2 Part Course  | 
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The ICAAP Workshop; Preparing, Reviewing & Deployment

2 Part Course  |  Learn about ICAAP principles, their relevance and application to the ICAAP - with an overview of the ILAAP

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A one-day ICAAP training course presented over two-half days in a virtual class from 9:30am to 1:00pm UK time

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pdf Download:   Course Category Brochure  |   Course Outline

ICAAP Training - Part One

Session 1: The Essence of Risk Management

  • What is an ICAAP?
  • What is an ILAAP?
  • Why do we need an ICAAP and why are there ICAAP Regulations?
  • Risk Appetite set by the Board
  • Strategic vision – set by the Board
  • Using risk appetite and strategy as the route map, senior management compiles the ICAAP risk management tool to confirm that the Board’s vision is within the capacity of the business
  • ILAAP guidelines were created to confirm sufficient liquidity is always maintained
  • The Board must oversee, validate, approve and ensure the ICAAP and ILAAP are deployed effectively, especially the ICAAP Modelling methods used
  • The finished ICAAP & ILAAP are presented to the PRA who do not “approve” it but have the right to review and challenge

Session 2: The Basel III & CRD IV Framework - Overview

  • ICAAP training covers the Regulations - Basel III Overview
  • Going Concern Capital Tier 1
  • Gone Concern Capital Tier 2
  • ICAAP & ILAAP Basel III further requirements – overview
  • CAR, Leverage Ratio, and Capital Buffers
  • The concept of risk-weighted assets and its impact on ICAAP Asset Management
  • LCR & NSF – two critical liquidity measures in the ILAAP requirements
  • Discussion/Case Study: Looking at Pillar 1 (The “Key”) Risks in more detail

Session 3: Internal Capital Adequacy Assessment Process (ICAAP)

  • The key ICAAP principles
  • Identifying risks and allocating risk capital
  • Pillar One & Pillar Two risks
  • Challenge and independent review
  • Capital buffers – optional and mandatory
  • Regulatory versus economic capital
  • Arriving at the agreed CAR

The Detail

  • Suggested ICAAP framework, content, and layout
  • The ICAAP risk assessment process from preparation to Board approval
  • Challenge and independent review
  • Internal Capital Adequacy Assessment Process ‘Hot Buttons’ and the regulatory feedback
  • Discussion/Case Study: Pillar 1 Additions, when are they needed?

ICAAP Training - Part Two

Session 4: Risk Components

  • Pillar 1 Risks:
    • Credit
    • ICAAP Operational Risk
    • Market
    • Liquidity
  • Calculating the key risks
  • ICAAP Pillar 2 risks – 2a process
  • Pillar 2 risks ICAAP – regulatory review – 2b process
  • Putting it all together

Session 5: Liquidity Risk - Internal Liquidity Adequacy Assessment Process (ILAAP)

  • What is an ILAAP?
  • Prime Liquid Assets
  • What is the ILAAP meant to achieve?
  • Asset Liability Management (ALM)
  • Yield curves
  • Discussion/Case Study: The impact of LCR & NSF in practice

Session 6: ESG

  • What is ESG?
  • Current Regulatory position
  • Actions Needed Now
  • Assessing the Bank
  • Assessing Clients
  • “Greenwashing”
  • “Greenium”

Session 7: Stress Testing / Scenario Analysis

  • Definition
  • Doing these well and properly
  • BIS – Sound Principles
  • Key concerns
  • ICAAP Stress testing scenarios single high impact events – ‘Shockwaves’
  • Discussion/Case Study: The Importance of Stress Testing & Scenario Modelling on both Pillar 1 & Pillar 2 Risks

Session 8: Moving Forward

  • Revised standardised risk modelling will change ICAAP Modelling for larger institutions and is designed to simplify the ICAAP Modelling process. The changes will take us back to basics. These changes have been postponed to 2025
  • Post Brexit City Overhaul and the likely regulatory focus
  • The impact of ESG
  • ICAAP training course final thoughts

Session 9: ICAAP Course Wrap-Up and Final Discussion

Reccliffe’s ICAAP training courses are delivered by a trainer who has had a highly successful, long, and varied “fast track” career. With Lloyds Bank, he earned a very senior management position in the bank’s private banking and wealth management division at an early age. He was then “headhunted” to join a merchant bank at the main board director level to head both the private bank and the group risk management function. He now has over 40 years of experience in managing risk in the UK banking and financial services sector.

