IA
ICAAP Atlas
Editorial knowledge platform
Framework Collection

Technical methodology notes

Compact reference pages that explain how an institution can structure identification, measurement, stress, planning and governance within ICAAP.

Foundation Layer

Core Foundations

Establish scope, purpose, roles, ownership, and policy architecture for the ICAAP programme.

ICAAP purpose and philosophy
Programme governance and accountability
Risk universe and materiality framework
Quantification Layer

Assessment Methodology

Explain how risks are measured, converted into capital, and aggregated with suitable conservatism.

Economic capital methodology
Pillar 1 and Pillar 2 alignment
Risk quantification by category
Planning Layer

Stress and Planning

Connect scenarios, forecasts, buffers and management actions into a forward-looking resilience view.

Stress testing design
Capital forecasting
Buffer calibration
Assurance Layer

Governance and Assurance

Clarify how the board, senior management, validation, and audit interact with the ICAAP process.

Use test and decision integration
Board review and challenge
Model risk and validation