Basel II & the ICAAP
Basel II and the ICAAP examined together — risk and capital management concepts and the strategic challenges of enterprise-wide ICAAP implementation.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Banks create risk in the pursuit of value; the danger begins when that risk is not properly identified, measured or managed, and unexpected losses follow — losses that, as the financial crisis demonstrated, can threaten banks of any size. This course examines Basel II, the risk and capital management concepts behind it, and the strategic and tactical challenges of implementing an ICAAP across the whole enterprise.
What you will do
Who attends
- Heads of risk management, credit and market risk
- Portfolio management, pricing and corporate lending teams
- Treasury and financial risk professionals
- ICAAP, Basel II and stress-testing teams
- Capital allocation, economic capital and risk audit professionals
Programme agenda
Built for the decisions no textbook prepares you for
I.Basel II foundations
- The framework and its risk concepts
- Capital management under Basel II
- The lesson of unexpected losses
II.The ICAAP
- Purpose and supervisory context
- Strategic challenges of enterprise-wide implementation
- Tactical choices in delivery
III.Risk to capital
- Identifying and measuring the risks that consume capital
- Stress testing and capital allocation
- Economic capital and audit readiness
Frequently asked
What does the course cover?
It examines Basel II and the risk and capital management concepts behind it, then the strategic and tactical challenges of implementing an ICAAP across the whole enterprise — connecting risk identification and measurement to capital adequacy, and preparing the organisation for stress testing and capital allocation within the ICAAP.
Who should attend?
Heads of risk management, credit and market risk, portfolio management, pricing and corporate lending teams, treasury and financial risk professionals, ICAAP, Basel II and stress-testing teams, and capital allocation, economic capital and risk audit professionals — the roles where value creation generates the risk the ICAAP must capture.
How are sessions, languages and fees organised?
The course is delivered in English and French, with an in-house edition tailored to your institution’s ICAAP maturity and risk profile. Sessions run on a rolling calendar with dates confirmed on request, and fees and quotations are provided on enquiry.
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In their words
Knowledge transfer, emphasised throughout
“We worked with BIZENIUS for our Fresh Graduates Programme — they are simply amazing. Knowledge transfer and practical learning were emphasised throughout.”
Kuwait Investment Authority
From the Mandate Record
Mandate № 04 · Africa
Capital frameworks built to run the bank, not to satisfy a filing
Most frameworks are written to satisfy the regulator. We build the kind that run the bank.
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The Capability Arc™
Fix it · Advisory
ICAAP & Capital Planning
Embed the framework into your governance — examination-ready.
Automate it · Smart IT
BIZENIUS Accord
The licensed platform — 17 engines, Basel I to 3.1, on-premise.
Learning is one point on the Capability Arc. Many institutions pair this programme with the advisory engagement — and automate what the framework demands.
Teams from these institutions train with BIZENIUS
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Take the brochure with you.
One request — the full agenda, the faculty and the next cohort dates, sent personally by the admissions team.