ICAAP/ ILAAP Models, ALM, Interest Rate Simulations for ICAAP/ILAAP Masterclass
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Course Overview
The recent banking crises of 2023 have caused a lot of concern and anxiety for people around the world. One of the most common causes of banking crises is excessive risk-taking by financial institutions. This can occur when banks engage in risky lending practices or investments without adequate risk management measures in place.
We have designed the program keeping in mind the current banking challenges. This advanced ICAAP modules workshop focuses on issues related to modelling using Interest Rate simulations, Interest Rate Mismatch and Liquidity Risk for Internal Capital Adequacy Assessment. Starting with a balance sheet model, we quickly introduce tools and traditional models including gap analysis and earnings at risk, stress testing, scenario planning, policy making and simulations, followed by structured analysis required for ICLAAP submissions, reporting and recommendations. This masterclass is designed to help participants learn how to optimize your balance sheet and implement and improve ALM strategies whilst focusing on the changing regulatory environment.
The idea behind the live simulations is to help senior members of the ALCO, Treasury and Risk teams realize the impact of their decisions and choices in real time. Strategies reviewed and discussed during the live simulation.
BENEFITS OF ATTENDING
- Knowledge of the ALM regulatory environment
- Learn how to organize your ALM function efficiently
- Learn key risks faced in ALM
- Implement an adaptable and flexible action plan for ALCO
- Learn how to integrate strategic ALM and optimize the balance sheet
- Extending Gaps in stable rate environments
- Asset choices between treasury paper and commercial assets
- Managing Capital Adequacy and Bank P&L
- Tracking Liquidity and P&L
- Learn how IRR metrics and scenarios impact on behavioural modelling and interest rate risk
- Implement best-practice capital management and capital adequacy assessment (ICAAP) and Recovery Plan processes
- Stress testing within ALM and balance sheet management
- Understand the capital charge calculation basis for capturing Interest Rate Mismatch Risk for ICAAP.
- Work with the primary tools required to measure and manage ALM risk profile of a financial institution
- Use scenario based methods, stress testing and simulations to highlight ALM and liquidity risk profile for ICAAP
- Develop assumptions for testing Maturity mismatch and liquidity risk for ICAAP
- Bringing it together, ALM, liquidity & interest rate models for ICAAP/ILAAP
- Ensuring an understanding of LCR and NSFR internal interaction for better management of risk
- Monitoring and managing Stress Testing within Liquidity Risk
- Case studies: Causes of Banking Crises 2023
WHO SHOULD ATTEND
- C-Suite Members (CFO, COO, CRO, CIA)
- Heads of Risk, Capital Management
- Treasury
- Credit Risk Team
- Heads of Internal Audit
- Heads of Compliance
- Basel Project Managers
- Business Heads
- Risk Management
- Operational Risk Management
- Accounting professionals
- ALM professionals
- Bank supervisors
- Finance professionals
- Financial Controllers
- ALCO Professionals
- Heads/Senior Professionals in Treasury
- BASEL team
IN-HOUSE
Our Tailored Learning Offering
Do you have five or more people interested in attending this course? Do you want to tailor it to meet your company’s exact requirements? If you’d like to do either of these, we can bring this course to your company’s office by offering our classroom program or LIVE Online. You could even save up to 50% on the cost of sending delegates to a public course and dramatically increase your ROI.
Top Quality
From the Boardroom to the front line, we can deliver engaging, multi-faceted learning programmes that will nurture the skills needed to fast-track development and enable teams to flourish.
Best Way
We combine the right blend of formal, informal, online and classroom techniques to increase your employees’ knowledge retention, drive collaboration, and create social learning communities.
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Amazing Experience
"We worked with BIZENIUS for our Fresh Graduates Program thru one of our clients. I must say that they are simply amazing. At each step of the sessions, Knowledge Transfer and Practical Learning were emphasized upon, with daily evaluations to verify learning. Happy to say that we are so happy that our partners chose BIZENIUS to deliver this critical session for us. Looking to work together in future."
Sustainable Relationship with BIZENIUS
“It is always a pleasure to work with BIZENIUS. We have been partnering with BIZENIUS since 2016 and we see improvements with each session. The courses are highly Interactive, and their lecturer’s makes it easy to understand the materials. We look forward to working with BIZENIUS on a variety of courses. We are happy with the way this relationship has evolved.”
Practical Approach, Hand on Learning.
“BIZENIUS organized NEBOSH Oil and Gas Certificate for us. The sessions in the preparatory training were well complimented with real life case studies and practical examples. We enjoyed the 5 days training session leading up to the examination. Everything was organized with meticulous details to ensure a great learning experience and success at the examination. Thank you.”
Relevant and Well Organized.
“The training was very well organized. The content was very relevant to my role. The interactive discussion was encouraged, and the trainer was also very knowledgeable of the subject matter. I would recommend this training to all who are involved at some stage of Risk, ICAAP or ILAAP.”
