ICAAP, Stress Testing (Capital & Liquidity) & Economic Capital Masterclass
We provide platform for Public training, In-house, to all clients and individual who seek to learn and educate.
Course Overview
In today’s challenging financial environment, it has become critical for financial risk professionals to stay on top of new developments and best practices in risk management. Never has the role of the risk manager been as important as it is today.Economic Capital provides an examination of the latest tools, techniques and best practices surrounding economic capital allocation within a financial institution. Led by senior practitioners and industry experts from around the globe, the course explores wide-ranging, up-to-the-minute issues in a comprehensive and frank manner. This workshop will demonstrate how best to execute the ICAAP and what outcomes the regulator is looking for (i.e. demonstrating integration with governance, decision making process, stress testing, risk management as well as preparation and retention of documentation).
Module 1 – ICAAP and Evolving Banking Regulations’ explores the key components of ICAAP and its implementation, namely Risk Governance, including Risk Appetite, Capital Adequacy, Enterprise Stress Testing, Capital Allocation and Planning, Use Test and the Reporting Process
Module 2 – Stress Testing in the New Regulatory Landscape’ explores the key components of Stress Testing and its implementation, namely Pillars 2 and 3 Requirements of the Basel Accord, Best Practices in Stress Testing, Liquidity Stress Test, Business Sustainability and alignment with Basel III.
BENEFITS OF ATTENDING
- Gain a practical understanding of the ICAAP
- Understand how the ICAAP fits in with wider risk and capital management
- Learn about techniques of stress testing
- Learn to structure key documentation to meet internal and regulator requirements
- Gain insights into the benefits of producing an ICAAP, beyond regulatory compliance
- Strategic use of economical capital
- Examine the practical problems in creating an ICAAP/ICARA and how to overcome them
- Apply best practice and regulatory guidance for ICAAP
- Understand Basel III guidelines in relation to capital allocation
- Understand Both high-level and operational issues regarding the step-by-step procedures involved in conducting stress testing
- Understand Both the quantitative and qualitative elements that are essential in performing a stress test and allocating capital.
- Calculating economic capital for credit
- Market and operational risks
- Integrating stress-testing into the capital management processes
- The role of regulatory capital and relationship with Basel II capital requirements
WHO SHOULD ATTEND
This Practical and interactive course specifically designed for
- Risk managers
- Central bankers
- Bank regulators
- Managers tasked with implementing ICAAP
- Heads of risk management
- Chief financial officers
- Treasury
- Accountant
- Finance Team
- Credit Risk
- Market Risk
- BASEL Team
- Business Head
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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Trusted Clients
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.”
