ICAAP Masterclass: Preparing, Regulatory Review & Deployment
We provide platform for Public training, In-house, to all clients and individual who seek to learn and educate.
Course Overview
With the introduction of Basel II, the subject of economic capital has received much attention from regulators, bankers, credit and risk professionals, and academics. BIZENIUS ICAAP Masterclass will provide delegates with an understanding of the most important concepts of economic capital requirements but will also highlight how and why this may differ from regulatory capital requirements.
At the BIZENIUS Masterclass we will discuss how to prepare, populate and complete an ICAAP under the regulations and pitched at a level appropriate for your business. The challenges faced at both the implementation and updating stage and at the ICAAP Modelling stage. We would be looking at ICAAP/ILAAP from regulator point of view, regulators consider the ICAAP to be a crucial risk management tool.
Case studies simulate step-by-step how a bank produces an ICAAP framework, allowing participants to gain in-depth knowledge of the approaches to risk and capital management and their presentation in the ICAAP. The differences between smaller and larger banks’ frameworks will also be highlighted.
BENEFITS OF ATTENDING
- Understanding the role of stress tests in capital planning and how to undertake them
- Scenario analysis and ICAAP reporting
- ICAAP framework and its link to SREP
- ICAAP Supervisory Expectations
- ICAAP Report Structure
- Identify & undertake the components of an ICAAP
- Business Model and Strategy
- Risk Governance and Management Framework
- Risk Data, Aggregation and IT Systems
- Risk Governance and Management Framework
- Risk appetite framework – Summary and objectives
- Interpret and respond to regulatory expectations for ICAAP
- Internal Capital Requirements Stress Testing and Reverse Stress Testing
- Make effective use of scenario analysis outputs
- Learn strategies to mitigate behavioural biases in scenario analysis
- Identify key operational risks to consider in ICAAP
- Quantify op risk capital for Pillar 2 requirements
- Capital planning framework
- Strategic risk reporting. Sources of data
- Modelling approaches Capital allocation, reporting and valuation processes
- Preparing an ICAAP report. Commentary and interpretation
WHO SHOULD ATTEND
- Risk Team
- Treasury Team
- ALM Team
- Finance Team
- Accounts Team
- Regulators
- CFOs & CROs
- Internal Audit Team
- Compliance Team
- Reporting Team
- Basel III
- Business Heads
- ICAAP / ILAAP
IN-HOUSE
Our Tailored Learning Offering
Do you have five or more people interested in attending this course? Do you want to tailor it to meet your company’s exact requirements? If you’d like to do either of these, we can bring this course to your company’s office by offering our classroom program or LIVE Online. You could even save up to 50% on the cost of sending delegates to a public course and dramatically increase your ROI.
Top Quality
From the Boardroom to the front line, we can deliver engaging, multi-faceted learning programmes that will nurture the skills needed to fast-track development and enable teams to flourish.
Best Way
We combine the right blend of formal, informal, online and classroom techniques to increase your employees’ knowledge retention, drive collaboration, and create social learning communities.
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Trusted Clients
Amazing Experience
"We worked with BIZENIUS for our Fresh Graduates Program thru one of our clients. I must say that they are simply amazing. At each step of the sessions, Knowledge Transfer and Practical Learning were emphasized upon, with daily evaluations to verify learning. Happy to say that we are so happy that our partners chose BIZENIUS to deliver this critical session for us. Looking to work together in future."
Sustainable Relationship with BIZENIUS
“It is always a pleasure to work with BIZENIUS. We have been partnering with BIZENIUS since 2016 and we see improvements with each session. The courses are highly Interactive, and their lecturer’s makes it easy to understand the materials. We look forward to working with BIZENIUS on a variety of courses. We are happy with the way this relationship has evolved.”
Practical Approach, Hand on Learning.
“BIZENIUS organized NEBOSH Oil and Gas Certificate for us. The sessions in the preparatory training were well complimented with real life case studies and practical examples. We enjoyed the 5 days training session leading up to the examination. Everything was organized with meticulous details to ensure a great learning experience and success at the examination. Thank you.”
Relevant and Well Organized.
“The training was very well organized. The content was very relevant to my role. The interactive discussion was encouraged, and the trainer was also very knowledgeable of the subject matter. I would recommend this training to all who are involved at some stage of Risk, ICAAP or ILAAP.”
