ICAAP, Stress Testing & Economic Capital Masterclass

by Merit Global Training Claim Listing

In today's challenging financial environment, it has become critical for financial risk professionals to stay on top of new developments and best practices in risk management. Never has the role of the risk manager been as important as it is today.

Price : Enquire Now

Contact the Institutes

Fill this form

Advertisement

Merit Global Training Logo

img Duration

Please Enquire

Course Details

In today's challenging financial environment, it has become critical for financial risk professionals to stay on top of new developments and best practices in risk management. Never has the role of the risk manager been as important as it is today.

Economic Capital provides an examination of the latest tools, techniques and best practices surrounding economic capital allocation within a financial institution. Led by senior practitioners and industry experts from around the globe, the course explores wide-ranging, up-to-the-minute issues in a comprehensive and frank manner. 

This workshop will demonstrate how best to execute the ICAAP and what outcomes the regulator is looking for (i.e. demonstrating integration with governance, decision making process, stress testing, risk management as well as preparation and retention of documentation).

Module 1 ICAAP and Evolving Banking Regulation's explores the key components of ICAAP and its implementation, namely Risk Governance, including Risk Appetite, Capital Adequacy, Enterprise Stress Testing, Capital Allocation and Planning, Use Test and the Reporting Process.

Module 2 Stress Testing in the New Regulatory Landscape explores the key components of Stress Testing and its implementation, namely Pillars 2 and 3 Requirements of the Basel Accord, Best Practices in Stress Testing, Liquidity Stress Test, Business Sustainability and alignment with Basel III.

 

Outline:

Gain a practical understanding of the ICAAP.
Understand how the ICAAP fits in with wider risk and capital management.
Learn about techniques of stress testing.
Learn to structure key documentation to meet internal and regulator requirements.
Gain insights into the benefits of producing an ICAAP, beyond regulatory compliance.
Strategic use of economical capital.
Understand Basel III guidelines in relation to capital allocation.
Understand Both high-level and operational issues regarding the step-by-step procedures involved in conducting stress testing.
Understand Both the quantitative and qualitative elements that are essential in performing a stress test and allocating capital.
Calculating economic capital for credit.
Market and operational risks.
Integrating stress-testing into the capital management processes.
The role of regulatory capital and relationship with Basel II capital requirements.

  • Bangalore Branch

    No.173, 30A, 22nd Main Rd, JP Nagar 6th Phase, Bangalore

Check out more Economics courses in India

Knowise Learning Academy Logo

Macro-Economic Indicators

Macro-Economic Indicators training is offered by Knowise Learning Academy. We, at Knowise, truly believe that skill enhancement is a lifelong process and regular upgrade helps individuals and organizations excel in their field.

by Knowise Learning Academy [Claim Listing ]
Institute of Performing Art and Mind Power Development Logo

Economics

Economics course is offered by Institute Of Performing Art and Mind Power Development.

by Institute of Performing Art and Mind Power Development
Technolinks Logo

Economics

Economics course is offered by Technolinks. We provide customized training module for all age groups according to their requirements. Our all instructors expert and highly experienced. We provide study materials to our students.

by Technolinks [Claim Listing ]
Indian Institute Of Quantitative Finance Logo

Econometrics & Simulations Training

Econometrics is the application of mathematics and statistics to quantify economic phenomena and give empirical content to economic relationships. The most basic statistical tool used in Econometrics is the multiple linear regression models.

by Indian Institute Of Quantitative Finance
BMS College of Commerce & Management (BMSCCM) Logo

Global Economic Scenario

Understanding economics is important to a common man because the world runs on money. In this course the students will learn about the details, differentiation and the importance of microeconomics and macroeconomics.

by BMS College of Commerce & Management (BMSCCM) [Claim Listing ]

© 2024 coursetakers.com All Rights Reserved. Terms and Conditions of use | Privacy Policy