ICAAP & Operational Risk - 100-Chapter Cumulative Program
- Buy now
- Learn more
- Discussions
Videos - ICAAP & Operational Risk Modelling

52_Capital Calculation Walkthrough_DurgaAnalytics.mp4
ICAAP_OPERATIONAL-RISK_DurgaAnalytics_Part1.mp4
ICAAP_OPERATIONAL-RISK_DurgaAnalytics_Part2.mp4
ICAAP_OPERATIONAL-RISK_DurgaAnalytics_Part3.mp4
ICAAP_OPERATIONAL-RISK_Durga_Chapters (67-77).mp4
ICAAP_OPERATIONAL-RISK_Durga_Chapters(78-88).mp4
ICAAP_OPERATIONAL-RISK_Durga_Chapters(89-100).mp4
Podcasts - ICAAP & Operational Risk Modelling

03_ICAAP_OPERATIONAL-RISK.m4a
07_ICAAP_OPERATIONAL-RISK.m4a
08_ICAAP_OPERATIONAL-RISK.m4a
04_ICAAP_OPERATIONAL-RISK.m4a
10_ICAAP_OPERATIONAL-RISK.m4a
09_ICAAP_OPERATIONAL-RISK.m4a
01_ICAAP_OPERATIONAL-RISK.m4a
05_ICAAP_OPERATIONAL-RISK.m4a
02_ICAAP_OPERATIONAL-RISK.m4a
06_ICAAP_OPERATIONAL-RISK.m4a
35_ICAAP_OPERATIONAL-RISK.m4a
20_ICAAP_OPERATIONAL-RISK.m4a
23_ICAAP_OPERATIONAL-RISK.m4a
21_ICAAP_OPERATIONAL-RISK.m4a
15_ICAAP_OPERATIONAL-RISK.m4a
47_ICAAP_OPERATIONAL-RISK.m4a
24_ICAAP_OPERATIONAL-RISK.m4a
57_ICAAP_OPERATIONAL-RISK.m4a
30_ICAAP_OPERATIONAL-RISK.m4a
33_ICAAP_OPERATIONAL-RISK.m4a
48_ICAAP_OPERATIONAL-RISK.m4a
28_ICAAP_OPERATIONAL-RISK.m4a
65_ICAAP_OPERATIONAL-RISK.m4a
34_ICAAP_OPERATIONAL-RISK.m4a
27_ICAAP_OPERATIONAL-RISK.m4a
59_ICAAP_OPERATIONAL-RISK.m4a
29_ICAAP_OPERATIONAL-RISK.m4a
16_ICAAP_OPERATIONAL-RISK.m4a
38_ICAAP_OPERATIONAL-RISK.m4a
11_ICAAP_OPERATIONAL-RISK.m4a
19_ICAAP_OPERATIONAL-RISK.m4a
12_ICAAP_OPERATIONAL-RISK.m4a
22_ICAAP_OPERATIONAL-RISK.m4a
62_ICAAP_OPERATIONAL-RISK.m4a
13_ICAAP_OPERATIONAL-RISK.m4a
26_ICAAP_OPERATIONAL-RISK.m4a
52_ICAAP_OPERATIONAL-RISK.m4a
37_ICAAP_OPERATIONAL-RISK.m4a
31_ICAAP_OPERATIONAL-RISK.m4a
63_ICAAP_OPERATIONAL-RISK.m4a
39_ICAAP_OPERATIONAL-RISK.m4a
42_ICAAP_OPERATIONAL-RISK.m4a
44_ICAAP_OPERATIONAL-RISK.m4a
32_ICAAP_OPERATIONAL-RISK.m4a
18_ICAAP_OPERATIONAL-RISK.m4a
66_ICAAP_OPERATIONAL-RISK.m4a
46_ICAAP_OPERATIONAL-RISK.m4a
61_ICAAP_OPERATIONAL-RISK.m4a
45_ICAAP_OPERATIONAL-RISK.m4a
50_ICAAP_OPERATIONAL-RISK.m4a
17_ICAAP_OPERATIONAL-RISK.m4a
55_ICAAP_OPERATIONAL-RISK.m4a
64_ICAAP_OPERATIONAL-RISK.m4a
36_ICAAP_OPERATIONAL-RISK.m4a
49_ICAAP_OPERATIONAL-RISK.m4a
41_ICAAP_OPERATIONAL-RISK.m4a
58_ICAAP_OPERATIONAL-RISK.m4a
43_ICAAP_OPERATIONAL-RISK.m4a
56_ICAAP_OPERATIONAL-RISK.m4a
54_ICAAP_OPERATIONAL-RISK.m4a
40_ICAAP_OPERATIONAL-RISK.m4a
53_ICAAP_OPERATIONAL-RISK.m4a
60_ICAAP_OPERATIONAL-RISK.m4a
25_ICAAP_OPERATIONAL-RISK.m4a
51_ICAAP_OPERATIONAL-RISK.m4a
14_ICAAP_OPERATIONAL-RISK.m4a
79_ICAAP_OPERATIONAL-RISK.m4a
89_ICAAP_OPERATIONAL-RISK.m4a
69_ICAAP_OPERATIONAL-RISK.m4a
83_ICAAP_OPERATIONAL-RISK.m4a
70_ICAAP_OPERATIONAL-RISK.m4a
80_ICAAP_OPERATIONAL-RISK.m4a
78_ICAAP_OPERATIONAL-RISK.m4a
97_ICAAP_OPERATIONAL-RISK.m4a
76_ICAAP_OPERATIONAL-RISK.m4a
91_ICAAP_OPERATIONAL-RISK.m4a
100_ICAAP_OPERATIONAL-RISK.m4a
86_ICAAP_OPERATIONAL-RISK.m4a
93_ICAAP_OPERATIONAL-RISK.m4a
99_ICAAP_OPERATIONAL-RISK.m4a
67_ICAAP_OPERATIONAL-RISK.m4a
85_ICAAP_OPERATIONAL-RISK.m4a
96_ICAAP_OPERATIONAL-RISK.m4a
94_ICAAP_OPERATIONAL-RISK.m4a
95_ICAAP_OPERATIONAL-RISK.m4a
75_ICAAP_OPERATIONAL-RISK.m4a
81_ICAAP_OPERATIONAL-RISK.m4a
84_ICAAP_OPERATIONAL-RISK.m4a
98_ICAAP_OPERATIONAL-RISK.m4a
74_ICAAP_OPERATIONAL-RISK.m4a
72_ICAAP_OPERATIONAL-RISK.m4a
92_ICAAP_OPERATIONAL-RISK.m4a
77_ICAAP_OPERATIONAL-RISK.m4a
82_ICAAP_OPERATIONAL-RISK.m4a
68_ICAAP_OPERATIONAL-RISK.m4a
90_ICAAP_OPERATIONAL-RISK.m4a
88_ICAAP_OPERATIONAL-RISK.m4a
87_ICAAP_OPERATIONAL-RISK.m4a
71_ICAAP_OPERATIONAL-RISK.m4a
73_ICAAP_OPERATIONAL-RISK.m4a
PPT DECK - ICAAP & Operational Risk Modelling

