capital adequacy

Basel II and III ICAAP

Internal Capital Adequacy Assessment Process: Basel II – Background

December 14, 2010June 3, 20193 Comments

3 mins read

Under Pillar 2 of the Basel II Accord, the bank […]

Basel II and III ICAAP

ICAAP: Internal Capital Adequacy Assessment – Sample ICAAP report format and table of content

September 4, 2010March 7, 20187 Comments

7 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.