What problem does it solve?
This Skill automates the generation of the Internal Capital Adequacy Assessment Process (ICAAP) document, a critical regulatory filing for financial institutions, saving significant time and ensuring comprehensive coverage of required sections.
Core Features & Use Cases
- Automated ICAAP Generation: Produces a 7-section ICAAP document based on provided institution profile and risk data.
- EBA Guideline Compliance: Flags potential gaps against EBA ICAAP guidelines (EBA/GL/2016/10).
- Risk Assessment: Includes a structured risk inventory and materiality assessment.
- Use Case: A risk officer at a mid-sized bank needs to prepare the annual ICAAP submission. They input basic institution details and key risk types, and the Skill generates a draft document, highlighting areas needing further data for full compliance.
Quick Start
Generate an ICAAP document for a retail bank with €2.5B in assets, a CET1 ratio of 14.2%, and key risks including credit, operational, and liquidity.