CCAR benchmark 2019

  • 12 March 2019

The Comprehensive Capital Adequacy Review (CCAR) is a key supervisory requirement for banks conducting business in the United States. This requirement is one of the most complex stress tests that evaluates the capacity in which institutions can withstand economic downturns.

The goal of this annual exercise is to provide participants with a benchmark of methodology and model outputs for their 2019 CCAR submissions. The study will collect a combination of both quantitative and qualitative information, which will build on last year’s CCAR benchmark.

A key feature of the report is the provision of benchmark ratios of different supervisory scenarios (e.g. the ratio of adverse to baseline scenarios), which allows participants a straightforward way to compare their results against those of their peers while maintaining a high level of confidentiality.

The report also collects information on the modelling approaches, risk identification methods, validation processes and common challenges, inter alia.

You can download the CCAR benchmark 2018 summary report below. Only participants from last year's study can access the full report, which is available to download on our member website. 

CCAR benchmark 2018 – summary report

Timeline for 2019

CCAR 2019 timeline

Cost

There is no charge for ORX members. The cost for non-members is $3,000, which is refundable if you become a member of ORX in 2019.

If you are interested in participating, please get in touch.

Sign up to CCAR benchmark 2019

Get involved in this year's CCAR benchmark now.

Sign up