ICAAP, ILAAP and Regulatory Stress Testing Corporate Training
Build ICAAP and ILAAP submissions your supervisors accept, with guided labs on capital planning, liquidity assessment, and regulatory stress testing.
Edstellar, a corporate training company, delivers corporate training that helps your team build ICAAP and ILAAP documentation, run capital and liquidity stress tests, and prepare supervisory submissions. Employees practice scenario design, loss modelling, and buffer assessment in guided labs led by risk practitioners. Each session is tuned to your portfolios, tools, and reporting workflows.
Instructor-led group trainingVirtual / on-site / off-site10 languagesDelivered inEnglish, Spanish, Mandarin, German, Arabic, Portuguese, Hindi, French, Japanese, Italian100+ countriesWe have delivered inUnited States, United Kingdom, India, Canada, Germany, France, Netherlands, UAE, Saudi Arabia, Singapore, Australia, Japan, Brazil, South Africa and 90+ more countries
How we build a supervisory-ready capital and liquidity team
EDSTELLAR ICAAP, ILAAP & STRESS TESTING CAPABILITY MODEL
Assess ICAAP and ILAAP maturity
Skill checks map your team's capital planning, liquidity assessment, and modelling baseline.
Standardize methods and templates
One shared playbook for scenarios, stress workbooks, and supervisory documentation.
Practice in guided labs
Labs cover loss modelling, IRRBB and liquidity stress, and scenario design.
Measure the lift
Lab reviews benchmark each employee's stress testing and submission quality.
Scale across entities
One standard rolls out across business lines, portfolios, and subsidiaries.
Need more than one program?Get a group quote
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Program Overview: What is ICAAP, ILAAP and Regulatory Stress Testing?
ICAAP, ILAAP & Regulatory Stress Testing is a hands-on training program for bank risk, finance, and treasury teams responsible for capital and liquidity adequacy. The program covers the supervisory landscape, ICAAP capital planning, credit risk stress testing and loss modelling, market and liquidity stress testing, scenario design, and model validation. Participants work across seven modules over 32 hours.
Learning is built around realistic bank balance sheets and supervisory scenarios. Participants build capital plans, run credit loss models, design stress scenarios, and document results the way supervisors expect. Instructors with regulatory experience review every model and document, challenge assumptions, and coach teams through reverse stress testing. The program closes with a six-hour capstone where each team executes an end-to-end stress test exercise.
Supervisors keep raising the bar while capital and liquidity models grow more complex and harder to defend. Teams scramble before each review, patching documentation and hoping their scenarios hold up. This program teaches risk teams to run stress testing as a disciplined, repeatable practice that survives supervisory scrutiny.
The capstone leaves each team with a completed end-to-end stress test exercise on a realistic bank portfolio: scenarios, loss models, management actions, and documentation a supervisor could actually read. Teams return with a repeatable testing playbook and the confidence to defend their capital and liquidity positions in the next review.
Seven modules and 32 hours: supervisory foundations, ICAAP capital planning, credit, market, and liquidity stress testing, scenario design, validation and documentation, and a capstone stress test exercise. Every module pairs concepts with a guided lab, so each technique is practiced. It closes with a capstone exercise the team plans, runs, documents, and presents.
Delivery is hybrid across virtual and onsite sessions, scheduled around your calendar. Cohorts train as one group or split into batches, with session materials and lab guides included for every participant.
What's Included in this Workshop for Your Enterprise Teams
- 1
Risk appetite and capital planning
Draft statements and capital plans for a case bank.
- 2
Credit stress modelling
Build loss workbooks under macro scenarios.
- 3
Liquidity and IRRBB stress
Shock rates, haircuts, and survival horizons.
- 4
Scenario and reverse testing
Design narratives and find breaking points.
- 5
Capstone exercise
Run the full stress test and present the board report.
- Instructor-led delivery across virtual, onsite, and hybrid
- Guided labs in every module with practitioner coaching
- Capstone stress test exercise, reviewed with your team
- Flexible scheduling around your calendar
- Lab guides and reusable workbook templates included
- Group size and batches set along with you
Build your team's skills. Anywhere in the world.
Real-world use cases
from day one
Instructor-led training
for your teams
Delivered globally
in 100+ countries
Enterprise Training Solutions Customized for Your Company
One partner for instructor-led corporate training, delivered the way your teams work.
Request a Training Quote- Customized Training Delivery
- Scale Your Training: Small to Large Teams
- In-person Onsite, Live Virtual or Hybrid Training Modes
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ICAAP, ILAAP and Regulatory Stress Testing Course Topics and Program Outline
A tailored 32-hour, seven-module workshop: one learning journey from regulatory capital and liquidity foundations to a capstone stress test exercise. Sessions pair concepts with guided labs on real-world banking use cases. Materials include lab guides and templates, plus a capstone assessment.
