Scenario analysis and ICAAP reporting
View AgendaKey reasons to attend
- Learn how to use scenario analysis to assess operational risks
- Discover best practices for the implementation of the Internal Capital Adequacy Assessment Process (ICAAP)
- Measure climate risks using scenario analysis techniques
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About the course
In light of heightened regulatory scrutiny from the Basel Committee on Banking Supervision, this course provides a comprehensive exploration of scenario analysis and ICAAP for effective op risk management. Through case studies, peer discussions and practical exercises, attendees will gain insights into structuring scenarios, engaging with regulators and interpreting ICAAP outcomes.
A dedicated session focuses on applying the scenario assessment structure and methodology specifically to climate risk, reflecting its growing relevance in today’s risk landscape.
The curriculum also introduces the Supervisory Review and Evaluation Process (SREP), ensuring ICAAP alignment with regulatory expectations. Attendees will learn how to translate scenario results into well-structured ICAAP reports that incorporate governance elements.
Pricing options:
- Early-bird rate: save up to $800 per person by booking in advance
- 3-for-2 rate: save over $3,000 by booking a group of three attendees
- Subscriber reward: save 30% off the standard rate if you are a Risk.net subscriber
- Season tickets: cost-effective option for groups of 10 or more. Learn more
*T&Cs apply
Learning objectives
- Gain insights into preparing an effective ICAAP report
- Align the ICAAP with regulatory expectations
- Explore real-world examples of ICAAP outcomes
- Mitigate behavioural biases in scenario analysis
- Examine scenario identification techniques
- Design and structure risk scenarios
Who should attend
Relevant departments may include but are not limited to:
- Operational risk
- Enterprise risk
- Compliance
- Internal audit
- Regulation
- Climate risk
Agenda
April 28–30, 2025
Live online. Timezones: Emea/Americas
Sessions:
- Understanding ICAAP and regulatory expectations
- Scenario analysis for ICAAP – core techniques and applications
- Climate risk scenarios and operational risk integration
- ICAAP reporting, governance and capital assessment
Tutor:
- Julien Haye, Managing director and founder, Aevitium
September 2–4, 2025
Live online. Timezones: Emea
Sessions:
- Understanding ICAAP and regulatory expectations
- Scenario analysis for ICAAP – core techniques and applications
- Climate risk scenarios and operational risk integration
- ICAAP reporting, governance and capital assessment
Tutor:
- Julien Haye, Managing director and founder, Aevitium
Introduction from the tutor
Tutors
Julien Haye Risk Learning Faculty
Managing Director
Aevitium
With over 23 years of experience in the financial service industry, Julien is a commercially astute risk expert who understands the vital connection between people, culture and effective risk management. He has held diverse roles throughout his careers, from front-office trader to chief risk officer and transformation leader, giving him a unique perspective on the intersection of human behaviour and risk assessment.
His expertise lies in helping organisations to turn their risk, compliance, and assurance management functions into strategic business enablers while nurturing an inclusive and psychologically safe culture. He also has successfully led organisations through complex risk and compliance transformations, establishing effective risk management capabilities and governance, all while prioritising and fostering psychological safety. By delivering a stronger risk narrative for clients and strengthening their license to operate, he has shown that creating a people-centric risk management approach is not only beneficial but also a strategic competitive advantage.
Pre-reading materials
The Risk.net resources below have been selected to enhance your learning experience:
- Applying scenario analysis to climate risk
- Modern Scenario Analysis
- ICAAP/ILAAP – Unlocking business value from capital and liquidity assessment
A Risk.net subscription will provide you access to these articles. Alternatively, register for free to read two articles.
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