ICAAP & ILAAP Masterclass: Capital & Liquidity Frameworks
A two-day working build of ICAAP and ILAAP frameworks under Basel II/III — templates, stress tests, funding plans and SREP-ready documentation for emerging-market institutions.
Format
Classroom · Live Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
An ICAAP written for the filing cabinet fails at its one job: convincing the supervisor the bank understands its own risks. This two-day masterclass guides banks and financial institutions through practical implementation of the Internal Capital Adequacy Assessment Process and the Internal Liquidity Adequacy Assessment Process — rooted in Basel II/III guidelines, tailored to emerging and developing markets, and delivered bilingually in English and French. Participants work hands-on with ready-to-use templates and real-world case studies covering risks beyond Pillar 1, internal stress testing, LCR, NSFR and survival horizons, contingency funding and supervisory engagement under SREP. Whether building a first framework or upgrading an existing one, the cohort leaves with a clear roadmap to embed ICAAP and ILAAP in enterprise-wide risk management and strategic planning.
What you will do
Who attends
- Chief Risk Officers, Chief Financial Officers and board or ALCO committee members
- Heads of risk, ALM and treasury
- Basel compliance, regulatory reporting and capital planning teams
- Internal auditors, risk controllers and advisory professionals working with banks
- Senior management of development banks and microfinance institutions
Programme agenda
Built for the decisions no textbook prepares you for
I.Foundations and governance
- ICAAP and ILAAP principles under the Basel framework
- Roles and responsibilities for governance, oversight and execution
- Supervisory expectations and engagement under SREP
II.Capital: the ICAAP build
- Risk inventory and materiality assessment beyond Pillar 1
- Quantifying capital requirements with simplified and internal models
- Forward-looking capital planning over a multi-year horizon
III.Liquidity: the ILAAP build
- Liquidity exposure through cash flow mismatches and funding gaps
- LCR, NSFR and survival horizons
- The contingency funding plan and business continuity
IV.Stress testing and documentation
- Single-risk, combined and reverse stress scenarios
- Translating results into capital and liquidity buffers
- Documentation for board and regulators; templates and case studies
- Integration with strategy and ALCO reporting
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.