Built by Edstellar with banking risk practitioners
Built by practitioners who build ICAAP, ILAAP, and stress testing submissions in production, shaped around your stack and use cases.
Skill checks baseline your team's capital, liquidity and modelling fluency, plus current ICAAP and ILAAP maturity.
Live instruction covers supervisory expectations and ICAAP and ILAAP foundations across 7 focused hours.
Guided labs build credit, market, liquidity and scenario modelling skill across 14 supervised hours.
Your team runs an end-to-end stress test exercise across 11 apply hours, reviewed against supervisory standards.
From supervisory foundations to a capstone stress test exercise, every technique is practiced in guided labs.
Delivered as
Delivered as a hybrid program of live instruction and guided labs, scheduled around your team's calendar in flexible batches.
Map your institution's supervisory obligations to its capital and liquidity documentation, then set up the exercise templates the team uses all week.
learna)Pillars 1, 2 and 3: how ICAAP and ILAAP fit the supervisory framework
b)SREP expectations for internal capital and liquidity adequacy
c)Capital instruments, buffers and minimum requirements
d)Liquidity metrics: coverage and stable funding concepts
e)Mapping your institution's supervisory obligations
Draft a risk appetite statement and a three-year capital plan outline for a case bank, then defend the buffer assumptions to the group.
learna)Writing a risk appetite statement that drives capital decisions
b)Capital planning over the cycle: forecasts, targets, buffers
c)Pillar 2 risks: concentration, interest rate and other material risks
d)Governance: board, committees and the three lines
e)Linking ICAAP to strategy, budgeting and dividend policy
Build a credit stress test workbook: apply a macro scenario to a sample loan book, estimate stressed losses, and sanity-check the outputs.
practicea)Scenario transmission: from macro shocks to portfolio losses
b)PD, LGD and EAD modelling for stress horizons
c)Expected credit losses and staging under stress
d)Portfolio segmentation and concentration analysis
e)Building a credit stress test workbook
Run parallel stress labs on a case balance sheet: rate shocks for IRRBB, haircuts for liquidity, and a combined adverse narrative.
practicea)Trading book shocks and valuation adjustments
b)IRRBB: earnings and economic value under rate moves
c)Liquidity stress: outflows, haircuts and survival horizons
d)ILAAP buffer sizing and contingency funding plans
e)Combining market, rate and liquidity stress consistently
Design an adverse scenario with a consistent narrative, then reverse-engineer the shock that breaks the case bank's capital plan.
practicea)Designing baseline and adverse macro scenarios
b)Narrative consistency across risk types
c)Reverse stress testing: finding the breaking point
d)Credible management actions and recovery options
e)Challenging scenarios with the board and senior management
Validate a peer team's stress test model, document the findings, and draft the supervisory submission summary for the case bank.
applya)Documenting models for supervisory review
b)Independent validation: conceptual soundness and backtesting
c)Challenger models and sensitivity analysis
d)Writing the ICAAP and ILAAP submission pack
e)Common supervisory findings and how to close them
Capstone lab: run the full stress test on the case bank, assess capital and liquidity adequacy, draft the board report, and present for structured instructor review.
applya)Planning the integrated stress test
b)Capital and liquidity projections under the adverse scenario
c)Assessing buffer adequacy and management actions
d)Drafting the management and board report
e)Exercise presentation and instructor review
Customize this program tailored to your team?
Tell us your training needs: what your team already works with, the level they’re at, and the topics you want them to focus on. We’ll adjust the modules, duration and hands-on labs, and send you a customized outline for your group.
Key Skills and Outcomes Your Team Will Gain
Seven job-ready outcomes your team will demonstrate by the end of the program. Each competency is practiced in guided labs and reviewed in the capstone exercise.
Interpret supervisory expectations
Read SREP feedback and supervisory guidance to map what ICAAP and ILAAP must cover for your institution.
Draft ICAAP documentation
Write risk appetite statements, capital plans, and internal target assessments that read clearly under supervisory review.
Model stressed credit losses
Build PD, LGD and EAD driven loss estimates for adverse scenarios, with segmentation and concentration checks.
Stress market, IRRBB and liquidity risk
Apply rate shocks, valuation adjustments, and liquidity outflow scenarios to assess trading and banking book resilience.
Design coherent scenarios
Build baseline and adverse macro narratives with consistent transmission across risk types, plus reverse stress tests.
Validate and challenge models
Document, backtest, and independently challenge stress test models, and close common supervisory findings.
Prepare supervisory submissions
Assemble the ICAAP and ILAAP pack, assess buffer adequacy, and present results to management and the board.
Teams that Benefit from this ICAAP, ILAAP and Regulatory Stress Testing Group Training
This group training is built for risk, finance, and treasury teams who own capital and liquidity adequacy in banks and insurers. Content adapts to each cohort's roles, portfolios, and experience, so every batch practices the workflows it owns, from scenario design to board-ready submissions.
