ICAAP Sample Report Template & Executive Summary

About the Course

The ICAAP Sample report and template course presents a suggested template for reporting ICAAP for a hypothetical bank “Demo Bank”. The sample report:

• Describes the methodology & risk aggregation for capital allocation for each risk
• Reviews the credit portfolio of the bank including portfolio composition, customer base, maturity profile and facility & industry concentration
• Provides commentary on the internal capital adequacy of the bank in particular of its credit risk
• Lists assumptions & data sources used for the exercise

Learning objectives

After taking this course you will be able to:

• Prepare a template for ICAAP reporting

Prerequisites

The candidate should have some familiarity with debt, equity & FX markets and risk management frameworks. They should also be comfortable with basic mathematics, statistics, probability and EXCEL.

Target Audience

The course is aimed primarily at banking professionals and individuals responsible for risk management within banks who need to review or refresh their understanding of Capital Adequacy regulations for work, professional review, audit or personal development.