CHAPTER 51 99.9% VaR Explained β Why the Tail Refuses to Be Tamed_DurgaAnalytics.pdf
CHAPTER 6 ICAAP Ownership & Accountability β Who Actually Owns Capital Adequacy_DurgaAnalytics.pdf
CHAPTER 1 Why ICAAP Exists β Capital, Crisis, and the Limits of Regulation _DurgaAnalytics.pdf
CHAPTER 2 Pillar 1, Pillar 2, and Pillar 3 β Understanding the Architecture of Bank Capital_DurgaAnalytics.pdf
CHAPTER 4 ICAAP vs ILAAP β Capital, Liquidity, and the Illusion of Separation_DurgaAnalytics.pdf
CHAPTER 8 Common Regulatory ICAAP Failures β Patterns Supervisors See Again and Again_DurgaAnalytics.pdf
CHAPTER 5 The Proportionality Principle β How Regulators Scale ICAAP Expectations_DurgaAnalytics.pdf
PreviewCHAPTER 11 Defining the ICAAP Risk Universe β What βAll Material Risksβ Really Means_DurgaAnalytics.pdf
CHAPTER 13 Financial vs Non-Financial Risks β Why the Divide Matters in ICAAP_DurgaAnalytics.pdf
CHAPTER 3 Supervisory Review Process (SREP) β How Regulators Actually Assess ICAAP_DurgaAnalytics.pdf
CHAPTER 9 ICAAP vs Economic Capital β Why the Numbers Are Not the Same_DurgaAnalytics.pdf
CHAPTER 15 Risk Identification Techniques β How Banks Actually Find What Can Go Wrong_DurgaAnalytics.pdf
CHAPTER 24 Going Concern vs Gone Concern β When Capital Saves the Bank and When It Saves the System_DurgaAnalytics.pdf
CHAPTER 17 Quantitative vs Qualitative Thresholds β Where Numbers End and Judgment Begins_DurgaAnalytics.pdf
CHAPTER 19 Board Challenge on Materiality β What Supervisors Expect Boards to Ask_DurgaAnalytics.pdf
CHAPTER 16 Materiality Scoring Frameworks β Deciding What Truly Matters for Capital_DurgaAnalytics.pdf
PreviewCHAPTER 21 Regulatory Capital Components β What Capital Really Absorbs Losses_DurgaAnalytics.pdf
CHAPTER 22 CET1, AT1 & Tier 2 Explained β How Capital Actually Fails or Survives Under Stress_DurgaAnalytics.pdf
CHAPTER 12 Risk Taxonomy Design β Structuring Risk Without Losing Meaning_DurgaAnalytics.pdf
CHAPTER 28 Capital Allocation Logic β Why Capital Numbers Must Tell a Story_DurgaAnalytics.pdf
CHAPTER 31 Evolution of Operational Risk β From Back-Office Errors to Systemic Threat_DurgaAnalytics.pdf
CHAPTER 27 Diversification Benefit Debate β When Risk Offsets Disappear Under Stress_DurgaAnalytics.pdf
CHAPTER 23 Economic Capital Concepts β Measuring Risk vs Ensuring Survival_DurgaAnalytics.pdf
CHAPTER 20 Final Risk Universe Sign-Off β Locking the ICAAP Risk Perimeter_DurgaAnalytics.pdf
CHAPTER 10 ICAAP End-to-End Architecture β How All the Pieces Fit Together_DurgaAnalytics.pdf
CHAPTER 35 Internal Loss Data Challenges β Bias, Scarcity, and Survivorship_DurgaAnalytics.pdf
CHAPTER 30 ICAAP Capital Stack Build β From Risks to a Defensible Capital Number_DurgaAnalytics.pdf
CHAPTER 7 The ICAAP Approval Lifecycle β From Risk Identification to Board Sign-Off_DurgaAnalytics.pdf
CHAPTER 29 Capital Adequacy Metrics β What Supervisors Actually Look At_DurgaAnalytics.pdf
CHAPTER 18 The Role of Management Judgment β Why ICAAP Can Never Be Fully Automated_DurgaAnalytics.pdf
CHAPTER 37 Near Misses & Key Risk Indicators (KRIs) β Detecting Failure Before It Becomes Loss_DurgaAnalytics.pdf
