Mastering ICAAP: Internal Capacity Adequacy & Assessment Process/ 19-Feb-2018 - 23-Feb-2018

Mastering ICAAP: Internal Capacity Adequacy & Assessment Process

Bankers Committee members pay N 150,000.00 only

Background

regulatory capital framework places increased emphasis on risk management and banks are required to employ suitable procedures and systems in order to ensure their capital adequacy. ICAAP is the formal process through which a bank identifies, measures, aggregates and monitors material risk, to ultimately build a risk profile that becomes the basis for allocating capital. The burden of this, is on the institutions to demonstrate that its ICAAP is comprehensive and adequate to the nature of risks posed by its business activities and its operating environment.

Target Participants

The course is targeted at current and prospective Risk Managers, Internal Auditors, Compliance Officers as well as those being prepared for these roles in the near future.

Objectives

At the end of the course, participants should be able to effectively:

  • Plan how to conduct an ICAAP exercise in their organizations
  • Discover how to formulate a Risk Appetite Statement
  • Explain the role of stress tests in capital planning and how to undertake them
  • Develop a financial model for ICAAP
     

Contents

  • Enterprise Risk Management

- Introduction
- ERM Implementation
- Considerations and Challenges

  • Introduction to ICAAP

- Definition of ICAAP
- Related Regulations (i.e. Basel)
- Objectives of ICAAP

  • ICAAP Process and Methodology

- Regulatory Capital vs Economic Capital
- Present Capital Adequacy vs Future Capital Adequacy
- The phases of ICAAP

  • Risks Assessed by ICAAP

- Pillar I Risks include Credit Risk, Market Risk and Operational Risk
- Pillar II Risks eg. Liquidity Risk, Interest Rate Risk, Credit

  • Concentration Risk, Reputation Risk, Strategic Risk
  • Risk Appetite Statement

- Definition
- Developing a Risk Appetite Statement

  • Qualitative Indicators

- Risk Governance
- Translation into Quantitative Impact

  • Quantitative Indicators

- Developing the Base Case
- Developing Gross Stress Cases
- Application of Stress Test
- Evaluating Net Stress Case

  • Consolidation Issues

- Consolidation of Capital Requirements
- Across the Group Stress Testing

  • ICAAP Governance

- ICAAP Policy
- Other Related Documents
- Embedding ICAAP in the firm

  • ICAAP Submission Document

- Suggested Format and content
 


For more information: Call Elizabeth: 08056146873 or Email: ejohnson-oru@fitc-ng.com

Register Now

If you would like to attend this training programme, please fill the form below and we will contact you as soon as possible. You can also pay for courses online.




Our learning sessions are unique in 4 ways

  1. Programme design & delivery recognize the needs of adult learners in career
  2. Experience sharing by practitioners, with well over two decases of experience in areas relevant to course topic, whom we call "Programme Directors"
  3. Course delivery by practitioners based on conceptual research background
  4. The essence of our corproate brand and orientation within concept implementation thinking

The fees cover tuition, course materials, group lunch, tea/coffee and snacks but EXCLUDE accommodation.
Dress Code: Formal

Discount on Fees

3 participants 5% Discount
4 participants & Above 7.5% Discount


Payment of Fees

Payment of fees should be in cash or CERTIFIED CHEQUE/BANK DRAFT made payable to the FITC before the commencement date or on arrival at the venue.

Refund of Fees

Fees paid for participants who do not turn up eventually would be refunded, subject to deduction of 25% administrative cost.

Methodology

Formal lectures, case studies, participative group exercises and experience sharing.

Administration

The programme commences at 10.00a.m. on Monday, 9.00a.m other days and ends at 4.00p.m. daily.

In-plant Option

Do you intend to train more than 20 participants? Are you considering an in-plant option?
Please call us ☎


International Participants

International participants should please inform FITC of their attendance ahead of the programme, to enable us prepare airport pick-up for them.

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