Icaap Ilaap
Context.
ICAAP and ILAAP demonstrate that capital and liquidity adequacy are understood, governed, and stress-tested for the institution's risk profile. Supervisors expect coherent links between risk taxonomy, models, appetite, and board challenge — not a document produced once a year in isolation.
Preparation spans scoping material risks, aligning governance and model use, drafting narrative packs, and rehearsing independent challenge before submission cycles.
Pideeco supports ICAAP/ILAAP documentation structure, risk–capital/liquidity linkage, stress-testing narrative, and senior challenge sessions so packs stand up in SREP-style dialogue.
What we deliver.
How we work.
Scope
Confirm regulatory perimeter and material risk types.
Framework
Align risk appetite, models and governance with supervisor expectations.
Document
Produce coherent ICAAP/ILAAP packs ready for challenge.
Challenge
Independent challenge session with senior risk experts.
Why Pideeco
Senior experts
Every engagement is staffed with consultants who have held senior compliance or risk roles inside financial institutions.
EU regulatory expertise
Deep familiarity with NBB, CSSF, AMF, EBA, ESMA and ECB/SSM frameworks across Belgium, Luxembourg and beyond.
Fast turnaround
We start promptly and deliver to agreed timelines - without sacrificing quality or regulatory rigour.
Ready to get started?
A senior Pideeco consultant will respond to your enquiry within one business day.