ICAAP and ILAAP guidelines for European Banks
7 mins read What is ICAAP? Internal Capital Adequacy Assessment. Internal Capital Adequacy Assessment Process (ICAAP) is an internal review requirement that evaluates
7 mins read What is ICAAP? Internal Capital Adequacy Assessment. Internal Capital Adequacy Assessment Process (ICAAP) is an internal review requirement that evaluates
3 mins read Asset Liability Management Training Guide. 3rd Edition. The brand new, revised 3rd edition of the ALM Study Guide is out.
4 mins read A visual depiction of shifts over the period 1978 – 2014 While we have spent a fair bit of time
9 mins read A short review of stress testing regulatory frameworks. Stress testing is evaluating the impact of large, expected as well as
3 mins read Jawwad Farid Every since the Basel and BIS Committee that formulates the Basel Standard announced a preference for exploring an
4 mins read The mandate of the ALM (ALCO) committee has increased with changes in the Basel II framework to accommodate liquidity and funding concentration concerns. Commonly known as Basel II extensions or the Basel III framework, the changes put a renewed focus on liquidity coverage ratio and funding concentration. To be fair both interest rate mismatch and liquidity profiling were already areas of focus under the original Pillar III Internal Capital Adequacy Assessment Process requirements.