Introduction

This 2-hour course outlines the relevant firm's responsibility to perform an internal capital adequacy assessment. It examines the process and methodology that will need to be performed while investigating the risk management framework which needs to be established according to Basel guidelines. It also looks the responsibilities of the different functions as regards the risk assessment and sets out the contents of the report that must be produced so as to satisfy this regulatory requirement. Finally, it describes the process which the regulator undertakes to perform the SREP.

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Flexible 

  •        learning style - it includes a variety of learning tools, videos, including study notes, case studies, appraisal questions and online quizzes.
  •        lifestyle - study when and where suits you via the online study portal. 
  •        interactive structure - ensures that you will absorb the knowledge provided in a pleasant and intuitive manner.

 

When can you start? 

This is a self paced-online course and you can register and start at any time. 

 

The course is Endorsed for CPDs by the CISI

This course contains the following:

  • Basel Capital Accord
  • Economic capital vs Regulatory capital
  • Pillar 1, Pillar 2, Pillar 3
  • The Internal Capital Adequacy Assessment Process
  • Risk management
  • ISO 31000
  • The Implementation of the ICAAP
  • Enterprise Risk Management (ERM)
  • Levels of Applications
  • Risk Register 
  • Stress Testing
  • Responsibility of the Senior Management and the Board of Directors
  • ICAAP Methodology
  • Critical Success Factors for ICAAP Implementation
  • The Key Types of Risk
  • The Supervisory Review and Evaluation Process (SREP)

 

Audience

This training course is intended for:

  • Risk managers
  • Heads of risk management
  • Board members
  • Chief financial officers
  • Auditors
  • Compliance officers
  • Accounting professionals
  • Portfolio managers 

 

Objectives

Once you’ve completed this course, you’ll have a knowledge of:

  • The intended role of the ICAAP and its place in Basel Accord
  • How initial capital adequacy can be determined and how capital can be allocated in accordance with the firm’s risk profile
  • How to structure and draft the ICAAP
  • How to consider group-wide methodologies for risk measurement
  • How to stress test various risk measures
  • How to formulate and articulate stress tests
  • Developing ICAAP documentation for presentation to boards, shareholders and regulators 

 

Completion

The following certificates are awarded when the course is completed:

ICAAP