ICAAP/ILAAP Models, ALM & Interest Rate Simulations Masterclass
ICAAP and ILAAP modelling with live interest-rate simulations — gap analysis, earnings at risk, behavioural modelling and balance-sheet optimisation with ALCO decisions tested in real time.
Format
Classroom · Live Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
The banking failures of 2023 followed a familiar script: risk taken without the modelling to see it. This advanced workshop was designed against exactly those conditions. It focuses on modelling with interest rate simulations, interest rate mismatch and liquidity risk for internal capital adequacy assessment — starting from a balance sheet model, moving through gap analysis, earnings at risk, stress testing, scenario planning and policy making, and on to the structured analysis required for ICAAP/ILAAP submissions, reporting and recommendations. Live simulations let senior ALCO, treasury and risk members watch the impact of their decisions in real time, with strategies reviewed as they play out. The cohort leaves able to optimise the balance sheet and sharpen ALM strategy against a changing regulatory environment.
What you will do
Who attends
- C-suite members — CFO, COO, CRO, CIA
- Heads of risk, capital management and treasury
- ALCO members and ALM professionals
- Basel programme, compliance and internal audit leads
- Finance professionals, financial controllers and bank supervisors
Programme agenda
Built for the decisions no textbook prepares you for
I.The ALM foundation
- The ALM regulatory environment
- Organising the ALM function efficiently
- Key risks faced in ALM
II.Tools and models
- The balance sheet model as starting point
- Gap analysis and earnings at risk
- IRR metrics, scenarios and behavioural modelling
III.ICAAP/ILAAP modelling
- Interest rate simulations for capital adequacy assessment
- The capital charge basis for interest rate mismatch risk
- Stress testing, scenario planning and policy making
- Structured analysis for submissions, reporting and recommendations
IV.Live simulation
- ALCO decision-making in real time
- Tracking capital adequacy, liquidity and P&L
- Strategy review: treasury paper versus commercial assets, extending gaps
Frequently asked
Do these programmes cover the Basel III final reforms and the ICAAP/ILAAP cycle?
Yes. The BIZENIUS banking curriculum is built around the Basel III endgame, ICAAP, ILAAP, IRRBB, IFRS 9 provisioning, stress testing and BCBS 239. Participants leave able to quantify the output floor on their own portfolios, write capital and liquidity documents that withstand supervisory review, and defend the numbers to their board.
Are the programmes adapted to regional supervisors such as SAMA, CBUAE or BCEAO?
Casework is built around supervisory documents rather than textbook theory, and faculty include former practitioners who have sat on both sides of an examination. Programmes address the questions SAMA, CBUAE, BCEAO and other home regulators actually put to the desk, and an in-house edition can be tailored to a single jurisdiction.
How do I secure a seat on a banking programme?
Apply for a seat or request the brochure from the programme page. A senior practitioner — not a sales team — responds within one business day, and the brochure arrives with that reply. BIZENIUS runs on enquiry: there is no online checkout.
Can a programme run in-house for our bank?
Every BIZENIUS programme can be delivered in-house, tailored to your balance sheet, your regulator and your data, in English or French. Many institutions start with an open cohort, then commission a private edition for the wider team.
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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
What the team mastered, the regulator wrote into the rulebook.
Open the dossier →
The Capability Arc™
Fix it · Advisory
Liquidity & ILAAP
An ILAAP the treasury runs and the supervisor accepts.
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.