AMA Capital Benchmarking Survey

  • 17 January 2017

The ORX AMA Capital Benchmark Survey has been conducted annually since 2010 and provides a unique insight into levels of capital held by the banking industry.

It provides the only industry-wide comparison on levels of operational risk capital in the banking industry.

The annual survey is open to all firms with an accredited AMA model, or those with a working internal model.

The surveys collect a large amount of privileged data from participants on their Pillar I, diversified and undiversified capital. In return, participants receive an individual and anonymised benchmark report.

"The ORX Capital Benchmark Survey provides a valuable asset for understanding how our capital models and loss performance compare with those of our peers in the banking industry. We have found it very useful as a tool for helping our business units understand how their allocated capital compares with the experience of similar banks. It provides them with a context for evaluating the capital values and increases their overall comfort with the validity of the model." Dr Eric Cope, Bank of America

This is the only study in the industry that gives you this level of comparison. Both high-level and in-depth benchmarking are delivered, providing participants with tools to engage senior management and help respond to regulatory challenge.

How is the data collected?

ORX collects the information for the survey confidentially using our dedicated Insight system, guaranteeing anonymity and security of the data. Data collected includes diversified and non-diversified capital; revenue by business line; expected loss; as well as key business metrics such as number of full time employees and value of total assets.

Historical AMA capital as a percentage of smoothed income - taken from the 2016 survey

What type of output can I expect?

Participants receive an individual report in which several capital ratios are presented and the firm’s own data is highlighted for straightforward benchmarking. Benchmarks are delivered at a global level as well as at a regional level and with a breakdown by AMA status.

The report shows how your firm compares business line by business line, and whether your capital is around the industry average or an outlier. Participants receive a full report as well as an executive summary.

 

Contact the research team

If you'd like to know more about these reports or would like to participate in future surveys, then get in touch with us.

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