

Participants can evaluate funding structures, liquidity metrics and escalation actions during cash-flow stress.

  • Deposits segmented by stability, pricing sensitivity, concentration and behavioural maturity
  • Wholesale funding sources include interbank borrowing, repos, bonds and securitisation
  • Liquidity Coverage Ratio tests high-quality liquid assets against stressed outflows
  • Net Stable Funding Ratio matches asset maturity with reliable funding
  • Contingency funding plans define triggers, governance, communication and liquidity actions
  • Liquidity gap reports identify contractual and behavioural cash-flow mismatches

Participants can identify and measure key banking-book interest-rate exposures using standard ALM techniques.

  • Repricing gap analysis estimates net interest income sensitivity
  • Duration and modified duration measure economic value sensitivity
  • Basis risk, yield-curve risk and optionality affect banking-book exposures
  • Funds transfer pricing allocates liquidity and interest-rate costs internally
  • Interest-rate risk scenarios use parallel, steepener and basis shocks
  • Asset-liability committee mandates, limits and reporting support disciplined decisions

Participants can interpret capital strength and explain how stress testing informs capital and recovery planning.

  • Basel III capital structure separates CET1, Additional Tier 1 and Tier 2
  • Risk-weighted assets reflect credit, market and operational risk requirements
  • Capital adequacy ratios compare regulatory capital with risk-weighted assets
  • ICAAP links risk appetite, capital planning, stress testing and governance
  • Stress testing quantifies capital effects under macroeconomic and idiosyncratic shocks
  • Recovery plans specify capital and liquidity options before resolution

Participants can connect major financial and non-financial risks to governance, controls and board-level reporting.

  • Market risk measurement uses value at risk and expected shortfall
  • Operational risk events classified through Basel loss-event categories
  • Key risk indicators monitor control failures, fraud and process breakdowns
  • Risk and control self-assessments document inherent risk, controls and residual risk
  • Three lines model clarifies ownership, oversight and independent assurance
  • Risk appetite statements translate board tolerances into measurable limits

Participants can assess how insurers underwrite, reserve, transfer risk and maintain solvency.

  • Insurance pooling transfers frequency and severity risk through premium collection
  • Underwriting evaluates exposure, policy terms, deductibles, limits and exclusions
  • Claims reserving distinguishes case reserves, IBNR and settlement expense provisions
  • Reinsurance structures include quota share, surplus, excess-of-loss and catastrophe covers
  • Solvency II pillars connect capital, governance, reporting and market discipline
  • Combined ratio separates loss, expense and underwriting profitability drivers

Participants can identify supervisory concerns and evaluate core controls for conduct and financial-crime risk.

  • Prudential supervision examines safety, soundness, capital, liquidity and governance
  • CAMELS ratings assess capital, asset quality, management, earnings, liquidity and sensitivity
  • AML customer due diligence applies risk-based identification, verification and monitoring
  • Sanctions screening controls payments, customers, counterparties and beneficial owners
  • Conduct risk controls address product suitability, disclosures, complaints and incentives
  • Resolution frameworks allocate losses through bail-in, deposit insurance and recovery planning

Participants can evaluate financial institution performance and prepare focused actions for improving resilience.

  • Bank profitability decomposed through return on assets, return on equity and margins
  • Efficiency ratio analysis connects operating costs, income and productivity
  • Peer benchmarking compares growth, margins, capital, asset quality and liquidity
  • Scenario analysis tests business-model resilience under rate, credit and funding stresses
  • Financial inclusion assesses access, affordability, consumer protection and viable delivery
  • Application plans prioritise balance-sheet, risk and performance actions for participants

Exercises and examples are adapted to each cohort's sectors and roles.

What you take back to work

  1. Bank and insurer balance-sheet analysis template
  2. IFRS 9 expected credit loss assessment model
  3. Liquidity gap and contingency funding checklist
  4. Interest-rate risk measurement worksheet
  5. Basel III capital and stress-testing dashboard
  6. Financial intermediation application plan

Who should attend

  • Banking Managers — need to connect commercial decisions with funding, capital and risk constraints
  • Credit and Risk Analysts — assess borrower quality, expected loss and portfolio risk drivers
  • Treasury and ALM Professionals — manage liquidity, funding and interest-rate exposures
  • Finance Managers — interpret bank financial statements, regulatory ratios and profitability measures
  • Insurance Managers — link underwriting, reserving, reinsurance and solvency decisions
  • Regulators and Internal Auditors — review prudential controls, governance and financial resilience

Skills and tools covered

Balance-sheet analysisLiquidity risk managementCredit risk assessmentCapital adequacy analysisInsurance performance analysisPrudential risk reporting

Tools and standards

Basel III, IFRS 9, CAMELS, Solvency II

How the course runs

Training methodology

The course uses short instructor briefings to establish concepts, followed by financial-statement cases, ratio calculations, group analysis and scenario-based decisions. Participants interpret bank and insurer reports, assess loan and funding choices, review risk indicators and discuss supervisory findings. Simulations examine liquidity pressure, credit deterioration, interest-rate movements and insurance loss experience. Facilitated discussions connect the frameworks to participants' institutions, portfolios and reporting responsibilities. Each participant completes an application plan identifying specific balance-sheet, risk or performance actions for use after the programme.

Requirements and prerequisites

Participants should understand basic financial statements, including the balance sheet, income statement and cash flow statement, and should be comfortable with percentages, ratios and simple financial calculations. Experience in banking, insurance, finance, risk, audit, treasury, lending or regulation is useful, though not essential. The course assumes familiarity with common business terminology such as assets, liabilities, interest income and provisions. Prior knowledge of Basel III, IFRS 9, Solvency II, capital modelling, derivatives or bank regulation is not required. Participants do not need programming, advanced mathematics or prior supervisory experience.

A typical training day

08:30 – 10:30First session
10:30 – 10:45Refreshment break
10:45 – 12:30Second session
12:30 – 13:30Lunch and networking
13:30 – 15:00Third session
15:00 – 15:15Refreshment break
15:15 – 16:30Workshop and daily review

Live online deliveries follow the same structure in East Africa Time, with shorter screen blocks and longer breaks.

What the fee includes

  • Instruction by a practitioner facilitator
  • Full course workbook and materials
  • Exercise files, templates and case studies
  • Refreshments and lunch on classroom deliveries
  • Certificate of completion
  • Post-course application plan

Frequently asked questions

Participants should be familiar with basic financial statements and common finance terminology. No previous study of banking regulation, insurance solvency, Basel III or IFRS 9 is required.

Bring a laptop or tablet if possible, plus a calculator for ratio work. Participants may also bring non-confidential examples of reports, metrics or challenges from their own institution.

It suits managers and specialists working in banking, insurance, lending, risk, treasury, finance, audit, compliance and financial regulation. It is designed for professionals who need more than a product-level view of financial institutions.

This course examines the full intermediation model, including funding, liquidity, capital, profitability, credit, insurance and prudential supervision. Specialist risk or credit courses usually examine one discipline in greater depth.

Participants can use the templates to interpret management reports, challenge funding and capital assumptions, assess risk indicators and communicate issues across finance, risk and business teams. The application plan identifies actions relevant to their role.

The programme contains ten modules delivered in teaching order, covering approximately 30 contact hours. Remaining contact time is used for case analysis, calculations, discussion, simulation debriefs and application planning within the 08:30-16:30 schedule.

Questions about this course?

Ask about dates, fees, group bookings or running it for your team. Our training team replies by email.

Ask on WhatsApp info@skillsetdevelopment.com

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