CHAPTER 25 Capital Buffers & Overlays β Why βEnoughβ Is Never Just the Minimum_DurgaAnalytics.pdf
CHAPTER 36 External Loss Data Usage β Learning From Othersβ Failures Without Copying Them_DurgaAnalytics.pdf
CHAPTER 32 Basel II AMA to Basel III SMA β What Changed and Why It Matters for ICAAP_DurgaAnalytics.pdf
CHAPTER 40 Role of Operational Risk in ICAAP β Why OR Often Drives Pillar 2 Capital_DurgaAnalytics.pdf
CHAPTER 43 Frequency Modelling Concepts β Counting Events That Donβt Want to Be Counted_DurgaAnalytics.pdf
CHAPTER 33 Operational Risk Event Types β Understanding How Banks Actually Lose Money_DurgaAnalytics.pdf
CHAPTER 47 Thresholds & Truncation β How Data Lies About Severity_DurgaAnalytics.pdf
CHAPTER 34 Loss Data Architecture β Building the Foundation for Credible Operational Risk Capital_DurgaAnalytics.pdf
CHAPTER 41 Why Banks Still Model Operational Risk (Even After SMA)_DurgaAnalytics.pdf
CHAPTER 39 Operational Risk Governance β Who Owns Failure When Controls Break_DurgaAnalytics.pdf
CHAPTER 42 Loss Distribution Approach (LDA) β What It Is, and What It Is Not_DurgaAnalytics.pdf
CHAPTER 46 Heavy Tails Explained β Lognormal, Pareto, and Why Extremes Refuse to Behave_DurgaAnalytics.pdf
CHAPTER 48 Data Bias & Cleansing β Why βCleaningβ Often Makes Things Worse_DurgaAnalytics.pdf
CHAPTER 44 Poisson vs Negative Binomial β When Events Refuse to Behave_DurgaAnalytics.pdf
CHAPTER 50 Monte Carlo Simulation Logic β Why Randomness Reveals Fragility_DurgaAnalytics.pdf
CHAPTER 38 Risk & Control Self-Assessment (RCSA) β Why Most Banks Get It Wrong_DurgaAnalytics.pdf
CHAPTER 49 Parameter Estimation β Why Stability Is Not the Goal_DurgaAnalytics.pdf
CHAPTER 52 Capital Calculation Walkthrough β From Assumptions to a Defensible Number_DurgaAnalytics.pdf
PreviewCHAPTER 53 Model Stability Testing β When Consistency Becomes a Red Flag_DurgaAnalytics.pdf
CHAPTER 56 Why Regulators Focus on Scenarios β The Limits of Data End Here_DurgaAnalytics.pdf
CHAPTER 45 Severity Distribution Concepts β Why the Tail Owns the Story_DurgaAnalytics.pdf
CHAPTER 57 Data-Driven vs Expert-Driven Scenarios β Where Evidence Ends and Judgment Begins_DurgaAnalytics.pdf
CHAPTER 63 Scenario vs Model Reconciliation β When Numbers Donβt Agree_DurgaAnalytics.pdf
CHAPTER 59 Severity Justification β Making Extreme Losses Defensible_DurgaAnalytics.pdf
CHAPTER 58 Scenario Design Framework β From Narrative to Quantification_DurgaAnalytics.pdf
CHAPTER 60 Frequency Justification β How Rare Is βRareβ_DurgaAnalytics.pdf
CHAPTER 61 Scenario Governance β Ownership, Challenge & Approval_DurgaAnalytics.pdf
CHAPTER 62 Scenario Quantification β Turning Judgment Into Capital Inputs_DurgaAnalytics.pdf
CHAPTER 54 Model Limitations & Conservatism β Why Overlays Are Not Optional_DurgaAnalytics.pdf
CHAPTER 64 Reverse Stress Testing β Finding the Breaking Point_DurgaAnalytics.pdf
CHAPTER 71 Supervisor Overlays β When Your ICAAP Is Not Conservative Enough_DurgaAnalytics.pdf
CHAPTER 73 Purpose of ICAAP Stress Tests β Why Capital Must Survive the Future, Not the Past_DurgaAnalytics.pdf
CHAPTER 65 Scenario Capital Add-Ons β When Stress Exceeds Design_DurgaAnalytics.pdf
