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ICAAP and ILAAP, Pilar 2 and Stress Testing

ICAAP, ILAAP, Pilar 2 and Stress Testing

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 deals with methods of determining internal capital resources and their planning. A separate part of the seminar deals with stress testing. The area of ​​ILAAP and related principles of liquidity risk management are discussed.
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. Pilar 2 and risk classification
  2. ICAAP and economic capital
  3. Models of economic capital for credit risk
  4. Models of economic capital for other risks
  5. ILAAP
  6. Stress testing
  7. Utilization of ICAAP and ILAAP outputs for bank management
Currently no open seminar is organized. If you are interested in this topic please contact us and we will be delighted to prepare an in-house seminar for you.