Own the ICAAP narrative end to end.
Risk teams learn to connect risk appetite, stress scenarios, and capital planning into one coherent ICAAP that answers supervisory challenge.
Workflow friction
- Scattered risk and capital narratives
- Ad hoc scenarios without governance
- Supervisory findings on repeat
How the program helps
- Risk appetite linked to capital plans
- Scenario design with consistent narratives
- Challenge-ready documentation habits
Practice use cases
- Risk appetite drafting labs
- Scenario design drills
- ICAAP narrative practice
Keep capital and liquidity targets defensible.
Planning teams build forward-looking capital and liquidity projections under stress, with buffer targets they can defend to management and supervisors.
Workflow friction
- Capital plans disconnected from risk
- Liquidity stress done in isolation
- Buffer targets set by habit
How the program helps
- Forward capital plans under stress
- Liquidity buffer sizing labs
- Integrated capital and funding views
Practice use cases
- Capital projection labs
- ILAAP buffer exercises
- Funding plan drills
Produce submissions supervisors accept.
Finance and reporting teams learn to reconcile risk and finance data and assemble ICAAP and ILAAP packs that read clearly under supervisory review.
Workflow friction
- Risk and finance numbers diverge
- Submission packs assembled last minute
- Repeat findings on documentation
How the program helps
- Submission packs that read clearly
- Reconciled finance and risk data
- Findings closure tracking
Practice use cases
- Submission drafting labs
- Data reconciliation practice
- Findings review drills
Build models that survive validation.
Modellers learn to build, document, and independently validate stress test models, with backtesting and challenger checks built into the workflow.
Workflow friction
- Models built without validation plans
- Backtesting gaps surface late
- Overfitted scenario assumptions
How the program helps
- Loss models for adverse scenarios
- Independent validation routines
- Challenger and sensitivity checks
Practice use cases
- Loss modelling labs
- Validation walkthroughs
- Backtesting practice
Cohorts train as a cross-functional workforce, with each small group aligned on shared modelling and documentation standards.
Prerequisites: This program benefits risk, finance, treasury, and audit professionals most, including analysts who model and managers who sign off. Familiarity with banking balance sheets and basic statistics helps but is not required; concepts are built from the ground up. No prior stress testing experience is needed. We adapt examples and labs to each cohort's portfolios, tools, and regulatory context.
Risk analyst to risk leader
Move from reading supervisory expectations to drafting submissions, modelling stress, and leading the validation and board review of your institution's capital and liquidity adequacy.
A program that grows with banking risk careers, from first stress test workbook to confident supervisory submission.
Mixed cohort, or several teams at once?
We can tailor the training to different teams, roles, and experience levels within the same program.
Certificate of Training Completion.
On successful completion, employees receive an Edstellar course completion certificate, recognizing their commitment to ongoing learning and professional development. It validates the skills they have built and motivates them to keep growing and contribute to organizational success.
Earned, not attended. Awarded on completion of all hands-on labs and the capstone project.
Training Delivery Modes: Virtual, Onsite and Hybrid
Sessions run in the format that fits your teams and calendar, with the same guided labs and instructor coaching in every mode.
Hybrid Training
Instructor-led sessions mix onsite and virtual delivery with guided labs throughout. Teams build stress test workbooks on real portfolios while the instructor coaches and reviews. Hybrid keeps scheduling flexible without losing live interaction.
- Live instruction across onsite and virtual sessions
- Guided labs with instructor coaching and workbook reviews
- Real portfolio scenarios in every exercise
- Flexible scheduling without losing live interaction
Onsite Training
Instructor-led training at your offices, with labs tuned to your portfolios and reporting workflows. The instructor works through models and documentation with the team in person, reviewing outputs together.
- Instructor-led training at your offices
- Labs tuned to your portfolios and workflows
- In-person model and documentation reviews
- Exercises set on your supervisory context
Live Virtual Training
Live virtual sessions on Zoom or Teams with screen-shared modelling, breakout labs, and real-time review. Your team gets the same guided labs and instructor coaching as onsite, from anywhere.
- Live virtual sessions on Zoom or Teams
- Screen-shared modelling and breakout labs
- Real-time review with the instructor
- Same guided labs as onsite, from anywhere
Need a training format that works for your team?
Full days, half days across weeks, or split by module. Tell us the delivery window and we schedule the cohort around it.
Frequently Asked Questions
Share your team size, timelines, and delivery preference, and we will send a detailed per-group quote with batch options.
Yes. Book a discovery call and we will map your portfolios, regulatory context, and goals to a tailored training plan before you commit.
Yes. Live virtual sessions run on Zoom or Teams with the same guided labs and instructor coaching as onsite delivery.
