Giorgia Chillon November 19, 2021

Watch now: ICAAP for operational risk and scenario analysis | Webinar Replay

Scenario analysis is essential for the Internal Capital Adequacy Assessment Process

The Internal Capital Adequacy Assessment Process (ICAAP) is a process through which financial institutions assess their regulatory Pillar II capital. During this process, institutions identify and evaluate the risks that are relevant to the nature of their business, allowing them to have a clearer view of their strengths and weaknesses. In recent years regulators have stressed the importance of scenario analysis and ICAAP, and they have highlighted the benefits of integrating this process into the management framework of institutions.

On November 12th, Ariane Chapelle and Giorgia Chillon hosted the information webinar "ICAAP for operational risk and scenario analysis", where they presented a step-by-step, transparent, and robust approach to use scenario identification and quantification for the Internal Capital Adequacy Assessment Process. They also shared Chapelle's successful case studies on ICAAP and answered numerous questions in the Q&A session.

To access the webinar replay on demand, click on the video link below!

Click here to access the webinar replay

Webinar Content:

00:00 – Introduction by Ariane Chapelle

03:00 – What is ICAAP?

06:00 – ICAAP steps and challenges

34:30 – Case Studies

42:30 – Estimating capital requirements

52:20 – Writing the ICAAP report

54:00 – Summary and take-aways

55:20 – Questions & Answers led by Ariane Chapelle and Giorgia Chillon

 

Interested in ICAAP and Scenario Analysis?

If you are interested in scenario analysis, ICAAP, or if you would like to book a consulting session with Chapelle, you can contact us directly via the contact link below:

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