The programme helps the participants to understand the meaning and explanation of ICCAP and the importance of developing an ICAAP process.
Provides the participants with the requisite learning relating to the framework of ICCAP and the methods and processes to assess the various pillar-II risks and capital assessment and planning.
Takes the participants through the step-by-step processes that drive an ICAAP.
The programme also facilitates the internal audit team to devise suitable audit programmes enabling them to carry out auditing of the ICAAP of the organization
Target audience
Risk/ Compliance/ Credit/ Treasury/ Finance team
Internal Audit Staff
Executives and Risk Committee Members
Course Content:
Day 1:
Session 1
ICAAP Framework
• Purpose and rationale of ICAAP
• Salient prescriptions on ICAAP by RBI applicable to Banks- General Rules of ICCAP
• Key Components of a Sound ICAAP
Session 2
ICAAP Governance
• Risk governance- Defining the extent of responsibility, accountability, and involvement of senior management
• Defining and articulating the risk appetite
• Aligning the Risks to the Risk Appetite & Tolerance of the Bank
Day 2:
Session 3
ICAAP Process
• Risk Assessment
Ø Assessment of Risks not adequately covered byPillar I
Ø Assessment of Major Pillar-II Risks
Ø Assessment of Other Pillar-II Risks
• Stress testing
• Liquidity Planning as Part of ICAAP
• Capital Planning as part of ICAAP
Trainer Profile
Trainer is a seasoned banker with experience of more than 2 decades in credit and risk management and practical banking. He has rich experience in developing risk management policies, practices, tools and processes and has also implemented risk management including ORM framework & BCM and managing risk in banking in India and in multinational banks.
