Summary

Learning Outcomes

• To develop the structural format of ICCAP
• How to align risks to the organisation’s risk appetite and risk tolerance
• How to assess the risks not adequately assessed under Pillar-I
• How to assess the Pillar-II risks 
• How to assess the capital requirements relative to the risks
  

Who should attend? 

• Risk Management team
• Treasury and Finance team
• Audit team
• IT/ Project team relating to development and improvement of risk framework
• The Business team (to help them to align their business to the organisation’s risk appetite and capital availability) 
  

Course structure

Day 1:

Session 1

ICAAP FRAMEWORK

• Purpose and rationale of ICAAP
• Salient prescriptions on ICAAP by RBI - General Rules of ICCAP

Session 2

• Defining and articulating the risk appetite
• Aligning the Risks to the Risk Appetite & Tolerance of the entity

Session 3

ICAAP PROCESS

• ICAAP process Flow
• Risk Assessment
• Assessment of Inadequacy of Pillar I Capital Assessment 
• Assessment of Major Pillar-II Risks

Day 2.

Session 4

Excel Exercises on Assessment of Credit Concentration Risk under various methods/models

Internal Liquidity Assessment Process (ILAAP) as part of ICAAP

Session 5

Stress testing

• Stress Testing of Credit Risk
• Stress Testing of Market Risk
• Stress Testing of Liquidity Risk
• Capital Planning as part of ICAAP
• SUPERVISORY REVIEW EVALUATION PROCESS (SREP) of ICAAP

Case Study Examples of Bank Failures focussing on need for 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.

Training dates - January 13-14, 2026

Training fees - ₹ 18,000 + applicable taxes