Yes. The instructor runs the full program at your offices, with labs tuned to your portfolios and reporting workflows.
The program runs 32 hours of instructor-led training, usually across four to eight days or weekly sessions on a flexible, mutually agreed schedule.
Question not answered here?
Put it in the request. A training specialist answers it directly, within one business day.
Where this Training Fits in Your Team's learning path.
ICAAP, ILAAP and stress testing come after bank risk basics and Basel capital rules, because they assess whether capital and liquidity are adequate against those rules. Recovery and resolution planning then covers what the bank does if stress turns into crisis.
Why Choose Edstellar as Your ICAAP, ILAAP and Regulatory Stress Testing Training Provider
When comparing providers, Edstellar is the training partner banking teams choose for risk expertise and 5+ years of corporate training experience. Our methodology blends concise instruction with guided labs, and we share each trainer profile before booking. The result is submissions your supervisors can trust.
EXPERT TRAINERS
YEARS DELIVERING
ORGANIZATIONS TRAINED
CERTIFIED
Tailored
Every cohort's case bank, scenarios, and workbooks are tuned to your portfolios, tools, and supervisory context.
Proven Methodology
Concise instruction followed by guided labs and reviews, a repeatable method that turns regulation into practiced skill.
Practice-Based Learning
Seven modules of guided labs and a capstone exercise keep your team modelling, not just listening.
Expert Trainers
Practitioners who build ICAAP and ILAAP submissions lead every session and review your team's work.
Global Scale
One consistent program delivered across your offices worldwide, in 10+ languages.
Measurable Outcomes
Lab checkpoints and a capstone review prove skill gains you can report to management and the board.
Build Capital and Liquidity Stress Tests With Coherent Scenarios and Evidence
Edstellar develops regulatory stress-testing capability through a complete case-bank exercise. Participants connect risk appetite and capital plans with credit, market, interest-rate, and liquidity shocks before challenging assumptions through reverse stress testing. The final report is reviewed alongside validation evidence, testing whether modeled results, management actions, and supervisory documentation form a coherent account.
- Step 01
Consult
We review banking-balance-sheet and statistical familiarity, identifying gaps in capital planning, stressed-loss modeling, liquidity analysis, or documenting and challenging stress-test assumptions before practice.
- Step 02
Plan
Supervisory foundations lead into ICAAP planning, credit and balance-sheet stress models, scenario and management-action design, and validation before the integrated stress exercise.
- Step 03
Align
We align banking risk and regulatory stress-testing expertise with modelers and sign-off roles, confirming relevant portfolios and tools while establishing common capital and liquidity concepts.
- Step 04
Customize
Synthetic loan books and case-bank balance sheets support consistent macroeconomic shocks, letting teams compare scenarios and management actions without exposing confidential institutional risk positions.
- Step 05
Execute
Participants estimate stressed losses, apply rate shocks, and challenge peer models, receiving feedback on scenario consistency, buffer assumptions, reverse stress logic, and validation documentation.
- Step 06
Evaluate
We assess the stress-test and board-report package for coherent assumptions, consistent capital and liquidity calculations, credible management actions, and clearly documented validation findings and limitations.
Also from Edstellar
Talent assessments
Psychometric, behavioral, leadership and 360-degree assessment.
→Training needs analysis
Needs analysis, gap identification, and a training roadmap.
→L&D consulting
Learning strategy, content, technology and ROI measurement.
→OD consulting
Org design, succession planning and cultural change.
→Managed training services
Training outsourcing, vendor management, logistics and administration.
→Coaching solutions
Executive and manager coaching that keeps skills in use.
Start an RFP shaped to your needs.
Answer three quick questions about team size, scope, and how often you need the program run, then send the request from the last step. Everything you choose travels with it, so you only fill this in once.
How many team members need training?
ICAAP, ILAAP & Regulatory Stress Testing Training Packages & Pricing
Where L&D holds an annual budget, license packages price the whole year at once instead of raising a purchase order per workshop. Hours and licenses are pooled across teams, programs and locations, so unused capacity is not stranded in one department.
Starter
120
trainee licenses64 hours of group training
Tailored for SMBs
Growth
320
trainee licenses160 hours of group training
Ideal for growing SMBs
Enterprise
800
trainee licenses400 hours of group training
Designed for large corporations
Custom
Unlimited
trainee licensesDuration set by the rollout
Multi-region and multi-year
Training Packages & Pricing
Choose the training format that works for your team. Pricing is customized based on your requirements, cohort size, and delivery needs.
Request ICAAP, ILAAP and Regulatory Stress Testing Training for Your Team
Share your team size, portfolios, supervisory context, and timelines to receive a tailored training plan and quote. Book a discovery call to discuss your goals; we confirm availability and respond with a proposal.