Smart About Risk  
Nabídka  

Seminars

Seminar application IRRBB Audit Bank Strategy Management Course Banking Regulations in a Nutshell Basel II CRD IV: Basel III Implementation in the EU CCR and CVA Securities and Derivatives Controlling in Practice Control for Financial Institutions Credit Scoring CRR 3 / CRD 6 and Other News in Banking Regulation CRR 3 / CRD 6 in Detail CVA (Credit Valuation Adjustment) Impacts of Climate Change and their Solutions Effective Reporting ESG and Green Finance ESG in Financial Institutions: Practical Experience and New Regulatory Challenges ESG Risks and their Audit Finance for Non-Financial Managers Financial Derivatives Financial Mathematics Fundamental Review of Trading Book Green & Sustainable Finance Guidelines on Loan Origination and Monitoring ICAAP, ILAAP, Pilar 2 and Stress Testing IFRS 9 – Impairments under the New Standard IRB in Practice Internal Rating Based (IRB) Approach Commodity Derivatives Credit Derivatives Credit Value at Risk Creation of the Qualitative Future Scenarios GHG Emissions Measurement and Carbon Footprint Calculation Environmental Risk Measurement in Financial Institutions Credit Risk Measurement Model Risk Non-Financial Reporting According to CSRD, ESRS and GAR Option Pricing Operational Risk Operational Risk in Practice Preparation for SREP alias Supervision in Practice Rating and Scoring Risk-Based Pricing Concentration risk Liquidity Risk Weather Risk Risk appetite Assets and Liabilities Management - ALM ESG Risk Management: Executive Summary Financial Risks Management Credit Risk Management Project Risk Management Enterprise Risk Management – ERM Managing risks associated with AI models Securitization Silicon Valley Bank Solvency II: Executive Summary Stress Testing Market Risk Interest Rate Risk in the Banking Book – IRRBB Value at Risk Rise and fall of Lehman Brothers
ICAAP and ILAAP, Pilar 2 and Stress Testing

ICAAP, ILAAP, Pilar 2 and Stress Testing

Open seminar in Czech language

The seminar ICAAP, ILAAP, Pilar 2 and Stress Testing is organized as an open seminar for employees from different institutions and also as an in-house seminar organized for employees of clients with tailor made requirements.

Objectives of the seminar

The aim of the theoretical part of the seminar is to acquaint participants with ICAAP issues, methods of risk identification, calculations of economic capital, its aggregation and allocation and the use of economic capital for bank management. The seminar also covers ILAAP and related principles of liquidity risk management. A separate part of the seminar deals with stress testing.
In the practical part of the seminar, we will discuss capital management and measuring the bank's performance from a procedural point of view - from defining responsibility to final reporting.

For whom it is intended

The seminar is intended primarily for specialists of banks and other credit institutions who are responsible for the implementation of Basel III in the area of ICAAP, calculation of economic capital, internal capital resources and strategic planning. It is also intended for internal auditors.


 

Seminar Content

  1. What is economic capital?
  2. Economic capital, regulation, ICAAP and Pillar 2
  3. Pillar 2 and risk classification
  4. Models of economic capital for credit risk
  5. Models of economic capital for other risks
  6. Liquidity risk and ILAAP
  7. Stress testing
  8. Utilization of ICAAP and ILAAP outputs for bank management
  9. ECB guidelines on ICAAP and ILAAP
  10. Capital management and bank performance measurement – ICAAP in practice

Date: 

Seminar details in PDF

Lecturers

Mgr. Ing. Václav Novotný

RNDr. Martina Orsáková, Ph. D.

Head of Risk costs, RWA and ICAAP department, Česká spořitelna, a. s.

Martina Orsáková is responsible for the development and implementation of the economic capital strategy. She has been working at Česká spořitelna since 2001, where she led the Operational Risk Management project. Currently, she leads the team responsible for the calculation of provisions, credit risk-weighted assets and ICAAP capital management. She is also a lecturer in risk management (e.g. Institute for International Research, Advanced Risk Management). She studied econometrics and mathematical statistics at the Faculty of Mathematics and Physics of Charles University.

[Back]