The aim of the workshop is to provide sound practical guidance that will assist attendees in developing their Internal Capital Adequacy Assessment Process (ICAAP) to meet Basel 2 regulatory expectations as well as those of their board. Emphasis will be placed on selecting appropriate approaches to risk management and assessing capital requirements, which can achieve compliance with minimum expenditure.
The interactive nature of the workshop will give attendees the opportunity to review their own ICAAP and discuss the stage they have reached with their risk assessments, including stress testing, and raise any issues or concerns.
On completion, it is expected that attendees will be confident in moving forward with their plans for further development and ongoing maintenance of their ICAAP.
Topics Covered
- Meeting Pillar 2 fundamental requirements
- Internal governance guidelines
- ICAAP high level principles
- Understanding Pillar 2 from the regulator’s perspective and how it is likely to operate in practice
- Overview of Pillar 2 developments
- Pillar 2 and ARROW
- Practical approaches to risk management
- Risk register and risk assessment
- Internal controls and risk mitigation
- Risk management, assurance and oversight
- Risk modelling & stress testing
- Designing and documenting your ICAAP
- Considering a suitable approach
- Modelling and quantifying risks
- Reaching an overall individual capital assessment
- This workshop is designed to be undertaken at your bank’s premises focussing on your own ICAAP and particular business practice.