ICLAAP Framework, Stress Testing & Liquidity Risk Management Masterclass
ICAAP and ILAAP run as one discipline — structure, gap identification, stress testing and the LCR/NSFR mechanics, with the reporting design supervisors actually expect to see.
Format
Classroom · Live Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Most banks run the ICAAP and ILAAP as two annual documents rather than one capital-and-liquidity discipline — and supervisors can tell. This masterclass covers the structure of ICAAP and ILAAP requirements end to end: objectives, roles and responsibilities, technical components, reporting design and what regulators expect to see. Participants learn to separate the must-have from the nice-to-have and the can-wait, and to identify gaps in their own organisation quickly. The cohort works through Basel III capital allocation, LCR and NSFR requirements and their internal interaction, stress-testing technique, the contingency funding plan, and the harmonisation of both processes into a single ICLAAP.
What you will do
Who attends
- Chief Risk Officers and heads of liquidity, market and treasury risk
- Heads of ALM and balance-sheet management
- CFOs, finance, accounting and reporting teams
- Internal audit, compliance and Basel III programme managers
- Regulators and business heads
Programme agenda
Built for the decisions no textbook prepares you for
I.The ICAAP
- Structure and objectives of ICAAP requirements
- Basel III guidelines and capital allocation
- Benefits of the ICAAP beyond regulatory compliance
- Sector-wide and bank-specific challenges
II.The ILAAP, LCR and NSFR
- Implementing ILAAP requirements and reporting
- LCR — Liquidity Coverage Ratio requirements
- NSFR — Net Stable Funding Ratio requirements
- LCR/NSFR internal interaction for better risk management
III.Stress testing
- Techniques of capital and liquidity stress testing
- Quantitative and qualitative elements of a credible test
- Stress testing and the contingency funding plan
- Monitoring stress testing within liquidity risk
IV.Harmonisation — ICLAAP
- ICAAP + ILAAP: one process, one governance
- Roles, responsibilities and reporting design
- What regulators expect to see
- Identifying gaps in your own organisation
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.