Advanced ICAAP, Stress Testing & Capital Planning Masterclass
Regulators no longer accept an ICAAP that lives in a binder — capital adequacy is proven in the decisions it drives, not the documents it fills.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Supervisors want to see the ICAAP integrated with governance, decision-making, stress testing and risk management — and the documentation to prove it. This advanced masterclass, led by senior practitioners and industry experts, examines the latest tools, techniques and practices in economic capital allocation within a financial institution, then demonstrates how best to execute the ICAAP against those supervisory outcomes. Sessions span the key components of the ICAAP and evolving banking regulation — risk governance and appetite, capital adequacy, enterprise stress testing, capital allocation and planning, the use test and reporting — and stress testing under Pillars 2 and 3, the liquidity stress test and alignment with Basel III.
What you will do
Who attends
- Risk managers and heads of risk management
- CFOs, treasury, finance and accounting teams
- Credit risk, market risk and Basel teams
- Managers tasked with implementing the ICAAP
- Central bankers, bank regulators and business heads
Programme agenda
Built for the decisions no textbook prepares you for
I.ICAAP and evolving banking regulation
- Risk governance, including risk appetite
- Capital adequacy and capital allocation and planning
- Enterprise stress testing and the use test
- The reporting process
II.Economic capital
- Latest tools, techniques and practices in allocation
- Calculating economic capital for credit, market and operational risks
- Strategic use of economic capital
- Economic versus regulatory capital requirements
III.Stress testing in the new regulatory landscape
- Pillar 2 and Pillar 3 requirements of the Basel Accord
- Best practices in stress testing
- The liquidity stress test
- Business sustainability and alignment with Basel III
IV.Execution and documentation
- Step-by-step procedures for conducting stress tests
- Documentation preparation and retention
- Practical problems in creating an ICAAP or ICARA — and how to overcome them
Frequently asked
How advanced is this ICAAP masterclass?
It is pitched at practitioners already working with the ICAAP: risk managers and heads of risk, CFOs and treasury teams, credit-risk, market-risk and Basel teams, managers tasked with implementing the ICAAP, and central bankers and regulators. Rather than introducing the framework, it examines the latest tools and practices in economic capital allocation and how to execute the ICAAP against supervisory expectations.
Does the masterclass cover liquidity stress testing as well as capital?
Yes. Stress testing is treated end to end: step-by-step procedures for conducting capital stress tests, the quantitative and qualitative elements that make a test credible, Pillar 2 and Pillar 3 requirements of the Basel Accord, the liquidity stress test and alignment with Basel III — carried through capital planning, risk appetite and the use test.
Is the programme relevant if we prepare an ICARA rather than an ICAAP?
Yes. A dedicated strand addresses the practical problems in creating an ICAAP or ICARA and how to overcome them, alongside documentation structured to meet internal and regulator requirements — including preparation and retention. The disciplines taught — governance, stress testing, capital allocation and the use test — carry across both regimes.
Can it be delivered in-house, and how are fees arranged?
Yes. Like every BIZENIUS programme, the masterclass is available in-house and tailored to the institution — your capital framework, your stress-testing methodology and the documentation your supervisor expects. It is delivered in English and French. Fees are quoted on enquiry, with dates available on request from a rolling calendar.
Who teaches this
Practitioners, not presenters.
Led by practitioners who hold, or have held, the seats this programme prepares you for: group treasurers and heads of asset–liability management, chief risk officers, heads of credit and capital management, and former central-bank supervisors who examined the very frameworks they now teach. Between cohorts the same people advise banks on those frameworks, so what you learn is what is being defended in front of boards and regulators today.
What the bench brings
- Basel capital frameworks from Pillar 1 to Pillar 3
- ICAAP and ILAAP construction and supervisory review
- Stress-testing methodologies and capital planning
- Liquidity ratios and leverage under Basel III/IV
- Market and counterparty credit risk measurement
- Recovery planning and regulator engagement
Where they have practised
Current and former practitioners — people who hold the seat today alongside those who have held it.
Sectors: Banking & financial services · Professional services · Insurance · Central banking & supervision
Regions: Africa · the Middle East · Europe · Asia · the Americas
How they teach
- Live case studies from real institutions
- Worked exercises on realistic bank data
- Regulator-style challenge sessions
- Group problem-solving on realistic institutional cases
- Knowledge checks and a personal action plan
Cohorts are kept small so every exercise is worked on the participants’ own situations — in person or live virtual.
The faculty profile for your cohort is sent with the full agenda and the next dates when you enquire.Request brochure →
Share this programme
Know the right person for this seat?Nominate a colleague →
In their words
Knowledge transfer, emphasised throughout
“We worked with BIZENIUS for our Fresh Graduates Programme — they are simply amazing. Knowledge transfer and practical learning were emphasised throughout.”
Kuwait Investment Authority
From the Mandate Record
Mandate № 04 · Africa
Capital frameworks built to run the bank, not to satisfy a filing
Most frameworks are written to satisfy the regulator. We build the kind that run the bank.
Open the dossier →
The Capability Arc™
Fix it · Advisory
Stress Testing & Scenario Governance
Scenarios, models and governance that survive review.
Automate it · Smart IT
Stress Testing & Scenario Engine
Run the scenarios on an engine, not a spreadsheet.
Learning is one point on the Capability Arc. Many institutions pair this programme with the advisory engagement — and automate what the framework demands.
Teams from these institutions train with BIZENIUS
Related programmes
ICAAP Masterclass: Preparing, Regulatory Review & Deployment
The ICAAP built step by step through case studies — framework, report structure, stress and reverse stress testing, and the SREP link supervisors probe.
View programmeICLAAP Framework, Stress Testing & Liquidity Risk Management Masterclass
ICAAP and ILAAP run as one discipline — structure, gap identification, stress testing and the LCR/NSFR mechanics, with the reporting design supervisors actually expect to see.
View programmeILAAP Stress Testing and Liquidity Risk Management Masterclass
ILAAP, stress testing and liquidity risk beyond the compliance mindset — LCR/NSFR mechanics, FTP, intraday liquidity and a contingency funding plan that would actually function.
View programmeBackground reading on this subject
Written by the practitioners who lead the programme — read before you enquire.
What is ICAAP? A practical guide for banks
The Internal Capital Adequacy Assessment Process explained as it is actually reviewed: what it must demonstrate, its core components, and what separates a defensible ICAAP from a document produced for a filing deadline.
Read more →InsightPillar 1 vs Pillar 2 capital: what an ICAAP has to add
Minimum capital requirements against internally assessed capital — what each measures, where the standardised formulas stop, how capital add-ons arise, and the double-count that inflates most first attempts.
Read more →GuideHow to build a capital plan that survives stress testing
A capital plan is only as good as the scenario it fails under. How to build the baseline, calibrate severity, model both sides of the ratio, and keep management actions credible enough to count.
Read more →GuideThe ICAAP review readiness checklist: what supervisors actually test
Ten areas where an Internal Capital Adequacy Assessment Process is tested, what evidence satisfies a reviewer in each, and what a weak submission looks like — written for teams preparing a document that has to survive challenge.
Read more →InsightICAAP vs ILAAP: what is the difference?
Capital adequacy against liquidity adequacy — what the two internal assessments share, where they genuinely diverge, and why running them as separate documents hides the link that matters most.
Read more →Banking & Finance
Take the brochure with you.
One request — the full agenda, the faculty and the next cohort dates, sent personally by the admissions team.