Scenario Quantification in Practice 2023

Report - July 2023

Against the backdrop of an evolving regulatory and practice landscape, the ORX Scenarios team have published this Scenario Quantification in Practice report.

Following on from ORX’s 2017 Scenario Quantification Industry Review, this new report provides evidence-based insight into conducting scenario quantification efficiently, reliably, and consistently. It draws on the findings of a survey involving over 40 ORX Scenarios subscribing institutions, as well as discussions with the ORX Scenarios community.

This report and its accompanying documents provide:

• A detailed analysis of current industry trends and good practice in scenario quantification approaches, processes, and governance​
• An overview of the current state of play and industry direction of travel in scenario analysis
• A good practice checklist of actions you can undertake to optimise your scenario quantification processes
• A comprehensive appendix of charts capturing the key data points from the survey

The report is available to all ORX Scenarios subscribers.