CCAR Community
Welcome to the CCAR Community. This group is for operational risk professionals from organisations that are required to complete the annual CCAR stress test.
Join the community
Our CCAR Community is open to any of our members who participate in the Federal Reserve’s annual stress test. Some non-members may also be able to join – contact us to find out more.
The group meets regularly throughout the year to discuss topics relating to US stress testing and capital regulation, e.g. Basel 3 endgame.
Join the CCAR Community to:
- Be part of a network of operational risk professionals who are involved in CCAR
- Discuss important CCAR-focused issues with your peers
- Keep on top of the latest developments in CCAR-related practice
Join the community
What is the community working on in 2026?
This year’s research programme entails three key activities:
- 2026 CCAR Quantitative Benchmark: This study will collect data on firms’ key loss ratios, loss projection inputs, and other quantitative data relating to material risks and scenarios for the 2026 and 2025 CCAR cycles. Firms submitting data as part of the study will receive individual benchmark reports comparing their data to that of peer firms.
- CCAR Risk Benchmark study: Following on from the successful pilot focused on cyber risk that was published in November 2025, we will be running another risk benchmark study in H2 2026. This will be aimed at understanding and benchmarking approaches to specific risks within the US stress test. The intended outcome of the study is to produce a handbook that will contain information around how risks are defined, modelled and considered for the US stress test, as well as rationalising common approaches.
- 2026 CCAR roundtable: We'll be looking to run a roundtable in H2 2026, providing participants with another valuable opportunity to discuss the US stress test, developments relating to Basel III, as well as further potential opportunities to engage with regulators. More details will be shared later this year.

