Ongoing study

CCAR Quantitative Benchmark 2024

Project status

Survey live

Open to

CCAR Community

Service

ORX Membership

Participation

Institutional basis (one survey submission per firm)

Benefits of participating

By participating in the study, firms will gain unique insights into key ratios of operational risk loss projections that are modelled for CCAR across the industry. They may also benefit from insights relating to inputs into firms' CCAR loss projections, and practices around material risk inclusion and scenario usage for CCAR.

Data is benchmarked with 2023 submission data where possible, and added context is provided by benchmarking it against peer firms' data (of the same CCAR submission category). All of this helps participants get a sense of how similar or different their loss projections and inputs are from their peers' for this regulatory exercise.

What type of output is delivered?

The benchmark output will consist of a personalised report, comparing each participating firm's quantitative CCAR data against that of peer firms.

Please note that this study will run on a give-to-get basis (i.e. firms will need to submit data to gain access to the insights).

ORX will be sharing some high-level, anonymised insights collected as part of the study during an upcoming CCAR Community call.

How to take part in this benchmark

ORX will send a survey link to a representative from each firm in the CCAR Community that is participating in the 2024 CCAR exercise. There will be one link issued per firm, but the link may be shared internally between colleagues should you wish to collaborate on the results.

This link will enable submission of quantitative data about your CCAR submission via ORX’s secure survey tool.

A Word document version of the survey is also available on demand – please get in touch with Martin Monakhov (martin.monakhov@orx.org) if you would like access to this.

The survey is confidential, and the reporting of results will not be attributable to any firms.