Ø Risks identified through ICAAP
Ø Manner of monitoring & managing of
risks
ØImpact of risk profile
changes on the capital results of stress test / scenario analysis
ØReview of ICAAP outcome by
the Board at least once a year or as and when
necessary.
ØBoard should assess & document whether ICAAP has achieved the objective
envisaged
Ø Senior Management to review the
reports regularly to evaluate the sensitivity of assumptions used and assess
the validity of capital assessments made.
Ø