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ICLAAP = ICAAP + ILAAP and-Stress Testing (Capital and Liquidity) Certification Training

Join to our course ICLAAP. Participant will achieve an understanding of ICAAP, Capital Management, Liquidity Risk and Treasury Risk Management. as well as proven approach to construct an ILAAP.

Live Online: 4 Hours per day, Total :16 hrs , 4 Days (May 16, 17, 23 and 24 2026) Self Paced: 15+ hours of recorded video lectures, study materials and certification assessment Live Online Self Paced In Person ICLAAP = ICAAP + ILAAP and-Stress Testing (Capital & Liquidity) Certification Training
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Overview

The ICLAAP (ICAAP + ILAAP) and Stress Testing Certification Training is designed to provide finance and risk professionals with comprehensive expertise in managing both capital and liquidity risks within financial institutions. This program combines the Internal Capital Adequacy Assessment Process (ICAAP) and Internal Liquidity Adequacy Assessment Process (ILAAP) to deliver an integrated approach to risk management aligned with Basel regulatory frameworks.

Participants will gain practical knowledge of capital planning, liquidity risk management, and stress testing methodologies, enabling them to assess financial resilience under normal and adverse conditions. The course emphasizes regulatory expectations, governance frameworks, and the integration of capital and liquidity strategies into business decision-making.

Through real-world case studies and practical applications, learners will develop the ability to design and implement ICLAAP frameworks, conduct effective stress testing for both capital and liquidity, and enhance overall risk management practices within financial institutions.

Course Outline

  1. Purpose and objectives of ICAAP/ILAAP
  2. Relationship to Basel Framework
  3. Basel II → Basel III → Basel III Finalisation (2025)
  4. Pillar 1, Pillar 2, Pillar 3 interactions
  5. Risk appetite, governance and risk culture
  6. Expectations of global supervisors (EBA, ECB, PRA, MAS, APRA, HKMA)
  1. Comprehensive risk inventory
  2. Financial vs non-financial risks
  3. 2025 additions: Climate and environmental risk, Model risk, Concentration and strategic risk
  1. Trading book vs banking book boundary
  2. Overview of FRTB SA and IMA
  3. Expected Shortfall and liquidity horizons
  4. Non-Modellable Risk Factors (NMRFs)
  5. Supervisory challenges and reporting expectations
  6. Stress testing for market risk
  1. Standardised vs IRB approaches
  2. PD, LGD, EAD modelling
  3. Credit risk mitigation
  4. IFRS 9 Expected Credit Loss (ECL): Forward-looking modelling, Scenarios and macroeconomic drivers, Integration with ICAAP
  5. CVA framework; DVA constraints
  1. Operational Risk (2025 rules): SMA replacing AMA, Loss data, RCSA, KRI frameworks, Scenario analysis, Third-party risk, outsourcing risk (ESG, cloud, tech disruptions)
  2. Model Risk: Governance and policies, SR 11-7 principles and global equivalents, AI/ML model challenges, Validation techniques and model lifecycle
  1. Regulatory expectations for stress testing
  2. Scenario selection (macro, idiosyncratic, reverse)
  3. Sensitivity vs scenario-based approaches
  4. Using stress-test outputs in ICAAP/ILAAP
  5. Linking stress tests to capital and liquidity plans
  1. Liquidity vs solvency distinction
  2. Regulatory liquidity metrics: LCR, NSFR, Additional Monitoring Tools (AMTs)
  3. Intraday liquidity
  4. Liquidity buffers and survival horizons
  5. Funding concentration risk
  6. Stress testing for liquidity
  7. ILAAP documentation expectations
  1. IRRBB under BCBS 368 (2025)
  2. Interest rate modelling: Yield curves, bootstrapping
  3. Duration, convexity, PV01, sensitivities
  4. Behavioural modelling of NMDs
  5. Hedging techniques (swaps, macro hedges)
  6. Interaction between ALM and ICAAP
  1. Modern FTP framework (ITP + LTP)
  2. Internal liquidity charges
  3. Contingent liquidity pricing
  4. FTP governance and oversight
  5. Using FTP to steer business behaviour
  6. Integration with ALM + ILAAP
  1. CET1, AT1, Tier 2 recap
  2. Capital buffers (CCB, CCyB, systemic buffers)
  3. Economic capital vs regulatory capital
  4. Link to risk appetite and strategic planning
  5. Multi-year capital projection
  6. ICAAP capital adequacy assessment
  1. Components of ICAAP document: Governance, Capital adequacy, Risk assessment, Stress testing, Internal controls, Capital plan and strategy
  2. Components of ILAAP document
  3. SREP process and supervisory expectations
  4. Common shortcomings during reviews
  5. Best practices (ECB, PRA, EBA guidelines)
  1. End-to-end ICAAP/ILAAP exercise
  2. Review sample capital and liquidity stress results
  3. Constructing a simplified ICAAP/ILAAP statement
  4. Assessment quiz and wrap-up

