Advanced
ICAAP & ILAAP: Strategic Capital and Liquidity Planning
A strategic guide to the Internal Capital Adequacy Assessment Process (ICAAP) and the Internal Liquidity Adequacy Assessment Process (ILAAP) — design, stress testing, supervisory dialogue, and best practice for boards and senior management.
6 modules · 28 lessons130 min
About this course
This advanced course provides a comprehensive and strategic guide to the ICAAP and ILAAP — the two cornerstone internal assessments of capital and liquidity adequacy under the EU Pillar 2 framework. It covers the regulatory foundation, methodological approaches, stress testing design, SREP supervisory dialogue, and best practices for embedding genuine risk insight into these processes. Designed for CFOs, CROs, treasury professionals, and board risk committee members.
Course Syllabus
The Basel/CRD Pillar 2 Framework12 min
ECB and NBB ICAAP/ILAAP Supervisory Expectations10 min
ICAAP Internal Capital: Economic and Normative Perspectives10 min
ILAAP: Architecture, Liquidity Adequacy and Funding Strategy8 min