ICAAP Masterclass: Preparing, Regulatory Review & Deployment
The ICAAP built step by step through case studies — framework, report structure, stress and reverse stress testing, and the SREP link supervisors probe.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Since Basel II put economic capital on every supervisor’s agenda, banks have struggled with the same question: how internal capital requirements relate to regulatory ones, and how to show the difference is managed. This masterclass grounds participants in the most important concepts of economic capital — and where and why they diverge from regulatory capital. Case studies simulate, step by step, how a bank produces an ICAAP framework, giving the cohort in-depth knowledge of the approaches to risk and capital management and their presentation in the ICAAP report. The differences between smaller and larger banks’ frameworks are drawn out explicitly, along with the SREP link and supervisory expectations.
What you will do
Who attends
- Risk, treasury and ALM teams
- CFOs, CROs, finance and accounts teams
- Internal audit, compliance and reporting teams
- Basel III and ICAAP/ILAAP programme leads
- Central bankers and regulators
Programme agenda
Built for the decisions no textbook prepares you for
I.Economic and regulatory capital
- Economic capital concepts since Basel II
- How and why economic and regulatory capital differ
- Capital adequacy in the wider risk framework
II.Components of the ICAAP
- Business model and strategy
- Risk governance and management framework
- Risk appetite framework — summary and objectives
- Risk data, aggregation and IT systems
III.Stress testing and scenario analysis
- The role of stress tests in capital planning
- Internal capital requirements stress testing
- Reverse stress testing
- Making effective use of scenario analysis outputs
IV.Reporting and supervisory review
- ICAAP report structure
- The link to the SREP
- Supervisory expectations and how to respond
- Smaller versus larger banks’ frameworks
Frequently asked
How is this ICAAP masterclass taught?
Through case studies that simulate, step by step, how a bank produces an ICAAP framework — from risk identification through report structure to the supervisory review. The differences between smaller and larger banks’ frameworks are drawn out explicitly, so participants can calibrate the approach to their own institution.
Does the course cover the link between the ICAAP and the SREP?
Yes. The cohort works through the SREP link and supervisory expectations, the structure of the ICAAP report — business model and strategy, risk governance, risk data, aggregation and IT systems — plus internal capital stress testing, reverse stress testing and the distinction between economic and regulatory capital.
Who should attend, and is the programme available in French?
It is built for risk, treasury and ALM teams, CFOs, CROs, finance and accounts teams, internal audit, compliance and reporting teams, Basel III and ICAAP/ILAAP programme leads, and central bankers and regulators. BIZENIUS delivers in English and French, with in-house editions tailored on request; sessions run on a rolling calendar and fees are provided on enquiry.
Who teaches this
Practitioners, not presenters.
Led by practitioners who hold, or have held, the seats this programme prepares you for: group treasurers and heads of asset–liability management, chief risk officers, heads of credit and capital management, and former central-bank supervisors who examined the very frameworks they now teach. Between cohorts the same people advise banks on those frameworks, so what you learn is what is being defended in front of boards and regulators today.
What the bench brings
- Basel capital frameworks from Pillar 1 to Pillar 3
- ICAAP and ILAAP construction and supervisory review
- Stress-testing methodologies and capital planning
- Liquidity ratios and leverage under Basel III/IV
- Market and counterparty credit risk measurement
- Recovery planning and regulator engagement
Where they have practised
Current and former practitioners — people who hold the seat today alongside those who have held it.
Sectors: Banking & financial services · Professional services · Insurance · Central banking & supervision
Regions: Africa · the Middle East · Europe · Asia · the Americas
How they teach
- Live case studies from real institutions
- Modelling labs and balance-sheet simulations
- Regulator-style challenge sessions
- Group problem-solving on realistic institutional cases
- Knowledge checks and a personal action plan
Cohorts are kept small so every exercise is worked on the participants’ own situations — in person or live virtual.
The faculty profile for your cohort is sent with the full agenda and the next dates when you enquire.Request brochure →
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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 № 04 · Africa
Capital frameworks built to run the bank, not to satisfy a filing
Most frameworks are written to satisfy the regulator. We build the kind that run the bank.
Open the dossier →
The Capability Arc™
Fix it · Advisory
ICAAP & Capital Planning
Embed the framework into your governance — examination-ready.
Automate it · Smart IT
BIZENIUS Accord
The licensed platform — 20+ engines, Basel I to 3.1, on your own servers.
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.