ICAAP, Stress Testing (Capital & Liquidity) & Economic Capital Masterclass
ICAAP execution and economic capital in one masterclass — capital and liquidity stress testing, documentation regulators accept and capital allocated where it earns.
Format
Classroom · Live Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Regulators no longer accept an ICAAP that lives in a binder: they want to see integration with governance, decision-making, stress testing and risk management — and the documentation to prove it. This 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
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.