CCAR Methodology Study 2023

This study outlines the current state of progress and industry perspectives on CCAR stress testing practices across a selection of topics chosen by our members.​

​The study primarily draws on discussions with ORX members at an in-person roundtable in Boston and from survey responses gathered as part of our CCAR methodology review.

Included in the study are essential themes, such as optimisation, management use of the CCAR process and CCAR methodology. The report also explores CCAR and climate risk and looks ahead to how CCAR may evolve in the future.

The full report is available to all ORX CCAR Community members. We've also produced a supplementary Appendix document, which supports the report and provides further detail and information.​