Banks' ICAAP, Leverage and Capital Management will explore the evolution of the Basel rules so as to help the audience understand the concepts in relation to the changes incurred in the banking industry, particularly in capital management. The seminar will cover various aspects such as: the calculation of pillar 1 risks; a thorough understanding of ICAAP, and the modelling of pillar II risks. The course will also discuss stress testing, following the EBA stress testing methodologies.
By the end of the course the audience should have a holistic understanding of how banks can use ICAAP to calibrate their risk appetite framework and leverage ratio.
Who will benefit from this training:
- Executive and Non-Executive Directors serving on Boards
- Risk officers
- Employees working in the regulatory section
- Banks’ management
- Bank and financial institutions officials
- Internal auditors
- Accounting professionals
The following course in Malta is being delivered by Adam Karl Farrugia, a manager at Deloitte working within the risk advisory team. Previous employment include managing the risk department as the head of risk of a Maltese bank where he inaugurated the risk department. His main contributions include the creation of risk models; quantification and monitoring of risk; and the creation and coordination of the Internal Capital Adequacy Assessment Process (ICAAP), the Internal Liquidity Adequacy Assessment Process (ILAAP) and the Recovery Plan. He also worked with another Maltese bank where one of his main contribution was the creation of the ICAAP. castilleresources.com Adam is a visiting lecturer at the University of Malta delivering lectures to both the Insurance & Risk department and the Banking & Finance department. As part of his work experience, Adam worked in different financial sectors, specialising in financial modelling and risk quantification. He also designed and created a Special Purpose Vehicles (SPV) and bond prospectuses. Further to graduating in Bachelor of Commerce (Hons) in Banking and Finance, Adam holds an MSC (Finance) from Trinity College in Dublin and is RIMAP certified.
For a detailed programme check our learning page on www.castilleresources.com or contact Castille Institute on 20933280 or via email on on email@example.com.
Candidates may be eligible to claim part of the cost incurred under the Investing in Skills Scheme. Click here for further information.