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Measurement, Data & Capital

Report - July 2022

Read the Banking Capital Methodology study 2022 to understand the current range of practice for capital modelling in the banking industry, as well as the direction of travel for the industry.

Our capital methodology study focuses on the methodology behind building capital models. Since 2014, we have regularly surveyed our banking members to capture the range of practice for capital modelling within the banking industry. Given the changing regulatory environment, this year for the first time we included a second part to the survey to understand the direction of travel for the industry.

The study covered two areas:

Part 1 - Modelling Methodology Benchmark

This part of the study followed the formats of our previous studies. It allows ORX members at banking firms to understand how they compare with current model building practice for measuring, managing and allocating operational risk.

Part 2 - Looking to the Future 

This part of the survey looked at how banks are innovating in their modelling practice. It also explored the broader uses and applications of these operational risk models and how they can be used to support not just the measurement, but the management of risk.

More than  40 of our banking members took part in the 2022 study and the overall results are available for all ORX members to read. Project participants can also access a appendix containing a full breakdown of the results.

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Sarah Astill

Sarah Astill

Head of Risk Measurement, ORX

Nikki Truss-West

Nikki Truss-West

Research Senior Manager - Cyber, ORX

Ollie Lynch

Ollie Lynch

Research Analyst, ORX


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