This course addresses the critical aspects of bank stability: Solvency and Liquidity. It covers three key areas: Basel Accords' Pillar 1 capital, ICAAP's Pillar 2 capital, and Asset-Liability Management (ALM). We explore capital quantification methods under Basel I to IV, including Credit, Market, and Operational Risk under both Standardised and Advanced approaches. The program then shifts to ICAAP, focusing on stress testing Pillar 1 risks and modeling overlooked risks like Concentration Risk and Interest Rate Risk in the Banking Book (IRRBB). The final part emphasizes ALM, crucial in today's context of inflation and potential interest rate hikes. We analyze the impacts on Net Interest Income (NII) and net worth, and address liquidity risk management challenges related to CASA deposits and credit line drawdowns. Participants will gain advanced ALM tools and concepts, essential for navigating the complex financial landscape. This is a hands-on program with practical demonstration of every concept using advanced Excel Spreadsheets.
Access to Self-Paced Learning
1 LIVE Class Every Weekend
Time: 11 AM - 1 PM IST
Recordings are also available for self-paced learning
Language: English + Hindi
Intensive Workshops to covers key topics & latest industry developments
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Covers Basel Pillar 1, ICAAP Pillar 2, ALM, IRRBB, NII/EVE analysis, liquidity risk, and capital planning.
Practical demonstration of every concept using advanced Excel Spreadsheets, including end-to-end projects.
Addresses critical aspects of bank stability through in-depth exploration of capital and liquidity management.
Led by Karan Aggarwal, a leading trainer in Financial Modelling and Risk Modelling.
End-to-end projects covering Capital Planning, Liquidity, Earnings Quality, Assets Quality, and Rate Sensitivity (C.L.E.A.R Framework).
100 Hours of learning content delivered over 9 months.
Placement Assistance starts after completion of 30-40% of the curriculum and includes CV Prep, Interview Guidance, Referral to tie ups with Financial Institutions.
Requires basic knowledge of statistics and Excel. The course is taught in Hindi.
This is a hands-on program with practical demonstration of every concept using advanced Excel Spreadsheets.
Capital Planning
Capital Planning
LCR Regulatory, LCR Internal, NSFR Regulatory & NSFR Internal
LCR Regulatory, LCR Internal, NSFR Regulatory & NSFR Internal
Rate Curves & Net Interest Income.
Rate Curves & Net Interest Income.
Exposure, RWA & Concentration Risk, Operational Risk, Regulatory Risk, Scorecard, Strategic Risk, Scorecard, AML CFT Risk, Scorecard, Model Risk, Scorecard, Legal Risk Scorecard, Cyber-IT Scorecard, Reputation Risk, Scorecard
Exposure, RWA & Concentration Risk, Operational Risk, Regulatory Risk, Scorecard, Strategic Risk, Scorecard, AML CFT Risk, Scorecard, Model Risk, Scorecard, Legal Risk Scorecard, Cyber-IT Scorecard, Reputation Risk, Scorecard
TGA, DGA & Automatic Options
TGA, DGA & Automatic Options
Dashboard, Derivatives (Dynamic Hedging)
Dashboard, Derivatives (Dynamic Hedging)
Management action plans & Impact analysis (Map results)
Management action plans & Impact analysis (Map results)
ICAAP & ILAAP Scenarios (Sensitivity analysis, Scenario analysis, Assumptions, Assumptions normal, Assumptions stressed, Feeder models, Risk Appetite) & Cause effect analysis (Stressed results)
ICAAP & ILAAP Scenarios (Sensitivity analysis, Scenario analysis, Assumptions, Assumptions normal, Assumptions stressed, Feeder models, Risk Appetite) & Cause effect analysis (Stressed results)
Capital Planning
Capital Planning
LCR Regulatory, LCR Internal, NSFR Regulatory & NSFR Internal
LCR Regulatory, LCR Internal, NSFR Regulatory & NSFR Internal
Rate Curves & Net Interest Income.
Rate Curves & Net Interest Income.
