ICAAP: Assessment Requirements: Approach, Nature , Comparative View to MCR and Review Process
3 mins read In this post we will continue will our overview of ICAAP. In particular we will look at how risk is
3 mins read In this post we will continue will our overview of ICAAP. In particular we will look at how risk is
3 mins read In the first of two posts covering the ICAAP requirements we will consider the purpose of ICAAP, the pre-requisites for
4 mins read Earlier we looked at some of the preceding regulations to Basel II. We first look at some of the loopholes
3 mins read Under Pillar 2 of the Basel II Accord, the bank needs to have in place internal procedures and processes to
3 mins read Internal Capital Adequacy Assessment Process was introduced a few years earlier with mandatory regulatory reporting deadlines that started kicking in
6 mins read Here is a sample ICAAP (Internal Capital Adequacy Assessment Process) Document Table of Content and Executive Summary. While there are a number of designs for the ICAAP submission document, the approach we have taken works through the list of primary risks and highlights the implication for the capital plan of the organization based on risk capital calculations.