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ICAAP Risk Measurement

The ICAAP provides the opportunity to demonstrate the capital held through pillar 1 is enough to adequately cover your risk profile. Where additional risk is identified, clear, accurate and obligor specific measurement of capital requirements are essential to achieving a manageable pillar 2A capital requirement.

Jaywing can support you with:

  • Pillar 2A assessment for primary risks
  • Use of industry leading analytics to demonstrate deep understanding of risk drivers and provide accurate, firm specific measurement of pillar 2 capital requirements
  • Ensuring an approach is proportional to the size and complexity of your firm