EIIM | Effective ICAAP & ILAAP Management
EIIM | Effective ICAAP & ILAAP Management
This course is designed to provide the participant with the foundation for Internal Capital and Liquidity adequacy assessment processes to ensure the cornerstone of banks’ sustainability. By keeping track of available capital and liquidity versus Pillar 1 & Pillar 2 requirements through regular ICAAP and ILAAP exercises bank management satisfies regulators and other stakeholders and improve their confidence on accomplishing their mission and goals. This will be accomplished by introducing:
ICAAP & ILAAP theory, methodology and principles.
Managing the processes, stress testing, dealing with information gathering, oversight roles.
Practical approaches and real-world techniques for ICAAP & ILAAP assessment and reporting.
The academic learning experience will be crystalized through examples and case studies, affording the opportunity for dialogue with and lessons learned from a leading industry financial risk practitioner. In this course we make sure each participant understands the dynamics of ICAAP and ILAAP including objectives, roles, responsibilities, technical aspects, key challenges and, of course, the reporting design and what regulators expect to see. Participants will also understand the way ICAAP and ILAAP interact with Risk Appetite and Strategic Planning.
More than mere reporting routines, ICAAP and ILAAP are truly value-adding elements of bank management today.
Read full course description
This course is designed to provide the participant with the foundation for Internal Capital and Liquidity adequacy assessment processes to ensure the cornerstone of banks’ sustainability. By keeping track of available capital and liquidity versus Pillar 1 & Pillar 2 requirements through regular ICAAP and ILAAP exercises bank management satisfies regulators and other stakeholders and improve their confidence on accomplishing their mission and goals. This will be accomplished by introducing:
ICAAP & ILAAP theory, methodology and principles.
Managing the processes, stress testing, dealing with information gathering, oversight roles.
Practical approaches and real-world techniques for ICAAP & ILAAP assessment and reporting.
The academic learning experience will be crystalized through examples and case studies, affording the opportunity for dialogue with and lessons learned from a leading industry financial risk practitioner. In this course we make sure each participant understands the dynamics of ICAAP and ILAAP including objectives, roles, responsibilities, technical aspects, key challenges and, of course, the reporting design and what regulators expect to see. Participants will also understand the way ICAAP and ILAAP interact with Risk Appetite and Strategic Planning.
More than mere reporting routines, ICAAP and ILAAP are truly value-adding elements of bank management today.
Read full course description
EIIM | In Depth Overview
EIIM | In Depth Overview
EIIM |Effective ICAAP & ILAAP Management
______________________
Limited to just 20 participants, this 1-day ICAAP & ILAAP effectiveness course will impart to participants the fundamentals and the dynamics of ICAAP and ILAAP processes including objectives, roles, responsibilities, technical aspects, key challenges and, the reporting design and what regulators expect to see.
Why the Interest in an Effective ICAAP & ILAAP Framework?
Conducting ICAAP and ILAAP takes one to the very heart of the bank.
ICAAP and ILAAP-driven capital and liquidity assessments enable the bank to secure appropriate risk coverage at any given time.
The requirements for implementing these assessments include the gathering of information concerning various sorts of risks, and a permanent surveillance of the proportionality and effectiveness of mitigating efforts.
Individual risk positions are quantified and aggregated to a bank-wide risk position, and can be viewed from a strictly regulatory (Pillar 1) or economic (Pillar 2) point of view.
How Will Effective ICAAP & ILAAP Benefit Your Organization?
- Senior management – being comfortable with setting up and manage ILAAP and ICAAP implementations; being able to understand where the main risks come from and how they can be mitigated;
- Articulating a clear vision of risk governance / risk management in banking today, understanding the central role of ILAAP and ICAAP in that picture
- Middle management – understanding of the technical challenges in ILAAP and ICAAP and how they link to risk governance and risk management in general;
- Being able to take significant roles in ILAAP and ICAAP projects / day to day management
- Enhanced dialogue with rating agencies and regulators where appropriate
- Effective use, re-use and distribution of ICAAP & ILAAP compiled data
Who Should Attend?
The course is suitable for all senior and middle management, EXCO and statutory audit committee members, non-executive directors, department heads including risk and finance practitioners, IT & organization designers, internal auditors
Speakers Profile
Industry thought leader with 20+ years of experience with a diversified career as a C Suite member in banking and financial services (investment and retail banking, car finance, asset management)
ICAAP & ILAAP
______________________
| DAY 1 | 08:30-08:45 | Introduction |
| 08:45-09:30 | ICAAP, ILAAP and risk appetite | |
| 09.30-10.00 | Managing the ILAAP process (1) – The ILAAP structure – LCR, NSFR and buffers – Asset quality and collateral management – Intraday liquidity | |
| 10.00-10:15 | Break | |
| 10:15-11:15 | Managing the ILAAP process (2) – Funding strategy and contingency planning – Stress testing – Case study: LCR and NSFR calculations | |
| 11.15-12.00 | Managing the ICAAP process (1) – The ICAAP structure – Material risks – Capital allocated to each risk type | |
| 12:00-13:00 | Lunch | |
| 13:00-14.00 | Managing the ICAAP process (2) – A more detailed view on selected risk types | |
| 14.00-15.00 | Stress testing – Case study: capital adequacy | |
| 15.00-15.15 | Break | |
| 15.15 – 15.45 | Dealing with information requirements – Integrated risk management approach – How to get there | |
| 15.45-16.15 | Dealing with ICAAP and ILAAP audits | |
| 16.15-17.00 | Wrap-up and Course evaluation |
PROFILE
After a diversified career in banking and financial services (investment and retail banking, car finance, asset management), Carlos Pais Jorge is currently a consultant on risk and finance subjects working either independently or as senior advisor at Eurogroup Consulting, a French-based consultancy.
