Internal Capital Adequacy Assessment Processes (ICAAP) - Good-Practice Principles

Workshop overview

A bank’s Internal Capital Adequacy Assessment Process (ICAAP) submission is a critical element of its regulatory compliance framework, as well as a resource- and time-intensive discipline.

Its importance in the regulatory relationship cannot be over emphasised, as evidenced by the many PRA Policy Statements that have a direct impact on the ICAAP process and output. Recent areas of focus from the regulatory authorities, such as Climate Risk and Operational Resilience, also need to be captured satisfactorily in the ICAAP submission.

This workshop will demonstrate a range of practical steps that can be taken to assist an efficient and effective ICAAP process, as well as suggest industry good practice.

We are also running this training on 16 October. Full details here.

Learning outcomes

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 Basel IV and CRDV
Set up a process map to enable effective Board involvement in the ICAAP review and challenge process

Interested in taking any of our workshops in-house

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.

IN-HOUSE TRAINING

You might also be interested in:

We are running similar workshops in prudential risk that may be relevant to you or a colleague, see below for details.

If you would like to attend one or more sessions or have multiple delegates interested from your organisation, please contact us for a discount.

28 April - The Internal Liquidity Adequacy Assessment Process (ILAAP) - Good-Practice Principles

3 June - Asset-Liability Committee (ALCO) - Governance Framework

17 June - Interest Rate Risk in the Banking Book (IRRBB) - Good-Practice Principles

Area of expertise:

Prudential risk, reporting and tax

Professor Moorad Choudhry

Non-Executive Director, Newcastle Building Society

Moorad Choudhry is a non-executive director at Newcastle Building Society, and Honorary Professor at University of Kent Business School. He was l...

Moorad Choudhry is a non-executive director at Newcastle Building Society, and Honorary Professor at University of Kent Business School. He was latterly Treasurer, Corporate Banking Division at The Royal Bank of Scotland, having begun his career at the London Stock Exchange in 1989.

Moorad is a Fellow of the Chartered Institute for Securities & Investment, a Fellow of the London Institute of Banking and Finance, a Fellow of the Global Association of Risk Professionals, a Fellow of the Institute of Directors and a Liveryman at The Worshipful Company of International Bankers. He is author of The Principles of Banking (John Wiley & Sons 2012, 2023).

Moorad was born in Bangladesh and lives in Surrey, England. He was educated at Claremont Fan Court school, the University of Westminster and the University of Reading. He obtained his MBA from Henley Business School and his PhD from Birkbeck, University of London.

ALCO members
Finance function
Stress testing team
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