CHAPTER 69 Copulas (Conceptual) β Understanding Dependency Without Over-Engineering_DurgaAnalytics.pdf
CHAPTER 75 Enterprise-Wide Stress Design β Making Stress Coherent Across Risks_DurgaAnalytics.pdf
CHAPTER 66 Risk Aggregation Principles β When 1 + 1 β 2_DurgaAnalytics.pdf
CHAPTER 78 Capital Depletion Mechanics β How Buffers Actually Disappear_DurgaAnalytics.pdf
CHAPTER 72 Final ICAAP Aggregation β Producing a Defensible Capital Number_DurgaAnalytics.pdf
CHAPTER 79 Management Actions Credibility β Why Plans Fail Under Pressure_DurgaAnalytics.pdf
CHAPTER 70 Conservative Aggregation β Why Supervisors Prefer Bias to Precision_DurgaAnalytics.pdf
CHAPTER 84 Board & Senior Management Role β Effective Challenge in ICAAP_DurgaAnalytics.pdf
CHAPTER 67 Correlation Estimation Issues β Why the Numbers Lie Under Stress_DurgaAnalytics.pdf
CHAPTER 74 Baseline vs Adverse Scenarios β Why Both Matter_DurgaAnalytics.pdf
CHAPTER 86 Independent Review Expectations β Beyond Model Validation_DurgaAnalytics.pdf
CHAPTER 88 ICAAP Documentation Structure β Writing for Supervisors, Not for Compliance_DurgaAnalytics.pdf
CHAPTER 90 Evidence & Audit Trail β Making Every Decision Defensible_DurgaAnalytics.pdf
CHAPTER 81 Stress Test Governance β Ownership, Challenge, and Control_DurgaAnalytics.pdf
CHAPTER 68 Correlation vs Dependency β Why Linear Thinking Fails_DurgaAnalytics.pdf
CHAPTER 76 Stressing Operational Risk β From Scenario to Capital Depletion_DurgaAnalytics.pdf
CHAPTER 82 Stress Results Interpretation β Turning Outputs Into Decisions_DurgaAnalytics.pdf
CHAPTER 94 Typical Regulatory Findings β Patterns You Must Design Against_DurgaAnalytics.pdf
CHAPTER 80 Multi-Year Capital Planning β Surviving Beyond the First Shock_DurgaAnalytics.pdf
CHAPTER 77 Multi-Risk Stress Interaction β When Everything Goes Wrong Together_DurgaAnalytics.pdf
CHAPTER 89 Writing Defensible Methodology β Explaining Judgment Without Hiding Behind Math_DurgaAnalytics.pdf
CHAPTER 93 How Supervisors Read ICAAP β Inside the Regulatorβs Mind_DurgaAnalytics.pdf
CHAPTER 97 Capital Add-On Negotiations β Engaging Without Escalation_DurgaAnalytics.pdf
CHAPTER 91 Internal Challenge Process β Stress-Testing the Stress Test_DurgaAnalytics.pdf
CHAPTER 98 Remediation & Re-Submission β Turning Findings Into Strength_DurgaAnalytics.pdf
CHAPTER 83 ICAAP Governance Model β Who Owns Capital Adequacy_DurgaAnalytics.pdf
CHAPTER 92 Final ICAAP Submission Pack β What Supervisors Actually See_DurgaAnalytics.pdf
CHAPTER 96 Answering Model Challenges β Defending Without Digging In_DurgaAnalytics.pdf
CHAPTER 87 Audit & Assurance β Proving ICAAP Integrity Under Scrutiny_DurgaAnalytics.pdf
CHAPTER 95 ICAAP Walkthrough Preparation β Controlling the First Impression_DurgaAnalytics.pdf
CHAPTER 100 ICAAP Ownership Mindset (CRO View) β Living With Capital Decisions_DurgaAnalytics.pdf
CHAPTER 99 End-to-End ICAAP Case Study β From Risk Identification to Capital Decision_DurgaAnalytics.pdf
CHAPTER 26 Capital vs Earnings Absorption β Why Profits Cannot Save You in Time_DurgaAnalytics.pdf
CHAPTER 85 Model Validation Framework β Independence Without Illusion_DurgaAnalytics.pdf