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 · Live 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
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 № 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.