Scenario analysis and ICAAP reporting
About the course
With increased regulatory scrutiny on how institutions assess capital adequacy and justify stress scenarios, this course explores how to strengthen your ICAAP framework by analysing the purpose, design and implementation. Through case studies, peer discussions and practical exercises, participants will gain insights into structuring scenarios, engaging with regulators and interpreting ICAAP outcomes.
This course covers both the practical and strategic aspects of ICAAP, from assessing buffer impacts and determining which scenarios should be included in your report to examining the nuances of ICAAP reporting and addressing common pitfalls.
Discussion of best practices for documentation and outlining roles and responsibilities will equip participants with the tools to develop a more resilient and effective ICAAP framework.
Learning objectives
- Analyse the purpose and structure of an ICAAP report
- Align the ICAAP with regulatory expectations
- Explore scenario structuring techniques for physical and transition risks
- Define core components of a robust ICAAP report
- Mitigate behavioural biases in scenario analysis
- Design and structure risk scenarios
Who should attend
Relevant departments may include but are not limited to:
- Operational risk
- Enterprise risk
- Compliance
- Regulatory reporting
- Internal audit
- ICAAP specialists
- Capital planning
- Stress-testing
- Treasury
- Climate risk
Registration
July 28–30, 2026
Online
13:30 BST
$2499
Enquire about:
- Agenda and registration process
- Group booking rates
- Customisation of this programme
- Season tickets options
Accreditation
This course is CPD (Continued Professional Development) accredited. One credit is awarded for every hour of learning at the event.
Enquire now
Expand your learning
The premier meeting place for the risk community. Providing clarity and guidance on the fast-changing regulatory landscape of capital, credit and market risk, liquidity and derivates use.
Risk Journals deliver academically rigorous, practitioner-focused content and resources for the rapidly evolving discipline of financial risk management.
Risk Books are authored by leading professionals and academics. With over 150 books spanning 1,000s of chapters, our publications team is committed to connecting readers with these world class experts.
Regularly updated by our team analysts, journalists and producers, our glossary demystifies the terminology and acronyms used in risk management, risk transfer, policy, technology and innovation.