Internal Capital Adequacy Assessment Process (ICAAP) Bank

Home > FIDE > FIDE Elective Programme > Technical Programmes > Internal Capital Adequacy Assessment Process (ICAAP) Bank



The recent financial crisis identified significant weaknesses in the risk management processes and technology relied upon by financial services firms. As a result, the benefits of ICAAP have received renewed emphasis globally. The two-day programme will address the key components of ICAAP, namely Risk Appetite, Economic Capital, Enterprise Stress Testing, Capital Planning, Use Test and Governance. Participants will have a thorough understanding of the ICAAP roles and responsibilities of the Board of Directors and Senior Management as well as Risk Appetite and the difference between risk limits and tolerance.

Risks and related capital, not previously considered within Pillar 1 requirements of the Basel II Accord will be identified as well as exploring strategies to ensure sufficient capital to cover all relevant risks. Participants will gain an appreciation for the Basel III requirements as well as the benefits of Enterprise Stress Testing to ICAAP and its relationship with Risk Appetite. The challenges in the adoption of ICAAP will be examined, leading to a better understanding of the ICAAP Independent Review process and key review focus areas and questions. The programme will also explore BNM’s Requirements on Pillar 2 of the Capital Adequacy Framework for Islamic Banks (CAFIB).

Faculty: Ng Ngai Kin


Please click here to download full brochure and registration form. Date of Programme