53_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
28_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
26_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
24_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
31_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
29_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
33_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
32_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
16_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
39_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
36_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
43_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
37_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
40_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
49_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
45_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
46_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
50_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
55_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
54_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
51_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
48_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
52_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
56_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
57_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
60_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
62_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
27_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
61_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
58_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
64_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
65_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
59_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
66_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
01_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
63_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
38_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
04_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
42_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
09_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
06_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
02_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
03_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
05_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
07_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
08_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
22_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
19_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
13_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
10_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
17_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
44_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
30_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
41_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
34_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
47_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
15_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
11_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
20_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
12_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
14_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
21_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
35_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
23_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
25_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
18_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
71_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
70_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
75_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
69_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
72_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
74_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
79_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
80_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
73_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
81_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
82_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
83_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
84_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
93_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
78_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
96_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
86_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
87_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
76_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
97_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
95_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
88_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
85_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
92_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
98_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
100_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
77_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
89_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
67_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
68_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
99_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
91_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
90_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
94_ICAAP_OPERATIONAL-RISK_Deck_DurgaAnalytics.pdf
PDF Notes - ICAAP & Operational Risk Modelling

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

CHAPTER 5 The Proportionality Principle — How Regulators Scale ICAAP Expectations_DurgaAnalytics.pdf

CHAPTER 5 The Proportionality Principle — How Regulators Scale ICAAP Expectations_DurgaAnalytics.pdf (662 KB)