Scenario analysis and ICAAP for operational risk

  • Operational risk
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Key reasons to attend

  • Learn best practices for effective scenario analysis 

  • Understand the regulatory guidance for the Internal Capital Adequacy Assessment Process (ICAAP) for operational risk

  • Define the interactions between scenario analysis and resilience

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About the course

The upcoming standardised approach has increased attention from regulators on the Pillar 2 requirements and ICAAP assessment of op risk, best executed through scenario assessments. 

Participants will develop their knowledge on effective approaches to scenario identification and scenario assessment for op risk. Sessions will explore preparation, governance and frameworks for scenarios, providing useful methods to foresee rare events and structured scenario quantification. 

Subject matter experts explain the most effective ways to execute scenario analysis and ICAAP reports for op risks in the financial services industry through practical case study exercises and workshops.

Learning objectives

  • Evaluate the role of scenarios analysis in an op risk management framework

  • Identify the seven steps of scenario analysis, from preparation to validation

  • Navigate the influence of recent market changes on scenario identification and assessment 

  • Apply best practice and regulatory guidance for ICAAP 

  • Assess the role of the Pillar 2 requirement under the new regulatory regime

  • Define the interactions between scenario analysis and resilience

Who should attend

Relevant departments may include but are not limited to:  

  • Op risk 

  • Enterprise risk

  • Internal audit

  • Finance 

  • Capital management 



  • Scenario analysis: step by step

  • Workshop: scenario identification   

  • Scenario assessment and exercise 

  • Case studies: scenario assessment for operational risk 

  • ICAAP for operational risk: a simple guide   

  • Case studies: three stories of ICAAP reports   

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