ICAAP, Stress Testing & Economic Capital Masterclass
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 Regulation's 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.
Enroll now and enhance your competence and knowledge.
- Gain a practical understanding of the ICAAP.
- Gain insights into the benefits of producing an ICAAP, beyond regulatory compliance.
- Integrating stress-testing into the capital management processes
- Calculating economic capital for credit.
Details
- 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.
- 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.
About The Trainer
- A FRM and PRM certified Financial Risk Management Consultant with an international expertise in Risk Management methodological frameworks. His experience spans some 25 years, advising banks, software houses and others on risk management. Holds various degrees, including from London Business School, with post-graduate studies at the Technische (then West)-Berlin and Keio (Japan) universities. A Qualified in Islamic Finance (IFQ), he is a published author on risk management and Basel Accords, and a regular speaker at conferences. The client list includes ABN Amro, Barclays, Lloyds TSB, CDC Paris, Credit Suisse, DePfa, Deutsche bank, National Bank of Egypt, IBM Consulting, Sungard, the UK Regulatory body (then FSA, now PRA/FCA), Reuters and numerous other institutions of various countries and sizes. In addition to that, he offers training courses and workshops with participants from various banks around the world.
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