Advanced ICAAP, Stress Testing & Capital Planning Masterclass
Regulators no longer accept an ICAAP that lives in a binder — capital adequacy is proven in the decisions it drives, not the documents it fills.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Supervisors want to see the ICAAP integrated with governance, decision-making, stress testing and risk management — and the documentation to prove it. This advanced masterclass, led by senior practitioners and industry experts, examines the latest tools, techniques and practices in economic capital allocation within a financial institution, then demonstrates how best to execute the ICAAP against those supervisory outcomes. Sessions span the key components of the ICAAP and evolving banking regulation — risk governance and appetite, capital adequacy, enterprise stress testing, capital allocation and planning, the use test and reporting — and stress testing under Pillars 2 and 3, the liquidity stress test and alignment with Basel III.
What you will do
Who attends
- Risk managers and heads of risk management
- CFOs, treasury, finance and accounting teams
- Credit risk, market risk and Basel teams
- Managers tasked with implementing the ICAAP
- Central bankers, bank regulators and business heads
Programme agenda
Built for the decisions no textbook prepares you for
I.ICAAP and evolving banking regulation
- Risk governance, including risk appetite
- Capital adequacy and capital allocation and planning
- Enterprise stress testing and the use test
- The reporting process
II.Economic capital
- Latest tools, techniques and practices in allocation
- Calculating economic capital for credit, market and operational risks
- Strategic use of economic capital
- Economic versus regulatory capital requirements
III.Stress testing in the new regulatory landscape
- Pillar 2 and Pillar 3 requirements of the Basel Accord
- Best practices in stress testing
- The liquidity stress test
- Business sustainability and alignment with Basel III
IV.Execution and documentation
- Step-by-step procedures for conducting stress tests
- Documentation preparation and retention
- Practical problems in creating an ICAAP or ICARA — and how to overcome them
Frequently asked
How advanced is this ICAAP masterclass?
It is pitched at practitioners already working with the ICAAP: risk managers and heads of risk, CFOs and treasury teams, credit-risk, market-risk and Basel teams, managers tasked with implementing the ICAAP, and central bankers and regulators. Rather than introducing the framework, it examines the latest tools and practices in economic capital allocation and how to execute the ICAAP against supervisory expectations.
Does the masterclass cover liquidity stress testing as well as capital?
Yes. Stress testing is treated end to end: step-by-step procedures for conducting capital stress tests, the quantitative and qualitative elements that make a test credible, Pillar 2 and Pillar 3 requirements of the Basel Accord, the liquidity stress test and alignment with Basel III — carried through capital planning, risk appetite and the use test.
Is the programme relevant if we prepare an ICARA rather than an ICAAP?
Yes. A dedicated strand addresses the practical problems in creating an ICAAP or ICARA and how to overcome them, alongside documentation structured to meet internal and regulator requirements — including preparation and retention. The disciplines taught — governance, stress testing, capital allocation and the use test — carry across both regimes.
Can it be delivered in-house, and how are fees arranged?
Yes. Like every BIZENIUS programme, the masterclass is available in-house and tailored to the institution — your capital framework, your stress-testing methodology and the documentation your supervisor expects. It is delivered in English and French. Fees are quoted on enquiry, with dates available on request from a rolling calendar.
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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.
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The Capability Arc™
Fix it · Advisory
Stress Testing & Scenario Governance
Scenarios, models and governance that survive review.
Automate it · Smart IT
Stress Testing & Scenario Engine
Run the scenarios on an engine, not a spreadsheet.
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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Take the brochure with you.
One request — the full agenda, the faculty and the next cohort dates, sent personally by the admissions team.