
Internal Capital Adequacy Assessment Process
This service enables banks to either develop their existing processes for the development of the Internal Capital Adequacy Assessment Process (ICAAP) or assess the effectiveness of the existing ICAAP Document.
Design
We assist banks in designing their ICAAP framework to ensure it addresses the key topics that will result in a practical ICAAP document that is aligned with nature of risks that the bank is taking.
Assessment
We assess the existing ICAAP framework and also assess the effectiveness of the existing ICAAP document. This assessment encompasses testing the entire capital planning process including the assessment of the existing risk measurement models upon which capital requirements have been determined.