Basel II & the ICAAP

As banks strive for value creation in a highly competitive environment, they inevitably create risks. The greatest threat to a financial institution is when such risks are not properly identified, measured or managed. In these circumstances the result is invariably unexpected losses which, as the financial crisis has demonstrated, can threaten the existence of banks of all sizes. The Basel II & the ICAAP course will examine Basel II, the related risk and capital management concepts and the strategic and tactical challenges of the enterprise-wide implementation of an ICAAP.

• The evolving role of risk management in modern banking
• Creating and implementing a risk adjusted performance framework (economic profit and capital)
• Risk management methods and techniques
• Imperfections in modern risk management their implications and how to overcome them

• Structuring a value-added ICAAP process including aspects such as stress testing, scenario analysis and risk appetite
• The challenges of enterprise-wide implementation

Heads, Managers, Advisors and Market Players in:

• Risk Management
• Credit & Market Risk
• Credit Risk Analysis & Research
• Credit Risk Architecture
• Credit Controllers
• Asset Management
• Portfolio Risk Management & Portfolio Management
• Portfolio Analysis & Pricing

• Corporate Lending
• Treasury & Financial Risk
• Middle Office
• Credit Ratings & ICAAP
• Basel II
• Stress Testing
• Capital Allocation & Economic Capital
• Capital Measurement & Analysis
• Risk Audit & Compliance