Prerequisites

  1. Basic understanding of how banks and financial institutions operate
  2. Familiarity with general finance and accounting concepts
  3. Awareness of different types of risks in banking (credit, market, operational, liquidity)
  4. Interest in learning about regulatory requirements and capital planning
  5. Basic comfort with numbers and simple financial calculations
  6. No prior risk management experience required, though helpful

Who Should Attend

  1. Banking professionals new to risk management
  2. Finance or accounting staff wanting to understand capital and liquidity planning
  3. Regulatory reporting or compliance team members
  4. Risk analysts or junior risk officers
  5. Anyone interested in learning ICAAP and ILAAP concepts
  6. Professionals preparing for supervisory interactions or audits

Certification

On successful completion of the course and assessment, you will receive a Course Completion Certificate from GraspSkill.

ICLAAP = ICAAP + ILAAP and-Stress Testing (Capital & Liquidity) Certification Training

Benefits

  1. Gain integrated expertise in capital and liquidity risk management through ICLAAP (ICAAP + ILAAP) 
  2.  Understand and apply Basel III/IV regulatory frameworks and supervisory expectations 
  3.  Learn to design and implement ICAAP and ILAAP frameworks within financial institutions 
  4.  Develop skills in capital adequacy assessment, liquidity risk management, and funding strategies
  5.  Master stress testing methodologies for both capital and liquidity under adverse scenarios 
  6.  Build capabilities in risk identification, measurement, monitoring, and reporting
  7.  Establish and align risk appetite, governance, and internal control frameworks
  8.  Integrate risk insights into strategic planning and decision-making
  9.  Strengthen ability to ensure financial resilience, regulatory compliance, and business stability
  10.  Gain practical, real-world application skills through case studies and simulations 
  11.  Enhance career opportunities in roles such as Risk Manager, ICAAP/ILAAP Specialist, Stress Testing Analyst, and Capital and Liquidity Risk Analyst
  12.  High industry demand with strong earning potential in banking, financial services, and risk management functions
  13.  Position yourself as a key contributor to risk governance, capital planning, and liquidity strategy

About Trainer

    A FRM and PRM certified Financial Risk Management Consultant with international expertise in risk management methodological frameworks. He brings over 25 years of experience advising financial institutions and organisations on effective risk management practices. Qualified in Islamic Finance (IFQ), he is a published author on risk management and Basel Accords and a regular speaker at industry conferences. In addition, he delivers training courses and workshops for professionals across the globe, helping participants strengthen their risk management knowledge and skills.

Learning Outcomes

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

  • Effectively identify, quantify and manage various types of risks, including market, credit, operational and liquidity risks.
  • Understand the regulatory frameworks for ICAAP and ILAAP and apply them to real-world scenarios.
  • Design and conduct robust stress testing, linking it to capital and liquidity adequacy planning.
  • Develop and assess ICAAP and ILAAP documentation, meeting supervisory expectations.
  • Apply best practices for governance, model risk and risk appetite alignment in risk management processes.
  • Upon completion, participants will receive a certificate acknowledging their expertise in ICAAP + ILAAP, aligned with the latest supervisory expectations.

    • Student Reviews

    "Good training program on ICAAP, ILAAP and stress testing."

    G
    Gangadhar Anupoj, PRM
    Head of Risk Management, Criss Financial Limited

    "Good insights on stress tests. Tailor made. Excellent conversation from experiences about central bank attitude."

