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ICLAAP = ICAAP + ILAAP and-Stress Testing (Capital & Liquidity) Certification Training

Internal Capital and Liquidity Adequacy Assessment Process Training.

Enroll now and enhance your competence and knowledge.

This course is designed to prepare and review an institution's:



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Testimonials

Harish Nair
Senior VP-DBS Bank
I attended the Comprehensive Basel training session. It was an excellent course blended with theory and practical methodology of computations of RWA. The best part is a readymade calculator that helps do all the complex analyses from the website by simply inputting data. I enjoyed the complex calculations, which were made simpler by the software.
NGUYEN THAI SON
Finance Director-Wetaus Vietnam
This is a necessary/highly recommended course for any one who want to get knowledge of Basel II/ III/ IV.
Emmanuel Ngabo
Senior Associate-PwC Zambia
The presenter not assuming we all had basis knowledge. He took his time to explain to ensure even those without prior knowledge understood. This was very helpful.
Simon Jackson
Senior Prudential Risk Manager-Coventry Building Society
The course was good. The access to automatic calculators for the IRB approach were very useful tools for practice. Would also like to join next training on Credit risk modelling for IFRS 9.


  • ICAAP - Internal Capital Adequacy Assessment Process.
  • ILAAP - Internal Liquidity Adequacy Assessment Process.
  • ICAAP + ILAAP =ICLAAP - Harmonization.

    Benefits of Attendance:

  • Participant will achieve an understanding of ICAAP, Capital Management, Liquidity Risk and Treasury Risk Management. as well as proven approach to construct an ILAAP

Details

    1. THE ORIGINS OF ICLAAP:

  • The essence of risk management
  • Regulatory sources - The Basel papers
  • From Basel I to Basel IV and beyond
  • The perimeter of regulatory texts
  • National flavors
  • The principles
  • The pillars, the approaches
  • Governance and internal controls

    • 2. MARKET, CREDIT AND OPERATIONAL RISKS: COVERAGE AND NON-COVERAGE:

  • Banking book and trading book
  • The Fundamental Review of the Trading Book (FRTB)
  • Interest Rate risk in the banking book
  • VaR/ES shortcomings: the normality assumption and others
  • Internal model approaches
  • Handling bubbles and black swans
  • Framework for credit risk; EAD-PD-LGD model
  • Credit risk mitigation
  • Credit/Debit Valuation Adjustment
  • Standard and IRB approaches
  • The principles for operational risk management
  • 3-line defense, 4-eye principle
  • The death of AMA
  • Processes, systems and controls
  • Loss distribution approach
  • Business process and data dependencies
  • Process-based risk management
  • Risk and controls self-assessment

    • 3. LIQUIDITY RISK REGULATION:

  • Regulatory capital: recapitulation
  • Tier 1 and tier 2 capitals
  • Capital and liquidity
  • Introduction of global minimum liquidity standards
  • Prerequisites: data logistics
  • The liquidity ratios: rationale, calculation, interpretation
  • Monitoring tools
  • The counter-cyclical capital buffer
  • Interaction with Pillar 1 and 2

    • 4. MODEL VALIDATION:

  • What is modelling
  • Best practices in financial modelling
  • General issues with financial models
  • What can/will go wrong
  • Deterministic vs. stochastic and other models
  • The model approval process

    • 5. ASSET-LIABILITY MANAGEMENT ISSUES:

  • Modelling interest rates
  • Types of interest rate risks
  • Yield curve, bootstrapping
  • Duration and convexity
  • Sensitivity parameters
  • Simulation methodologies
  • Fund Transfer Pricing (FTP)
  • IFRS 9 and its consequences
  • Hedging interest rate risk in the banking book

    • 6. THE ICLAAP PROCESSAND OTHER ISSUES:

  • Regulatory vs. economic capital
  • Inventory of risks
  • Forecasting systems
  • From data to intelligence
  • Principles and application
  • Other risks: reputation, models etc.
  • Risk-based governance
  • Securitization and non-standard derivatives
  • Home-host regulation

    • 7. CONSULTATIONS IN PROGRESS AND THE WAY FORWARD:

    (According to the audience's wishes)
  • Examination and discussions on the current consultations. Discussion: what may come next.

    • 8. CASE STUDY:

  • Mini-case-studies and group discussions will be performed each day.

  • Certification Exam






    • About The Trainer

      A 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.

    Frequently Asked Questions

    ICLAAP Certification
    1. Can I pay the course fee in instalments?
    Yes, you will be able to pay the course fees in instalments. Reach out to info@meritglobaltraining.com to see the options available to you.
    2. Is there an exam for certification?
    Yes, there will be an assessment of 20 questions based on the training topics at the end of the course, you will have to score 75% to pass.
    3. How many attempts do I have to pass the exam?
    You will get 3 attempts.
    4. I may miss out on attending a few live sessions. Is that ok?
    Sure, you can watch the recordings of the sessions you cannot attend and get back to us if you have any doubts to clear.
    5. Are there any corporate or group discounts?
    Group discounts are available to groups of more than three candidates. You can get up to 20% discount depending on the number of participants.
    6. Can I switch my start date?
    Yes, if you notify at least 24 hours in advance before the 1st class of the training and there is an availability in a different batch then you will be able to switch your start date.
    7. Can I cancel my enrolment? Will I get a refund?
    Our courses are designed to provide high quality learning and outcomes that exceed expectations. If for some reason your expectations are not met. You will be given a refund in accordance with our 100% satisfaction policy.
    8. What happens once I make the payment and complete registration for live training?
    You will receive meeting login for Zoom live classes and training materials.

    Request a Quote

    Feel free to request a quote for corporate in-house programs or our upcoming open events. Write to us at info@meritglobaltraining.com




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    Schedules

    Build skills with experts anytime, anywhere. Keep up to date with the latest trends in your industry. Explore all of our courses and pick your suitable ones to enroll and start learning!

    DATE
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    Date:Mar 8th-Mar 16th, 2025 On March 8, 9, 15 and 16. 4 hours a day. 16 hours in total.
    Time : 04:30 - 08:30
    Trainer : Fred Vacelet, MBA, FRM/PRM, CTM, IFQ
    Class : Online Live
    Timezone : America/New_York
    Price : USD 1998 1498 USD

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    More than 5 Participants ? Request for Corporate Training

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    Trainer : Senior Banking Risk Manager
    Class : Self Paced Online 16 hours of video lectures and other study materials. 90 days time to complete.
    Price : USD 799 699 USD

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    If you have any Queries about schedules Ask us here

    More than 5 Participants ? Request for Corporate Training

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    Have any questions? info@meritglobaltraining.com +971502056399/+919535268667/+18632501577
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