ICAAP, ILAAP & Stress Testing Under Basel III: Practical Implementation and Regulatory Review Masterclass
ICAAP, ILAAP and stress testing built to withstand supervisory review — governance, risk appetite, reporting standards and the submission errors that draw regulatory findings.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Supervisors no longer accept ICAAP and ILAAP documents as compliance artefacts — they expect demonstrated capital adequacy, liquidity resilience and forward-looking risk management, with these processes treated as pillars of the Basel III framework. This programme prepares institutions for that scrutiny. It combines regulatory guidance, industry practice, implementation strategy and real-world case studies: governance and risk appetite, measuring capital and liquidity risk across time horizons, stress test design including reverse stress testing, and drafting submissions to the central bank’s format and content standards. The cohort works through the common reporting errors that trigger findings, and how to integrate ICAAP and ILAAP into the enterprise risk management framework ahead of supervisory reviews, internal audits and examinations.
What you will do
Who attends
- CEOs, CFOs and COOs aligning strategy with regulatory requirements
- Chief Risk Officers, risk managers and treasury managers
- Compliance officers and regulatory reporting teams
- Finance, treasury and internal audit teams
- Board members and directors overseeing governance and risk appetite
Programme agenda
Built for the decisions no textbook prepares you for
I.Framework and expectations
- Core principles and objectives of ICAAP and ILAAP
- The Basel III regulatory framework and supervisory expectations
- The central bank’s guidelines on liquidity and capital adequacy
II.Governance and risk appetite
- A governance framework for effective oversight
- Defining a robust liquidity risk appetite
- Capital adequacy strategies that meet ICAAP requirements
III.Stress testing
- Scenario design for liquidity and capital resilience
- Reverse stress testing techniques
- Integrating capital and liquidity stress testing
IV.Reporting and integration
- Drafting reports to the central bank’s format and content standards
- Common reporting errors and how to avoid regulatory non-compliance
- Integrating ICAAP and ILAAP into enterprise risk management
- Preparing for supervisory reviews, internal audits and examinations
Frequently asked
How does this masterclass go beyond ICAAP and ILAAP theory?
It combines regulatory guidance, industry practice, implementation strategy and real-world case studies. Participants draft submissions to the central bank’s format and content standards, work through the common reporting errors that trigger findings, and prepare for supervisory reviews, internal audits and examinations — treating both processes as pillars of the Basel III framework rather than compliance artefacts.
Does the programme cover reverse stress testing?
Yes. The stress-testing module covers scenario design for liquidity and capital resilience, reverse stress testing techniques, and the integration of capital and liquidity stress testing under adverse conditions — alongside governance, risk appetite and the measurement of capital and liquidity risks across time horizons.
Who should attend, and how are sessions organised?
The masterclass serves CEOs, CFOs and COOs, Chief Risk Officers, treasury and compliance teams, regulatory reporting, finance and internal audit staff, and board members overseeing governance and risk appetite. Delivery is in English and French on a rolling calendar, dates on request; fees and quotations are provided on enquiry, and an in-house edition tailored to your institution is available.
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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.
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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.
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One request — the full agenda, the faculty and the next cohort dates, sent personally by the admissions team.