Exposure, RWA & Concentration Risk, Operational Risk, Regulatory Risk, Scorecard, Strategic Risk, Scorecard, AML CFT Risk, Scorecard, Model Risk, Scorecard, Legal Risk Scorecard, Cyber-IT Scorecard, Reputation Risk, Scorecard
Exposure, RWA & Concentration Risk, Operational Risk, Regulatory Risk, Scorecard, Strategic Risk, Scorecard, AML CFT Risk, Scorecard, Model Risk, Scorecard, Legal Risk Scorecard, Cyber-IT Scorecard, Reputation Risk, Scorecard
TGA, DGA & Automatic Options
TGA, DGA & Automatic Options
Dashboard, Derivatives (Dynamic Hedging)
Dashboard, Derivatives (Dynamic Hedging)
Management action plans & Impact analysis (Map results)
Management action plans & Impact analysis (Map results)
ICAAP & ILAAP Scenarios (Sensitivity analysis, Scenario analysis, Assumptions, Assumptions normal, Assumptions stressed, Feeder models, Risk Appetite) & Cause effect analysis (Stressed results)
ICAAP & ILAAP Scenarios (Sensitivity analysis, Scenario analysis, Assumptions, Assumptions normal, Assumptions stressed, Feeder models, Risk Appetite) & Cause effect analysis (Stressed results)
Certificate of Completion
This certificate is proudly presented to
For successfully completing the course“Integrated Treasury Risk Modeling (ICAAP, ILAAP, IRRBB): Excel”by Risk Inn.
Mr. Ripul Dutt
Chief Faculty
March 26, 2026
Date Issued
FRM, CQF (Distinction), IIT Kharagpur, Market Risk Upskilling Expert
Satyapriya Ojha is a highly skilled Capital Markets and Risk professional with 12+ years of experience in Regulatory Capital, Valuation and Analytics. He is an IIT & IIM graduate and holds FRM charter (top quartile in all subjects of part I & part II) and a distinction from CQF institute. He is an expert in quantitative models used in valuation and risk management. He has worked as a consultant in several regulatory projects for some of the top banks in the US in BASEL III and FRTB space. Currently, he serves as a product owner for a top wealth management firm engaged in quantitative portfolio management for institutional clients.
The future of risk management lies in the intelligent application of data.
Mentor, Risk Management Upskilling Award Winner
Karan Aggarwal is one of India’s leading trainers in Financial Modelling, Risk Modelling, Data Analytics, Actuarial Science. He has spearheaded several solution accelerators and spreadsheet-based prototypes in Risk and Analytics space. Karan has also authored a number of papers on Basel Modelling, IFRS 9 Modelling, Stress Testing & Machine Learning. He is widely regarded for his problem solving, thought leadership and intrapreneurship skills. His analytical mindset, solid fundamentals & the thirst to keep learning set him apart as a true authority in this field. Karan has also been awarded the Young Indian Entrepreneur Award by the Confederation Of Indian Industries in the year 2017.
The future of risk management lies in the intelligent application of data.
Founder & CEO, IIT, Tulane, USA
Ripul is the Founder of Risk Inn and has an academic background from the Indian Institute of Technology (IIT) Roorkee and Tulane University, USA, with over 150 research citations. He has extensive experience in management, business, research, and consulting, with a career spanning India, the USA, and Europe. He is passionate about teamwork and empowering individuals to maximize their talents, drive growth, and foster innovation at Risk Inn.
The future of risk management lies in the intelligent application of data.
Real success stories from professionals who transformed their careers through our program
Hey everyone! I'm incredibly excited to share some fantastic news with all of you. I've just received an offer for a Model Monitoring role at Standard Chartered, and the salary package is almost a 100% hike from my current position at HSBC! The transformation I've undergone in the last 7 months since joining the CRM is truly remarkable. I'm now so much more confident in my knowledge and skills, all thanks to the Peaks2tails team and Karan Sir for simplifying the complexity in the field of modeling. Believe it or not, I feel like I cleared the interview based on the most basic concepts taught in the course. It's like I only needed to understand the first 1 or 2 classes of each module to land this incredible opportunity! • If any of you are curious about my interview experiences after being part of the P2T CRM community, please don't hesitate to reach out. I'd be more than happy to share my insights and help you all grow in your careers as well.