    K
    Katja Lautar
    Member of The Supervisory Board, SID banka, Slovenia

    "The presenter not assuming we all had basis knowledge. He took his time to explain to ensure even those without prior knowledge understood. This was very helpful."

    D
    Dagobert Rugwiro
    Chief Risk Officer, AB Bank Rwanda

    "The course was good. Had a good discussion with Fred about issues at our end."

    N
    Nicola Crawford
    Chief Risk and Compliance Officer, Gibraltar International Bank

    Frequently Asked Questions

    Yes, you will be able to pay the course fees in instalments. Reach out to [email protected] to see the options available to you.

    Yes, there will be an assessment of 20 questions based on the training topics at the end of the course, you will have to score 75% to pass.

    You will get 2 attempts.

    Sure, you can watch the recordings of the sessions you cannot attend and get back to us if you have any doubts to clear.

    Group discounts are available to groups of more than three candidates. You can get up to 20% discount depending on the number of participants.

    Yes, if you notify at least 24 hours in advance before the 1st class of the training and there is an availability in a different batch then you will be able to switch your start date.

    Our courses are designed to provide high quality learning and outcomes that exceed expectations. If for some reason your expectations are not met. You will be given a refund in accordance with our 100% satisfaction policy.

    You will receive meeting login for Zoom live classes and training materials.

    All the participants will be added to WhatsApp group. You can clarify doubts at any time via WhatsApp or email.

    This course provides an end-to-end understanding of ICAAP (Internal Capital Adequacy Assessment Process) and ILAAP (Internal Liquidity Adequacy Assessment Process), covering risk identification, capital and liquidity planning, ALM, IRRBB, FTP, stress testing and supervisory expectations. Certification is awarded after passing our in-house assessment.

    a) Covers 2025 updates including climate risk, model risk, NMD behavioral modeling. b) Focuses on practical application, case studies and end-to-end documentation. c) Includes our own certification assessment with two attempts.

    Yes, participants engage in: a) Stress testing exercises for capital and liquidity. b) ALM and IRRBB modeling scenarios. c) FTP calculation and governance exercises. d) End-to-end ICAAP/ILAAP documentation case study.

    Basic banking risk and finance knowledge helps, but the course is structured for both beginners and experienced professionals.

    Yes, participants gain practical guidance, and supervisory-aligned frameworks to develop or review ICAAP/ILAAP documents.

    The digital certificate is issued immediately upon passing the assessment.

    No, the certification is valid indefinitely, demonstrating ICAAP/ILAAP proficiency. While not mandatory, refresher training every 2-3 years is recommended to maintain skills and compliance.

    The assessment tests practical understanding of ICAAP/ILAAP concepts, stress testing, ALM and risk management. With active participation, most participants pass on the first attempt.

    We offer live online sessions, self-paced modules and in-person workshops.

    Trainers are experienced banking risk and finance professionals with hands-on expertise in ICAAP/ILAAP, Basel III Final rules and stress testing frameworks.

    Yes, participants receive slides, case studies and reference notes covering all ICAAP/ILAAP modules.

    Yes, we provide mentorship, doubt resolution, and guidance for assessment preparation.

    a) Gain hands-on skills in capital adequacy, liquidity planning, stress testing and ALM/IRRBB management. b) Enhance credibility with regulators, supervisors and senior management. c) Improve ability to prepare, review and assess ICAAP/ILAAP documents. d) Apply knowledge to risk management, capital planning and strategic decision-making

    Live Class Schedules

    Self Paced Learning

    Duration: 15+ hours of recorded video lectures, study materials and certification assessment
    Access: Online, anytime
    Certificate on completion
    $699.00 $799.00
    Enroll Now
    Minimum 5 participants required — email us at info@graspskill.com

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    Corporate in-house programs or open events — write to us at info@graspskill.com

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    Upcoming Schedules

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    14:00 - 18:00 Kolkata (UTC+5:30) 4 Hours per day, Total :16 hrs , 4 Days (May 16, 17, 23 and 24 2026) Live Online $1,549.00 $1,479.00

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