Internal Capital Adequacy Assessment Process (ICAAP)

APEC Financial Regulators Training InitiativeSeminar on Bank Analysis and Supervision School9 –13 July 2012, ADB Headquarters, Manila, PhilippinesHour Monday Tuesday Wednesday Thursday Friday9:00Participant Registrations(9:00 – 9:15)Welcome and Opening Remarks(9:15 – 9.45)5. Asset Quality andCredit Risk: principles,indicators, techniques,and ICRRS9. Keynote Speaker:Capital Standards: Why do theymatter?13. Other Risks:Operational, Strategic,Compliance: concepts andtechniques17. Summary Level Analysis:All issues in focus and riskfocusedresponsesto10:30Official Photo& ParticipantIntroductions(9.45 – 10.15)1. Introduction and CourseOverview(10.15 – 10.30)10. Capital MeasurementKey ratios andMeasurementOther RisksGroup Discussion18. Summary LevelGroup Discussions11:00to12:30Break Break Break Break Break2. Banking business, corporategovernance, and standards touphold6. Keynote speaker:Why every bank needsan internal rating systemCapitalGroup Discussions14. Macro-Prudential SupervisoryIssueSummary LevelGroup DiscussionsAsset QualityGroup Discussions11. Liquidity analysisindicators, techniques& contingency funding19. Group Presentations1:45to3:153:30to5:00LUNCH LUNCH LUNCH LUNCH LUNCH3. From Financial Statements toAnalysis of Risk: Data and theSupervisory CycleSupervisory PresentationsRound 17. Earning AnalysisIndicators and TechniquesLiquidityGroup Discussions12. Sensitivity to Market RiskPrinciples, tools,Indicators and techniques15. Supervisory PresentationsRound 3Group Presentations(continued)Program Review, conclusion andevaluationBreak Break Break Break Break4. First Look at Case Banks7. Earnings (continued)Sensitivity to Market RiskGroup Discussions16. Managementprinciples, issues andsummary pointsFREE TIMESupervisory PresentationDemo and Schedule8. EarningsGroup DiscussionsSupervisory PresentationsRound 2ManagementGroup Discussions