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Operational risk measurement and data

Op risk measurement & data:
Supporting effective analysis

ORX supports operational and non-financial risk professionals to collect, measure and analyse data in an effective way that’s consistent to industry best practice. 

Our risk measurement area covers a wide range of topics, including:

  • Capital methodology
  • Capital calculation
  • Capital benchmarking
  • Models
  • Correlations and dependencies
  • Stress testing (CCAR and EBA)

Our members use this information to benchmark their levels of capital and to compare their approach with their peers and the wider industry.

Talk to us about effective measurement of data

Operational risk measurement research

Research
CCAR benchmark 2019
Sarah Reed
12 March 2019
You can now sign up to take part in the 2019 CCAR benchmark. This study provides participants with a benchmark of methodology and model outputs for their 2019 CCAR submissions.
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Research
ICAAP methodology study
Annika Westphal
5 June 2019
Get the ICAAP methodology summary report to find out about the range of methodologies used when quantifying operational risk capital for ICAAP.
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Research
CCAR benchmark 2018
Sarah Reed
18 January 2019
Following the success of the CCAR benchmark 2017, we are kicking off this year's benchmark study.
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Research
Annual Insurance Loss Report 2018
Steve Bishop
5 July 2018
This is our second annual report on the ORX insurance operational risk loss database. It examines trends in operational risk loss within the insurance and reinsurance industry. Read the full report here.
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Research
Annual Banking Loss Report 2018
Luke Carrivick
5 July 2018
This is our eighth annual report on the largest banking operational risk loss database. Read the full report here.
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Research
EU-wide stress test benchmark 2018
Annika Westphal
31 May 2018
In 2018, we conducted a survey on the methodologies used in the operational risk component with 27 banks. Find out more and download the study summary.
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Research
CCAR benchmark 2017
Annika Westphal
13 March 2018
We ran this study for the third time to provide interested institutions with a benchmark of methodology and model outputs for their 2017 CCAR submissions. See what we found out.
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Research
Future of loss information
Esther Britton
6 July 2017
Throughout 2017 we're running a project reviewing how loss information could evolve to meet the changing requirements of operational risk management.
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Research
AMA model stability study 2014
Luke Carrivick
23 March 2017
In 2014 we performed a study to understand the factors that influenced how comparable the outputs of Members' AMA models were. Find out what we discovered.
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Research
Capital Methodology survey 2016
Matthew Rees
17 January 2017
Every two years we carry out the Capital Methodology survey. It provides a detailed analysis of how the industry is building capital models, covering a wide range of model building aspects.
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Browse by other areas of operational risk...

Op risk management
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Op risk strategic development
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Material risks in focus
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In 2018,
10
ORX measurement studies published
Over
93
firms took part in ORX research studies
In 2018,
€30bn
banking losses were reported to ORX

Op risk measurement & data

Find out more about how ORX supports the effective measurement of operational risk data.

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