Being an expert on risk management in banking Carlos is often invited by the Portuguese Banking Association and training institutes to design and participate in risk seminars and workshops.
Carlos also serves on the Statutory Audit Committee of Square Asset Management, a fund management house specializing in real estate mutual funds.
He is also the acting-CFO of Electricidade Industrial Portuguesa, a specialty contractor operating in electric infrastructure across 8 countries in Europe, Africa and the Americas.
Education
MBA (Finance) – Lisbon MBA (Universidade Católica)
Bachelor (Business Administration) – Universidade Católica, Lisbon
Several courses / programs including:
International Capital Markets, Euromoney, Oxford
Leading with an Impact, Harvard Business School, London
Driving Corporate Performance, Harvard Business School, Harvard
Value-based management, Barclays Program, Leeds
Lending & Loan Administration, Citi Program, New York
EIIM |Effective ICAAP & ILAAP Management
______________________
Limited to just 20 participants, this 1-day ICAAP & ILAAP effectiveness course will impart to participants the fundamentals and the dynamics of ICAAP and ILAAP processes including objectives, roles, responsibilities, technical aspects, key challenges and, the reporting design and what regulators expect to see.
Why the Interest in an Effective ICAAP & ILAAP Framework?
Conducting ICAAP and ILAAP takes one to the very heart of the bank.
ICAAP and ILAAP-driven capital and liquidity assessments enable the bank to secure appropriate risk coverage at any given time.
The requirements for implementing these assessments include the gathering of information concerning various sorts of risks, and a permanent surveillance of the proportionality and effectiveness of mitigating efforts.
Individual risk positions are quantified and aggregated to a bank-wide risk position, and can be viewed from a strictly regulatory (Pillar 1) or economic (Pillar 2) point of view.
How Will Effective ICAAP & ILAAP Benefit Your Organization?
- Senior management – being comfortable with setting up and manage ILAAP and ICAAP implementations; being able to understand where the main risks come from and how they can be mitigated;
- Articulating a clear vision of risk governance / risk management in banking today, understanding the central role of ILAAP and ICAAP in that picture
- Middle management – understanding of the technical challenges in ILAAP and ICAAP and how they link to risk governance and risk management in general;
- Being able to take significant roles in ILAAP and ICAAP projects / day to day management
- Enhanced dialogue with rating agencies and regulators where appropriate
- Effective use, re-use and distribution of ICAAP & ILAAP compiled data
Who Should Attend?
The course is suitable for all senior and middle management, EXCO and statutory audit committee members, non-executive directors, department heads including risk and finance practitioners, IT & organization designers, internal auditors
Speakers Profile
Industry thought leader with 20+ years of experience with a diversified career as a C Suite member in banking and financial services (investment and retail banking, car finance, asset management)
ICAAP & ILAAP
______________________
DAY 1
08:30-08:45
Introduction
08:45-09:30
ICAAP, ILAAP and risk appetite
09.30-10.00
Managing the ILAAP process (1)
– The ILAAP structure
– LCR, NSFR and buffers
– Asset quality and collateral management
– Intraday liquidity
10.00-10:15
Break
10:15-11:15
Managing the ILAAP process (2)
– Funding strategy and contingency planning
– Stress testing
– Case study: LCR and NSFR calculations
11.15-12.00
Managing the ICAAP process (1)
– The ICAAP structure
– Material risks
– Capital allocated to each risk type
12:00-13:00
Lunch
13:00-14.00
Managing the ICAAP process (2)
– A more detailed view on selected risk types 14.00-15.00Stress testing
– Case study: capital adequacy
15.00-15.15
Break
15.15 – 15.45
Dealing with information requirements
– Integrated risk management approach
– How to get there
15.45-16.15
Dealing with ICAAP and ILAAP audits
16.15-17.00
Wrap-up and Course evaluation
PROFILE
After a diversified career in banking and financial services (investment and retail banking, car finance, asset management), Carlos Pais Jorge is currently a consultant on risk and finance subjects working either independently or as senior advisor at Eurogroup Consulting, a French-based consultancy.
Being an expert on risk management in banking Carlos is often invited by the Portuguese Banking Association and training institutes to design and participate in risk seminars and workshops.
Carlos also serves on the Statutory Audit Committee of Square Asset Management, a fund management house specializing in real estate mutual funds.
He is also the acting-CFO of Electricidade Industrial Portuguesa, a specialty contractor operating in electric infrastructure across 8 countries in Europe, Africa and the Americas.
Education
MBA (Finance) – Lisbon MBA (Universidade Católica)
Bachelor (Business Administration) – Universidade Católica, Lisbon
Several courses / programs including:
International Capital Markets, Euromoney, Oxford
Leading with an Impact, Harvard Business School, London
Driving Corporate Performance, Harvard Business School, Harvard
Value-based management, Barclays Program, Leeds
Lending & Loan Administration, Citi Program, New York