ICAAP methodology study

  • 22 January 2019

The Internal Capital Adequacy Assessment Process (ICAAP) is an integral regulatory requirement for global financial firms. When assessing capital needs, institutions must consider the impact of economic cycles and sensitivity to other external risks and factors. While some regulatory guidance is available on ICAAP, it often leaves room for interpretation.

About this study

This study will look at the range of methodologies employed by operational risk to meet their ICAAP requirements. As the regulatory requirements vary across jurisdictions, a focus area will be to understand these differences.

This project will help participants to understand common practices in the industry. Further areas of interest such as the governance and validation processes around ICAAP, and the benchmarking of key ratios will be explored together with the project's steering group.

We have already launched the study, so if you are interested in participating then you will need to sign up by 15 February. We will be concluding the project in May. If you would like to participate, please contact us.

Cost

There is no charge for ORX members. The cost for non-members is £4,000, which is refundable if you become a member of ORX in 2019.

Further information

More information on our research programme for Q1-Q2 2019 can be found here. If you are interested in participating, or if you would like to learn more, then please get in touch.

Sign up now

To sign up for this year's ICAAP methodology study, or to find out more about it, please get in touch.

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