Jacobson and Sotiriou showed that rotating black holes could be spun up past the extremal limit by the capture of nonspinning test bodies, if one neglects radiative and self-force effects. This would represent a violation of the cosmic censorship conjecture in four-dimensional, asymptotically flat spacetimes. We show that for some of the trajectories giving rise to naked singularities, radiative effects can be neglected. However, for these orbits the conservative self-force is important, and seems to have the right sign to prevent the formation of naked singularities.