We provide detailed documentation for regulator reporting with details of the Pillar II risk and capital assessment based on our Framework. Our ICAAP documentation and review activities involve the following:

  • Analyses of qualitative and quantitative data availability within the bank
  • Assessment of various quantitative and qualitative risks which the bank is subject to
  • Conducting Sensitivity and Scenario based Stress Tests on the calculated capital charges
  • Formulation of a Capital Budgeting Policy based on the Risk Assessment and Stress Testing activities
  • Preparation of the ICAAP document in accordance with the guidelines of local regulatory authorities