In today’s complex financial landscape, regulatory compliance isn’t optional—it’s essential. For banks and financial institutions, two frameworks take center stage:
- ICAAP – Internal Capital Adequacy Assessment Process
- ILAAP – Internal Liquidity Adequacy Assessment Process
Peaks2Tails offers a comprehensive Bootcamp on ICAAP, ILAAP and IRRBB, ideal for professionals seeking to master capital and liquidity risk under Basel standards. But before diving into training, let’s explore what these frameworks require.
🔍 What’s behind ICAAP and ILAAP?
ICAAP helps institutions internally assess whether their capital at any time covers all material risks—credit, market, operational, concentration, interest-rate, climate, reputational, and strategic. Notably, Pillar 2 emphasizes stress-testing these risks and building robust scorecards .
ILAAP focuses on liquidity. It evaluates the institution’s ability to maintain liquidity under normal and stress conditions. Key metrics include:
- Stress testing deposit withdrawals and credit drawdowns
- Measuring liquidity gaps
- Monitoring LCR (Liquidity Coverage Ratio), NSFR (Net Stable Funding Ratio), leverage ratios
- Funding Transfer Pricing (FTP) and its integration into RAROC frameworks
ICAAP/ILAAP frameworks share cross-connections—e.g., interest rate risk in banking books (IRRBB) impacts both capital adequacy (via earnings and economic value) and liquidity.
Why Now?
With evolving Basel III and IV reforms, regulators globally demand institutions establish forward-looking capital and liquidity plans. Failing to meet ICAAP/ILAAP expectations can result in regulatory sanctions, capital add-ons, or restricted business activities.
Is Your Organization Prepared?
Ask yourself:
- 📊 Have you stress-tested both capital and liquidity consistently, including under severe scenarios?
- ✅ Do your ICAAP and ILAAP documents reflect Pillar 2 risks and governance requirements?
- 🧮 Are scorecards in place for reputational, climate, cyber, and strategic risks?
- 💧 Is your liquidity monitoring framework robust, covering LCR, NSFR, FTP integration?
- 📝 Does your bank run joint ICAAP-ILAAP exercises with ALM and IRRBB modeling?
If any of the above raises doubts, you’re not alone—many institutions seek expert guidance.
How Peaks2Tails Helps You Prepare
Peaks2Tails’ 100‑hour Bootcamp in “ICAAP, ILAAP and IRRBB” delivers everything you need:
- 75+ hours of in-depth curriculum covering stress testing, IRRBB, Pillar 2 risks, liquidity ratios, FTP & RAROC, and complete ILAAP reporting
- Blended delivery: theory → Excel and Python visualizations → hands-on simulations modeled in a unified tool
- Qualified trainers: industry veterans (FRM/CQF certified) with extensive risk modeling, consulting, and spreadsheet prototyping experience
- Practical outcomes: generate real deliverables—ICAAP/ILAAP reports, stress-test models, governance scorecards, dynamic structural liquidity statements
- Flexible access: live + recorded sessions, forum-based doubt solving, exam-based certification, and optional lifetime access
Benefits In a Nutshell
| Challenge | What Bootcamp Provides |
|---|---|
| Disjointed risk assessment | Integrated tool for capital, liquidity, IRRBB modeling |
| Lack of Pillar 2 understanding | Deep dive into stress tests and additional risk types |
| Inadequate governance and reporting | Templates, scorecards, and exam-based certification |
| Weak ALM capabilities | FTP, RAROC, LCR, NSFR, and IRRBB packaged in one course |
Final Verdict
If your organization aims to meet regulatory expectations comprehensively, now is the time to build internal strength—and Peaks2Tails is equipped to guide that journey.
Ready to Take the Leap?
Peaks2Tails’ Bootcamp on ICAAP, ILAAP and IRRBB is more than a training program—it’s a complete regulatory readiness solution. Involve your teams, enhance your internal frameworks, and bridge the gap between regulation and practice.
Visit Peaks2Tails to explore course details, download brochures, or register. Equip your institution to manage capital and liquidity risk confidently in the regulatory spotlight.