•Introduction to ICAAP
•Introduction to Risk Portfolio Modeling
•Stress Testing
1. Scenario analysis
2. Sensitivity analysis
3. Analysis of stress testing results
4. Stress test Excel modeling
•Risk Appetite and Risk Tolerance for Bank Risk Budgeting
1. Determining the main objectives of risk budgeting
2. Factors of risk appetite
3. Factors of risk tolerance
4.. Rational decision taking
•Bank Business Model under stress
•Business Lines and critical Functions
•Recovery Plan Governance - The Role of the Board of Directors and Board Committees
•Recovery Plan Indicators (Core and Supplementary Indicators)
•Levels of Early Warning Indicators and Triggers
•Stress Testing Scenarios and related Assumptions
•Idiosyncratic Stress
•Systemic Stress
•Hybrid Stress
•Information requirements
•Recovery Options
•Execution Timeframes
•Impact Assessment on Financial Indicators
•Feasibility of Recovery Options
•Risks and Impediments of Recovery Options
•Regulatory and third-party approvals
•Communication with host authorities and other parties
•Recovery Plan Assessment
•Developing Resolution Strategies and Operational Resolution Plans
•Identification of Critical Functions and Critical Shared Services
•Processes for deciding on the preferred resolution strategy
•Operational resolution plans
•Resolution powers to support the implementation of the strategies
•Conditions for activation of resolution plans
•Firm-specific cross-border cooperation agreements
Recovery and Resolution teams in Banks
Financial Controllers, Financial Managers, and senior staff in Banks
Treasurers, Capital Markets Managers, and senior staff in Banks
Compliance Managers in Banks and their main assistants
Risk Managers
Internal Auditors
Capital Management and stress-testing teams