Strengthening Banking Stability & Resilience: ICAAP and Advanced Stress Testing Masterclass
ICAAP and stress testing to central bank standard — scenario design from baseline to severe, defensible documentation and the annual report cycle.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
An ICAAP produced to satisfy a filing deadline fails both the regulator and the bank. This masterclass builds the capability behind the document: the central bank’s requirements for ICAAP and stress testing, scenario design from baseline to severe, and the capital planning that keeps buffers adequate under stress. Documentation and reporting run as a discipline in their own right — assessments recorded in a compliant, transparent manner, and the annual ICAAP report prepared to the central bank’s 90-day post-year-end deadline. Hands-on case studies simulate stress tests and capital adequacy assessments, tailored to your national banking sector, and the cohort leaves ready to face a regulatory audit with confidence.
What you will do
Who attends
- Heads of risk, treasury and capital management
- ALM, credit risk and finance professionals
- ALCO members, corporate treasurers and dealers
- Bank supervisors, financial controllers and auditors
Programme agenda
Built for the decisions no textbook prepares you for
I.The ICAAP mandate
- Central bank requirements for ICAAP and stress testing
- Updated reporting and documentation standards
- Regulatory expectations and the supervisory relationship
II.Stress testing methodology
- Designing scenarios from baseline to severe
- Assessing resilience to financial shocks
- Hands-on simulation of stress tests
III.Capital planning under stress
- Maintaining adequate capital buffers
- Capital adequacy assessment in practice
- Anticipating and mitigating downturn risk
IV.Documentation and the annual cycle
- Compliant, transparent ICAAP documentation
- Preparing the annual ICAAP report to the 90-day deadline
- Standing ready for regulatory audit
Frequently asked
Who should attend this ICAAP and stress testing masterclass?
It is designed for heads of risk, treasury and capital management, ALM, credit risk and finance professionals, ALCO members, corporate treasurers and dealers, as well as bank supervisors, financial controllers and auditors who own or review the ICAAP.
How does the programme treat the annual ICAAP report?
Documentation and reporting run as a discipline in their own right: assessments recorded in a compliant, transparent manner, and the annual ICAAP report prepared to the central bank’s 90-day post-year-end deadline. The aim is a bank that faces a regulatory audit with confidence rather than a document produced to satisfy a filing date.
Are the case studies relevant to my national banking sector?
Yes — the hands-on case studies simulate stress tests and capital adequacy assessments tailored to your national banking sector, with scenario design running from baseline to severe. BIZENIUS delivers the masterclass in English and French, with in-house editions tailored to your institution; sessions run on a rolling calendar with dates confirmed on request, and fees are quoted on enquiry.
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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
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.
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.