Scenario analysis and ICAAP reporting
View AgendaKey reasons to attend
- Learn the step-by-step process of using scenario analysis to assess operational risk
- Match industry best practices for the implementation of the Internal Capital Adequacy Assessment Process (ICAAP)
- Measure climate-related risks using scenario analysis techniques
Customised solutions
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About the course
In response to heightened regulatory scrutiny from the Basel Committee, this course explores scenario analysis and ICAAP for effective op risk management.
Through case studies, peer discussions and practical exercises, attendees will gain insights into developing comprehensive ICAAP reports. The curriculum introduces the Supervisory Review and Evaluation Process (SREP) as well as European Banking Authority (EBA) guidelines, ensuring ICAAP alignment with regulatory expectations.
Participants will also learn to identify, assess and integrate scenarios into their risk management frameworks. A dedicated session will demonstrate how to apply the scenario assessment structure and methodology specifically to climate risk. This training addresses common challenges, such as data collection and stakeholder engagement, equipping participants to implement effective scenario analysis within their organisations.
Pricing options:
- Early-bird rate: save up to $800 per person by booking in advance*
- 3-for-2 rate: save over $2,000 by booking a group of three attendees*
- Subscriber reward: save 30% off the standard rate if you are a Risk.net subscriber*
- Season tickets: save up to 60% - request price breakdown
*T&Cs apply
Learning objectives
- Make effective use of scenario analysis outputs
- Learn strategies to mitigate behavioural biases in scenario analysis
- Analyse case studies of climate risk scenario assessments
- Interpret and respond to regulatory expectations for ICAAP
- Identify key operational risks to consider in ICAAP
- Quantify op risk capital for Pillar 2 requirements
Who should attend
Relevant departments may include but are not limited to:
- Operational risk
- Enterprise risk
- Compliance
- Internal audit
- Finance
- Strategy
- Capital management
Agenda
Sessions:
- Scenarios, Internal Capital Adequacy Assessment Process (ICAAP) and regulatory expectations
- Scenario Analysis for operational risk: step by step
- Climate risk and scenarios analyses
- ICAAP reports of operational risks: case studies
Pre-reading materials
The Risk.net resources below have been selected to enhance your learning experience:
- Applying scenario analysis to climate risk - Read article | Risk.net
- Modern Scenario Analysis - Read article | Risk.net
- ICAAP/ILAAP – Unlocking business value from capital and liquidity assessment - Read article | Risk.net
A Risk.net subscription will provide you access to these articles. Alternatively, register for free to read two news articles a month.
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