ICAAP ILAAP Capital and Liquidity Training Course

Name: ICAAP and ILAAP Capital and Liquidity Assessment Course
Availability: InStock

Design, challenge, and integrate bank capital and liquidity adequacy processes through governance, stress testing, controls, and reporting.

ICAAP ILAAP Capital and Liquidity Training Course

At a glance

Duration: 12 days
Format: Classroom
Cities: Cape town, Sharm El-Sheikh, Dubai, Abu Dhabi, Kuwait, Rome and more
Next session: 11 – 22 October 2026, Cape town
Average fee: 9,900 €

Home
Our Categories
ICAAP and ILAAP Capital and Liquidity Assessment Course

Download Brochure (PDF) Print PDF

Overview

ICAAP and ILAAP Capital and Liquidity Assessment Course is a ten-day intermediate-to-advanced course for bank risk, capital, treasury, ALM, finance, audit, stress-testing, and reporting functions, who leave with an Integrated Capital and Liquidity Assessment File. The course links governance, material risks, capital and liquidity perspectives, planning, stress tests, controls, reporting, and management actions. Agile Leaders Training Center delivers practical ICAAP and ILAAP assessment training.

Who Should Attend

Risk functions responsible for enterprise risk identification and aggregation
Capital functions responsible for adequacy assessment and planning
Treasury and ALM functions responsible for liquidity and funding resilience
Finance functions responsible for forecasts, data, and management reporting
Audit and validation functions responsible for independent challenge
Regulatory reporting functions responsible for supervisory information packages

The course assumes participants already work with bank risk, capital, liquidity, finance, or assurance information and leaves out jurisdiction-specific legal advice and advanced model coding.

Departments and Industries

The course supports departments that govern, produce, challenge, or use capital and liquidity adequacy assessments within regulated financial institutions.

Bank enterprise risk and capital management
Treasury, ALM, and funding functions
Finance, planning, and performance management
Stress testing and scenario analysis teams
Internal audit, model risk, and independent validation
Board secretariat and regulatory reporting functions

Learning Objectives

By the end of this course, participants will be able to:

Build governed ICAAP and ILAAP operating models
Analyze material capital, liquidity, and funding risks
Apply normative and economic assessment perspectives
Evaluate stress tests, forecasts, and management actions
Use controls, data lineage, and independent challenge
Create an integrated assessment and reporting file

Course Agenda

Day 1: ICAAP and ILAAP Governance

Capital and Liquidity Adequacy Purpose Map
Management Body Accountability Matrix
Three-Lines Responsibility Model
Policy Architecture and Approval Calendar
Process Integration and Decision-Use Canvas

Day 2: Risk Identification and Materiality

Risk Universe and Taxonomy Map
Materiality Assessment Criteria
Risk Inventory Evidence Register
Emerging and Concentration Risk Scan
Risk Coverage Challenge Checklist

Day 3: ICAAP Assessment Perspectives

Normative Perspective Planning Sheet
Economic Perspective Capital Concept
Internal Capital Definition Record
Risk Quantification Method Matrix
Capital Adequacy Reconciliation Bridge

Day 4: Capital Planning and Allocation

Baseline Capital Forecast Model
Business Plan Risk Translation Grid
Capital Buffer Decision Framework
Capital Allocation and Limit Cascade
Capital Contingency Action Catalogue

Day 5: Capital Stress Testing

Scenario Severity and Plausibility Matrix
Risk Driver Translation Method
Capital Impact Aggregation Schedule
Reverse Stress Testing Pathway
Capital Management Action Assessment

Day 6: ILAAP Risk Assessment

Liquidity and Funding Risk Taxonomy
Funding Concentration Profile
Contractual and Behavioral Cash-Flow Map
Liquidity Buffer Eligibility Register
Intraday and Collateral Risk Checklist

Day 7: Liquidity Planning and Stress

Funding Plan Assumption Ledger
Liquidity Stress Scenario Library
Survival Horizon Calculation Sheet
Counterbalancing Capacity Schedule
Liquidity Contingency Action Catalogue

Day 8: Integration and Management Actions

Capital-Liquidity Interaction Map
Recovery Indicator Alignment Matrix
Management Action Feasibility Test
Trigger, Escalation, and Decision Protocol
Integrated Adequacy Dashboard

Day 9: Data, Controls and Reporting

Critical Data Element Inventory
Data Lineage and Reconciliation Map
Control Testing and Evidence Matrix
Independent Review and Validation Plan
Board and Supervisory Information Pack

Day 10: ICAAP and ILAAP Practice

Exercise: Material Risk and Coverage Challenge
Exercise: Capital and Liquidity Forecast Review
Exercise: Stress Test and Management Action Challenge
Exercise: Board and Supervisory Reporting Decision
Capstone Exercise: Integrated Capital and Liquidity Assessment File

Practical Exercises

The course includes the following suggested activities:

Suggested activity: challenge a risk inventory, materiality decision, process owner, and evidence trail.
Suggested activity: reconcile normative and economic capital views with baseline and stressed forecasts.
Suggested activity: test liquidity assumptions, survival horizons, counterbalancing capacity, and management actions.
Suggested activity: assemble governance, analysis, controls, conclusions, and board reporting into one assessment file.

