The Basel Committee published the “final chapter” of Basel III in December 2017, which means banks can proceed with fully informed capital planning accordingly – now is the time to review your Internal Capital Adequacy Assessment Process (ICAAP) to maximise process effectiveness and efficiency. This workshop will demonstrate practical steps needed to implement an efficient capital adequacy assessment process.
The ICAAP is a time-consuming and resource-intensive process, and one that is important to undertake efficiently and effectively. This workshop delves deep into best-practice principles and draws out the main pointers and processes necessary to ensure efficient ICAAP results, as well assist with delivering an optimised balance sheet management and capital planning strategy. It is appropriate to every banking institution, irrespective of size or business model.
The workshop is fully interactive and makes extensive use of case studies and real-world examples to demonstrate principles of effective ICAAP implementation. Delegates will take part in group exercises to help reinforce learning outcomes.
By the end of this workshop you will be able to:
- Operate an efficient and optimised ICAAP process that benefits the entire bank
- Obtain presentable results sooner and with greater effectiveness
- Transfer knowledge bank-wide on “What makes a good ICAAP?”
- Manage the balance sheet efficiently to account for new capital regulations such as Leverage Ratio
- Incorporate latest RWA changes into origination strategy to maintain effective balance sheet management
Who should attend?
ALCO members, Board Non-executive directors, Head of Treasury, Head of Balance Sheet Management, Head of Money Markets, Head of ALM, Head of Liquidity Risk, CRO and staff, CFO and staff, Head of Regulatory Reporting, Head of Internal Audit, Management consultants in Basel III space.
- Best-practice ICAAP principles
- Processes and workstreams for stress testing, setting, scenario planning and results optimisation
- Stress testing process and standards
- “What makes a good ICAAP?” “What makes a poor ICAAP?” – pointers for efficient ICAAP process and results
- The role of the Board, Exco, ALCO and senior management
- Sample output and reporting template
Basel III Capital:
- Capital management and balance sheet management
- RWA changes: CVA, stressed VAR, Central counterparties, and SME RWA changes
*Please note that the programme sequence and/or subject matter may differ from what is presented herein; the programme is constantly being updated to embrace new ideas and developments – as they evolve.
This workshop uses a combination of trainer input and knowledge sharing with interactive syndicate work and case studies. Group size is kept to a maximum of 16 to facilitate delegates sharing experiences.
Professor Moorad Choudhry lectures on the MSc Finance programme at University of Kent Business School. He has 30 years experience in banking in the City of London and was latterly Treasurer, Corporate Banking Division at The Royal Bank of Scotland. He is author of The Principles of Banking.
Take this training in-house
If you have five or more delegates who wish to attend this briefing, it may be more cost effective to run it in-company. To find out more about in-company training, please contact Philip Allen Director of Learning on 0207 216 8843 or firstname.lastname@example.org