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Practical techniques to tailor macroeconomic scenarios and conduct proportionate but robust stress testing for ICAAP and ILAAP.
This four-part, focused workshop provides practical guidance on developing and executing robust stress testing frameworks that meet the evolving expectations of the Prudential Regulation Authority (PRA) and the Bank of England (BoE). Designed for small and medium-sized banks, the workshop equips participants with the tools to design, tailor, and implement stress tests that are both severe yet plausible and directly linked to their business models and risk profiles.
Across a series of interactive modules, participants will explore:
The workshop aims to directly address common challenges observed in regulatory feedback, such as misaligned scenarios, weak transmission to internal portfolios, insufficient impact analysis, and evidence of review and challenge. Participants will take away the knowledge to develop a structured approach to stress tests that inform decision-making, capital and liquidity planning, and risk appetite setting, which can feed directly into ICAAPs and ILAAPs.
By the end of this workshop, participants will be able to:
This course will support participants in embedding stress testing as a central component of their institution’s risk management, capital and liquidity planning, and strategic resilience.
Whether you are seeking to upskill your team, enhance productivity or foster a culture of continuous learning, we can deliver customised training programmes designed to meet your specific needs. If you have an enquiry, you can complete the in-house form and our training team will be in touch with next steps.
Module one: Understanding the PRA and BoE stress frameworks
Pain point addressed: Misalignment with regulatory intent; stress test not severe and/or plausible.
Module two: From Macro to Micro - translating capital stress test (incl. ICAAP scenario variable paths) Scenarios
Pain point addressed: Lack of clarity on adapting external scenarios to internal portfolios.
Module three: Building the stress testing toolkit for impact analysis
Pain point addressed: Inadequate or overly complex impact modelling capacity.
Module four: Practical execution - governance and documentation
Pain point addressed: Poor quality submissions and ineffective governance.
CEO, Katalysys
Alvin has over 20 years of experience in developing and delivering risk management solutions to banks and financial entities. Before co-founding Katal...
Alvin has over 20 years of experience in developing and delivering risk management solutions to banks and financial entities. Before co-founding Katalysys, he was a project manager for HSBC’s global financial transformation programme. Alvin’s regulatory specialism and expertise covers prudential risk management and regulatory reporting for small- and medium-sized banks, in particular UK-based subsidiaries of international banks.
CGO, Katalysys
Anindya has c. 15 years’ experience in financial services. He is a former PRA regulator and Bank of England auditor, where he worked with a number of ...
Anindya has c. 15 years’ experience in financial services. He is a former PRA regulator and Bank of England auditor, where he worked with a number of international banking subsidiaries and payment firms. He also led the Prudential Risk Advisory team at Forvis Mazars, where he oversaw several internal audits and was the external auditor for several banks whilst at PwC.
Managing Director – Risk Management & Regulatory Consulting, Katalysys Ltd
Josh has over 10 years of experience in finance and treasury functions in financial institutions. He has delivered various strategic programmes for ba...
Josh has over 10 years of experience in finance and treasury functions in financial institutions. He has delivered various strategic programmes for banks, with responsibilities
including: cash, HQLA, and currency management; liquidity and funding management; interest rate risk management; financial analysis and modelling; and, financial reporting and control activities. He has previously worked at Wyelands Bank, Barclays, and Morgan Stanley. Josh’s specialism and expertise cover both capital and liquidity risk management.
Vice President – Risk & Regulatory Consulting, Katalysys Ltd
Ravi has specialised in internal capital and liquidity adequacy assessment process (ICAAP and ILAAP) and Recovery Planning for UK-based banks over 7 y...
Ravi has specialised in internal capital and liquidity adequacy assessment process (ICAAP and ILAAP) and Recovery Planning for UK-based banks over 7 years. He has designed the capital and liquidity stress testing for a number of small- and medium-sized banks. He is a qualified accountant (ACCA) and has a Bachelor’s degree in Accounting and Finance from Nottingham Trent University.
Risk professionals of small and medium-sized banks, specifically those that are involved with stress testing as a part of ICAAP and ILAAP processes.
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