FAQs

Who suits ICAAP and ILAAP training, and what does it assume?

ICAAP and ILAAP training suits bank risk, capital, treasury, ALM, finance, audit, stress-testing, and reporting functions and assumes practical exposure to financial-risk information.

How does ICAAP and ILAAP training differ from general bank risk management?

ICAAP and ILAAP training integrates material risks with capital and liquidity adequacy, forward planning, stress testing, management actions, governance, independent challenge, and decision-use evidence.

Why combine ICAAP and ILAAP assessment?

Combining ICAAP and ILAAP assessment reveals interactions among business plans, risk appetite, capital capacity, funding needs, liquidity buffers, stress effects, and management actions.

What makes ICAAP and ILAAP evidence credible?

Credible ICAAP and ILAAP evidence is traceable, proportionate, internally consistent, reconciled to source data, challenged independently, approved through governance, and used in management decisions.

How should ICAAP and ILAAP management actions be assessed?

Management actions should be assessed for ownership, timing, feasibility, dependencies, financial effects, operational capacity, market constraints, escalation triggers, and consistency across capital and liquidity plans.

Conclusion

Participants take back an Integrated Capital and Liquidity Assessment File containing governance maps, risk inventories, capital and liquidity analyses, forecasts, stress tests, actions, controls, and reporting packs. The file connects separate contributions into one traceable assessment process. It supports management use, independent challenge, board decisions, and supervisory readiness.

credits: 5 credit per day

Course Mode: full-time

Provider: Agile Leaders Training Center

Download Brochure (PDF) Print PDF

Showing 21-40 of 74 events

Location	Dates	Duration	Mode	Price
Johannesburg	Week 02, 2027 17 – 28 January 2027	12 Days	Onsite	€6,400
Dubai	Week 03, 2027 18 – 29 January 2027	12 Days	Onsite	€8,500
Geneva	Week 03, 2027 24 January – 4 February 2027	12 Days	Onsite	€11,000
Prague	Week 05, 2027 1 – 12 February 2027	12 Days	Onsite	€10,000
Zoom	Week 06, 2027 8 – 19 February 2027	12 Days	Online	€3,000
Marbella	Week 06, 2027 14 – 25 February 2027	12 Days	Onsite	€10,000
Porto	Week 07, 2027 15 – 26 February 2027	12 Days	Onsite	€10,000
Baku	Week 08, 2027 22 February – 5 March 2027	12 Days	Onsite	€8,800
Berlin	Week 08, 2027 22 February – 5 March 2027	12 Days	Onsite	€10,000
Seoul	Week 09, 2027 1 – 12 March 2027	12 Days	Onsite	€15,000
San Diego	Week 10, 2027 8 – 19 March 2027	12 Days	Onsite	€28,000
Langkawi	Week 10, 2027 14 – 25 March 2027	12 Days	Onsite	€10,000
Abu Dhabi	Week 11, 2027 15 – 26 March 2027	12 Days	Onsite	€8,000
Dubai	Week 12, 2027 22 March – 2 April 2027	12 Days	Onsite	€8,500
Madrid	Week 12, 2027 22 March – 2 April 2027	12 Days	Onsite	€10,000
Amsterdam	Week 13, 2027 29 March – 9 April 2027	12 Days	Onsite	€10,000
London	Week 14, 2027 5 – 16 April 2027	12 Days	Onsite	€10,000
Bali	Week 14, 2027 11 – 22 April 2027	12 Days	Onsite	€10,000
Casablanca	Week 15, 2027 12 – 23 April 2027	12 Days	Onsite	€7,000
Tbilisi	Week 16, 2027 19 – 30 April 2027	12 Days	Onsite	€8,800

Frequently asked questions

What does this course cover?

OverviewICAAP and ILAAP Capital and Liquidity Assessment Course is a ten-day intermediate-to-advanced course for bank risk, capital, treasury, ALM, finance, audit, stress-testing, and reporting functions, who leave with an Integrated Capital and Liquidity Assessment File. The course links governance, material risks, capital and liquidity perspectives, pla…

Are training dates available?

Yes. Available dates and destinations are listed in the course dates section on this page.

How can I register?

Choose an available date on this page and complete the registration form, or send a programme enquiry.

Can I download the course brochure?

Yes. Use the brochure download link provided on this page.

ICAAP ILAAP Capital and Liquidity Training Course