Capital Planning and ICAAP Development

This capstone programme integrates all aspects of Basel III implementation into comprehensive capital planning and Internal Capital Adequacy Assessment Process (ICAAP) development. Participants will develop practical skills in forward-looking capital planning, scenario analysis, and strategic decision-making under Basel III constraints. The programme addresses the unique challenges SME banks face in developing robust capital planning processes with limited resources and expertise.

The course emphasises the integration of capital planning with business strategy, risk appetite, and regulatory requirements. Practical exercises focus on developing comprehensive ICAAP documents and capital plans suitable for SME banks.

Participants will:

• Develop comprehensive ICAAP frameworks meeting regulatory expectations
• Master forward-looking capital planning methodologies
• Integrate capital planning with business strategy and risk appetite
• Understand Pillar 2 requirements and supervisory assessment processes
• Implement effective governance for capital planning
• Navigate practical challenges specific to SME banks

• ICAAP Framework and Requirements
  • Basel III Pillar 2 requirements
  • ICAAP components and expectations
  • Supervisory review and evaluation process
  • MENA regulatory variations and expectations
• Capital Planning Methodology
  • Forward-looking capital projections
  • Business plan integration
  • Scenario analysis and stress testing
  • Capital adequacy assessment under stress
• Risk Assessment and Management
  • Pillar 2 risk identification and assessment
  • Risk appetite framework development
  • Capital allocation methodologies
  • Management actions and contingency planning
• Implementation and Governance
  • ICAAP governance and oversight
  • Documentation and reporting requirements
  • Regular review and update processes
  • Regulatory interaction and examination preparation