The ASEAN ICAAP Forum is a collaborative working group that brings together banking professionals across the region to strengthen capabilities in capital planning, balance sheet management, and risk resilience.
Through a combination of simulation-based exercises, peer benchmarking, and structured industry dialogue, the forum provides a platform for participating institutions to explore how strategic decisions affect financial performance, risk metrics, and capital adequacy under evolving market and regulatory conditions.
At the centre of the forum is an immersive banking simulation where participants manage a virtual financial institution and make real-time decisions across lending, funding, pricing, and liquidity management. These scenario-based exercises replicate real-world pressures such as interest rate volatility, macroeconomic shocks, and regulatory changes, enabling teams to test strategies and observe their impact on institutional outcomes.
Support banks in developing stronger capabilities in capital planning, balance sheet optimisation, and strategic decision-making under dynamic market conditions.
Create a collaborative platform where banking professionals can exchange perspectives, share experiences, and collectively explore emerging challenges in capital and risk management.
Enable participants to test strategic responses to evolving economic conditions, regulatory policies, and financial system developments through scenario-based simulations.
Encourage the development of robust liquidity and capital management frameworks that support long-term institutional resilience and profitability.
Participants manage a virtual bank and make real-time decisions across lending, funding, pricing, and liquidity management.
Simulations incorporate changing economic conditions, interest rate shifts, and regulatory interventions to mirror real-world banking challenges.
Participants receive scorecards and benchmarking insights comparing strategic outcomes with peer teams.
Participants engage in structured review sessions to discuss simulation outcomes, share perspectives, and explore industry best practices.
The forum provides an ongoing platform for ASEAN banking professionals to connect, collaborate, and exchange insights on emerging capital and balance sheet management challenges.
The ASEAN ICAAP Forum is designed for professionals involved in capital strategy, balance sheet management, and financial risk oversight, including:
Responsible for shaping long-term institutional strategy and business planning.
Focused on managing financial, market, and operational risks.
Responsible for liquidity management, funding strategies, and capital deployment.
Ensuring balance sheet optimisation and financial sustainability.
Developing competitive and sustainable pricing strategies for financial products.
High-potential managers seeking deeper understanding of strategic banking operations and balance sheet risk management.
The ASEAN ICAAP Forum operates through quarterly simulation cycles, where participating teams analyze market conditions, make strategic balance sheet decisions, and benchmark their performance against peer institutions.
Teams receive a comprehensive macroeconomic briefing and assess current market conditions. Using these insights, they analyse their starting balance sheet position and define their strategic priorities for the upcoming simulation cycle.
During the active simulation phase, teams operate a virtual bank and make strategic decisions across lending, funding, pricing, and capital management. Participants respond to competitor actions, evolving market conditions, and regulatory constraints while optimizing risk-adjusted performance.
At the conclusion of the simulation cycle, the platform locks and teams receive detailed performance scorecards evaluating their strategic outcomes. The cycle concludes with a global review session where experts and participants discuss results, share perspectives, and identify effective strategies.
This project aims to test, teach, and develop participants' expertise and skills in the following areas:
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Click the Agenda tab to view the full schedule and watch the briefing video to learn how to navigate the simulation platform effectively. We strongly recommend all participants view the video to be fully prepared for the experience.
The actual competition will take place on 22 May 2025 at The Asian Banker Summit 2025, held at The Ritz-Carlton, Jakarta, Indonesia.
Teams must have 4 to 6 members, including one adjudicator (a member who reviews instructions, monitors compliance, and votes on disputes).
Participation in The Risk Olympiad, scheduled for 22 May in Jakarta, Indonesia, shall be provided at no cost to all domestic bankers and financial professionals. Conversely, international banking and financial services professionals will be assessed a mandatory registration fee of no less than US$1,999 for event participation.
Each team must have at least three members actively involved in decision-making, with one member serving as a referee for other teams.
Teams can be from the same or different institutions, but must represent financial entities (banks, stock markets, fund managers, insurance companies, regulators, or related entities).
Register using an avatar name for anonymity, but provide a work email
Teams will be identified by avatar names during the competition.
By registering, participants agree that team member names and institutions will be disclosed if they win a top prize or individual award.
Contact Person
Event Venue
亚洲银行家集团国际资源总监、前星展银行集团市场和流动性风险总监
劳永泰是一位经验丰富的风险管理专家，拥有近30年服务于全球金融机构的专业背景，曾常驻香港和新加坡，长期领导市场与流动性风险、衍生工具、对手风险，以及资产负债管理相关团队。他在量化建模、风险治理、压力测试及监管合规等方面具有深厚造诣，并在内部风险模型开发、战略规划推动以及新型风险解决方案（包括人工智能与机器学习的应用）中发挥了重要作用。同时，劳永泰对于银行业风险管理有着深入的洞见，曾为原中国银监会、中国邮政储蓄银行，及巴塞尔金融稳定学院亚洲部(Financial Stability Institute)总行等就风险管理开展培训。职业生涯中，他多次担任重要风险管理委员会成员，为高层管理团队及董事会提供战略性洞察，积极参与巴塞尔协议改革的落地执行和风险管理机制及系统的创新。
中国人民大学吴玉章特聘教授，博士生导师，财政金融学院货币金融系副主任，中国银行业研究中心副主任
研究兴趣主要集中在银行与金融中介、金融风险管理、可持续金融与中国资本市场等方面。代表性学术成果发表在The Journal of Finance (JF)、The Review of Financial Studies (RFS)、Journal of Financial Economics (JFE)、《管理科学学报》、《管理世界》、《金融研究》、《世界经济》、《经济学（季刊）》等国内外金融管理领域权威刊物。他受邀担任International Journal of Finance、《系统科学与数学》等国内外多本权威期刊副主编。他还是中国系统工程学会理事、金融系统工程专业委员副主任、中国工商银行总行博士后流动站学术导师。
The Association of National Banks in Indonesia (PERBANAS) was founded in May 1951 and serves as the representative body for all commercial banks incorporated in Indonesia. Its mission is to advance the national banking sector, fostering a professional banking industry that contributes to national economic development.
PERBANAS plays a vital role in facilitating communication between its member banks and key stakeholders, including the government and financial regulators such as Bank Indonesia and the Financial Services Authority (OJK). In addition to its advocacy role, PERBANAS promotes education and development within the banking sector, having established educational institutions like the PERBANAS Institute to address the need for skilled banking professionals in Indonesia.
