Internal Capital Adequacy Assessment Process (ICAAP) Compliance and Stress Testing

Internal Capital Adequacy Assessment Process (ICAAP) Compliance and Stress Testing

• Attainment Descriptors
  • Discuss the amendments to Basel II, with focus on those related to the ICAAP
  • Structure and draft the ICAAP parameters
  • Explore group-wide methodologies for risk measurement
  • Examine the various stress test risk measures
  • Formulate and articulate stress tests