ICAAP & ILAAP Masterclass: Capital & Liquidity Frameworks

Yes. The programme serves institutions building a first framework and those upgrading an existing one. Participants work hands-on with ready-to-use templates and real-world case studies rooted in Basel II/III guidelines, and leave with a clear roadmap to embed ICAAP and ILAAP in enterprise-wide risk management and strategic planning. It is deliberately tailored to emerging and developing markets.

The ILAAP build works through liquidity exposure read from cash flow mismatches and funding gaps, the calculation and interpretation of LCR, NSFR and survival horizons, and the design of a contingency funding plan aligned with business continuity. Stress testing then translates single-risk, combined and reverse scenarios into the liquidity buffers the framework must justify to the supervisor.

It is a two-day masterclass, delivered bilingually in English and French. Sessions run on a rolling calendar, with dates confirmed on request, and fees and quotations are shared on enquiry. The programme is also available in-house, tailored to your institution — often the right route when the ICAAP and ILAAP under construction are your own.

Chief Risk Officers, Chief Financial Officers and board or ALCO committee members; heads of risk, ALM and treasury; and Basel compliance, regulatory reporting and capital planning teams. Internal auditors, risk controllers and advisory professionals working with banks also attend, as does the senior management of development banks and microfinance institutions — the frameworks apply well beyond large commercial banks.