Since retiring, he has been a freelance risk management training consultant and is currently an external Master Trainer at both HSBC and Bank of China. Here, he has delivered major projects on a wide range of topics. At HSBC he helped design their global flagship Risk Management Programme for senior middle managers and has delivered this globally for the past 5 years. He has also created and delivered training to a vast range of clients; from global giants to small firms and partnerships, which includes ICAAP training courses. He is an accomplished global trainer and has delivered extensive programmes in the UK, USA, South America, Europe, Africa, Asia, and the Middle East.

He is a highly adaptive, hands-on, and highly sought-after facilitator who always receives excellent feedback from delegates. He is comfortable training at any level of seniority and experience, from “black belts” to novices. In addition to his risk management specialism teaching ICAAP courses, his expertise includes but is not limited to Risk Management, Trade Finance, Regulatory Compliance, FCC & AML, and all aspects of Corporate, Private & Retail Banking. He is also a highly experienced soft skills trainer and has completed numerous “train the trainer” assignments.

This ICAAP course will cover the following:
  • The significance and purpose of the ICAAP and ILAAP, their critical role in risk management and how ICAAP & ILAAP Regulation impacts the firm.
  • To understand that it can be adopted proportionately - so that simpler and less complex businesses don’t need a “War & Peace” version. This ICAAP training will clearly explain what is required in practice and what the PRA expects from both ILAAP & ICAAP submissions to meet their definition of “proportionate”.
  • To appreciate that it is a process, not just a document.
  • To understand that the ICAAP must be constantly fine-tuned and updated if it is to perform its function fully.
  • How to prepare, populate and complete an ICAAP under the regulations and pitched at a level appropriate for your business.
  • To understand it is a 3-5-year forward-looking risk document that compels top management to plan for the risks they are prepared to take and to ensure that enough capital and through the ILAAP, liquidity, is available to support those risks.
  • The challenges faced at both the implementation and updating stage and at the ICAAP Modelling stage.
  • Why regulators consider the ICAAP to be a crucial risk management tool.
  • The impact of ESG & the imminent Post-Brexit financial reforms.

  • Both the ICAAP and ILAAP are probably the most important dynamic risk tools available to a financial business. This ICAAP training course will explain in clear and understandable terms why this is and will demonstrate how these critically important risk management tools can work effectively for you.
  • The ICAAP is more than just a document; it is a dynamic ICAAP Asset Management. ICAAP training will explain to you why this is, how it should be deployed and why it must be regularly updated. We cover both ICAAP Regulation & ICAAP Modelling in this ICAAP course.
  • At the heart of the ICAAP are risk categories and risk management. These are core competencies for us.
  • Redcliffe Training has been established for over 20 years and has been appointed as Master Trainers of ICAAP Risk to management at all levels at three of the world’s largest Banks.
  • We are also specialists in advising and training small, emerging, challenger, and medium-sized banks and know how difficult defining “proportionate” can be.
  • All of our trainers are experts on this topic and have retired from very senior positions in financial services where ICAAP framework creation was a mandatory requirement. This enables them to share their real-life experiences with delegates throughout our ICAAP courses. Delegates highlight that this enhances and improves the learning experience considerably.
  • We are always judged by our results which speak for themselves. The feedback received from previous delegates on our ICAAP courses has always been excellent.

ICAAP training courses are a ‘must know’ for:
  • Senior and top managers seeking to gain a better understanding of their responsibilities for ICAAP Regulation, ICAAP Modelling & ICAAP Asset Management.
  • Compliance & Risk Officers who are charged with creating and updating the ICAAP.
  • Department Heads, Team Leaders and Supervisors.
  • Anyone with an interest or whose roles and responsibilities involve the ICAAP in part or whole.

This ICAAP Workshop is a comprehensive training designed to enhance your understanding and practical application of the Internal Capital Adequacy Assessment Process (ICAAP). ICAAP is a crucial regulatory framework that financial institutions must adhere to, and this ICAAP course provides in-depth insights, practical tools, and hands-on exercises to navigate the complexities of ICAAP effectively.

Methodology

Workshop-style ICAAP training featuring the use of real-life case studies. Each session will conclude with a discussion of the principles covered, their relevance, and their application to the ICAAP methodology and the associated plan.

Before taking this ICAAP Workshop, you should ideally have some familiarity with financial services and principles of risk and capital management.

  • The trainer is well experienced in this area and was able to provide us with real examples.
  • Detailed Information and practical examples.
  • Well structured and easy to understand.
Number of places:
Part 1

£ 695.00

19 September 2024 Virtual class 09:30-13:00 UK Time
Number of places:
Part 2

£ 695.00

20 September 2024 Virtual class 09:30-13:00 UK Time

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