Basel III, ICAAP and ILAAP Framework Implementation Masterclass
ICAAP and ILAAP as one harmonised discipline — structure, roles, technical build and the reporting design regulators actually expect to see.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Most banks run their capital and liquidity self-assessments as two parallel paper exercises — which is precisely what the Basel Committee for Banking Supervision set out to end when it framed ICAAP and ILAAP disclosures as instruments of long-term stability. This masterclass gives participants the structure of the ICAAP and ILAAP requirements, the major challenges facing the sector and individual banks, and the means to identify gaps in their own organisation quickly. The cohort works through the fundamentals and dynamics of both processes — objectives, roles, responsibilities, technical aspects and reporting design — through to their harmonisation into a single ICLAAP that regulators recognise.
What you will do
Who attends
- Chief risk officers and heads of liquidity risk
- Heads of treasury, balance sheet and asset–liability management
- Heads of market risk, finance and chief financial officers
- Basel III project managers, compliance and internal audit
- Regulators, credit analysts and liquidity specialists
Programme agenda
Built for the decisions no textbook prepares you for
I.The ICAAP/ILAAP mandate
- Why the BCBS introduced ICLAAP disclosures
- The structure of ICAAP and ILAAP requirements
- Major challenges for the sector and for individual banks
II.Capital: the ICAAP
- A practical understanding of the ICAAP
- Basel III guidelines on capital allocation
- How the ICAAP fits within wider risk and capital management
- Benefits beyond regulatory compliance
III.Liquidity: the ILAAP
- Implementing ILAAP requirements and reporting
- LCR and NSFR requirements
- The LCR–NSFR interaction and what it means for risk management
IV.Stress testing and harmonisation
- Techniques of stress testing, quantitative and qualitative
- Stress testing and the contingency funding plan
- Monitoring stress within liquidity risk
- ICAAP + ILAAP = ICLAAP: harmonisation in practice
Frequently asked
What is the difference between ICAAP and ILAAP, and why treat them together?
The ICAAP is the bank’s internal capital adequacy assessment; the ILAAP its liquidity counterpart. Most banks run them as two parallel paper exercises — precisely what the Basel Committee set out to end. This masterclass covers both processes end to end and their harmonisation into a single ICLAAP that regulators recognise.
Does the course cover LCR and NSFR requirements?
Yes. The ILAAP module works the LCR and NSFR requirements and their internal interaction for better risk management, alongside liquidity stress testing tied to a contingency funding plan — covering both the quantitative and qualitative elements of allocating capital under Basel III guidelines.
Will I be able to identify gaps in my own bank’s processes?
That is a stated aim. The programme gives you the structure of the ICAAP and ILAAP requirements, the major challenges facing the sector and individual banks, and the means to diagnose gaps in your own organisation quickly — across objectives, roles, responsibilities, technical aspects and reporting design.
Can the masterclass run in-house for our ICAAP/ILAAP teams?
Yes. An in-house edition is tailored to your institution’s processes and supervisory dialogue, delivered in English or French. Sessions run on a rolling calendar, with dates confirmed on request; 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 № 01 · Africa
The training programme that became national regulation
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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.