Enterprise Risk Frameworks, ICAAP/ILAAP & Supervisory Stress Testing Masterclass
Most banks do not fail because they lack ERM, ICAAP, ILAAP or stress-testing documents — they fail because those frameworks are not clearly linked to risk appetite, capital allocation, liquidity actions, credit decisions and board escalation.
Format
Classroom
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Most banks now have ERM, risk appetite, ICAAP, ILAAP and stress-testing frameworks. The harder question — the one supervisors, boards and auditors increasingly ask — is whether those frameworks are integrated, challenged and evidence-backed enough to defend real management decisions. This masterclass moves risk architecture from documentation to decision. Day 1 works enterprise risk governance and board accountability, risk appetite design with limits, triggers and escalation, ICAAP and capital planning under baseline and stress, and credit-risk governance from concentration to IFRS 9 early warning. Day 2 turns to liquidity adequacy — ILAAP, LCR and NSFR linkage, contingency funding and ALCO oversight — then supervisory, enterprise-wide and reverse stress testing, climate and emerging-risk integration, and the supervisory evidence layer: challenge records, decision logs, escalation trails and board reporting that prove frameworks change capital, liquidity and credit decisions. Designed for cross-functional delegations from Risk, Finance, Treasury, Credit, Internal Audit and Compliance.
What you will do
Who attends
- Chief risk and financial officers; treasurers; heads of enterprise risk, risk appetite and risk strategy
- Heads of ICAAP, capital planning, ILAAP, liquidity risk, treasury and ALM
- Heads of credit, market and operational risk, stress testing and regulatory reporting
- Heads of internal audit and compliance; board risk committee secretariats
- Risk, treasury, credit portfolio, stress-testing, finance, model-validation and climate-risk managers and analysts
- From commercial, retail, corporate and development banks, central banks and supervisory authorities, financial groups and non-bank financial institutions with prudential obligations
Programme agenda
Built for the decisions no textbook prepares you for
I.Enterprise risk governance & board accountability
- ERM framework design, three lines of defence, and board and executive risk governance
- Evidence of challenge, escalation and ownership — the framework weaknesses supervisors and auditors challenge most
- Moving from policy existence to framework effectiveness
II.Risk appetite framework design & executive reporting
- Risk Appetite Statement structure; linking appetite to strategy and business planning
- KRIs, limits, triggers and thresholds; breaches, escalation and board-level dashboards
- Translating risk appetite into capital, liquidity, credit, market and operational-risk decisions
III.ICAAP & capital adequacy frameworks
- ICAAP architecture and governance; material risk inventory and internal capital assessment; Pillar 1 and Pillar 2 alignment
- Capital planning under baseline and stress; RWA discipline and capital efficiency
- Management actions, capital contingency planning, and board approval, challenge and documentation
IV.Credit risk governance, concentration & NPL early warning
- Credit portfolio governance, early warning indicators, and stage migration and deterioration monitoring
- Sector, single-name and group concentration; collateral risk; credit stress testing
- IFRS 9 linkage, provisioning governance, and board and executive credit-risk reporting
V.ILAAP & liquidity adequacy frameworks
- Liquidity adequacy framework design; LCR and NSFR linkage; funding concentration and currency liquidity risk
- Liquidity stress scenarios, contingency funding planning, and intraday and short-term liquidity where relevant
- ALCO oversight, liquidity management actions, and reporting to senior management and the board
VI.Supervisory stress testing & scenario governance
- Enterprise-wide solvency and liquidity stress testing — and reverse stress testing
- Severe-but-plausible scenario design and calibration across macroeconomic, credit, market, liquidity and operational risk
- Assumptions and model governance, documentation, and linking stress outcomes to risk appetite and management action
VII.Climate, emerging risk & operational resilience integration
- Emerging risks in ERM, ICAAP and ILAAP; climate-related financial risk, physical and transition considerations, and climate scenario analysis
- Operational resilience, outsourcing and third-party risk, and cyber and technology risk governance
- Emerging digital-finance risks and board-level emerging-risk reporting
VIII.Supervisory evidence, regulatory defensibility & board reporting
- What makes a framework supervisory-ready: evidence of governance challenge, management action and board ownership
- Framework documentation standards, regulatory evidence packs, decision logs and escalation trails
- Closing the gap between framework design and real decision-making — internal audit and compliance review points
Frequently asked
How is this different from a standard ICAAP course?
The focus is integration, not documentation. Most banks already have ERM, risk appetite, ICAAP, ILAAP and stress-testing frameworks; the harder question supervisors now ask is whether they are integrated, challenged and evidence-backed enough to defend real decisions. The programme works that whole architecture as one — including the supervisory evidence layer of challenge records, decision logs and escalation trails.
Does it cover liquidity as well as capital?
Yes. Day 1 works enterprise risk governance, risk appetite design, ICAAP and capital planning, and credit-risk governance through to IFRS 9 early warning. Day 2 turns to liquidity adequacy — ILAAP, LCR and NSFR linkage, liquidity stress testing, contingency funding and ALCO oversight — before supervisory, enterprise-wide and reverse stress testing and climate and emerging-risk integration.
Who should attend?
Cross-functional delegations from Risk, Finance, Treasury, Credit, Internal Audit and Compliance gain the most: chief risk and financial officers, treasurers, heads of enterprise risk, ICAAP, capital planning, ILAAP and liquidity risk, stress-testing and regulatory-reporting leads, and board risk committee secretariats. The programme also suits central banks and supervisory authorities that review these frameworks.
Can it be delivered in-house?
Yes. An in-house edition can be tailored to your institution’s own risk taxonomy, ICAAP and ILAAP documents, stress-testing methodology and board reporting, in English or French — every BIZENIUS programme is available in both. Public cohorts follow a rolling calendar with dates confirmed on request; fees and quotations are available 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
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