ICAAP Stress Testing and Capital Planning 2018 is a conference dedicated to Enhance ICAAP stress testing and scenario analysis to feed into effective capital planning.
ICAAP Stress Testing and Capital Planning 2018 deals with how to:
- Set proprietary limits against the stress tested scenarios to accurately reflect vulnerabilities impacting capital
- Achieve granular ICAAP stress testing at an entity level by addressing governance, system, and data limitations
- Optimise forward looking capital plans in light of knowledge attained on risk appetite through ICAAP
- Successfully govern and validate stress testing models with focus on developments in IFRS 9 forecasting
- Bridge the gap between ICAAP and ILAAP with recovery and resolution planning
Who should Attend
- Head of Enterprise Risk
- Head of ICAAP Stress Testing
- Head of Capital Planning
- Head of Prudential Risk
- Head of Capital Management
