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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 with 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 studies

Research
Banking Operational Risk Loss Data Report 2021
Luke Carrivick
9 August 2021
Download the free summary of our latest Banking Operational Risk Loss Report, for insights into trends, frequency and severity of loss events in our global banking database. Or, find out how to buy the full report for even more data and information.
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Research
Insurance Operational Risk Loss Data Report 2021
Steve Bishop
9 August 2021
Download the free summary of our latest Insurance Operational Risk Loss Report, for insights into trends, frequency and severity of loss events in our global insurance database. Or, find out how to buy the full report for even more data and information.
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Research
CCAR Benchmark 2021
Annika Westphal
5 March 2021
Registration has now closed for the 2021 version of our annual benchmark on the Comprehensive Capital Adequacy Review (CCAR). The study provides both a quantitative benchmark and a qualitative assessment of how the submission was done.
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Loss data
What can we learn from a decade of operational risk loss data?
Esther Britton
1 March 2021
Operational risk losses have decreased in both value and frequency over the last ten years recent analysis by ORX shows. In our recent study, we looked at operational risk losses submitted by financial organisations between 2010 and 2019.
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Research
Exploring Risk Exposure Methodologies
Annika Westphal
19 March 2021
This project explored the use of structured scenarios for operational risk measurement, specifically structured scenarios based on Bayesian networks. Download the free summary report for an overview of our key findings.
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Research
CCAR Benchmark 2020
Sarah Reed
15 December 2020
The Comprehensive Capital Adequacy Review (CCAR) is an essential annual supervisory requirement for banks conducting business in the United States. Sign up now to receive an individual benchmark to see how your submission compares with your peers'.
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Research
CCAR Benchmark 2019
Sarah Reed
1 November 2019
This study benchmarked CCAR operational risk modelling methods and outputs. It also included topics such as risk identification, scenario analysis, forecasting of legal losses, incorporating results into business as usual activities and top challenges.
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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
Download the summary report from the ORX CCAR Benchmark 2018. The goal of this project was to provide participants with a benchmark of operational risk modelling methodologies, and model outputs for their 2018 CCAR submissions.
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Research
Progress and challenges in model risk management
Annika Westphal
21 December 2018
Model risk is receiving increased attention from financial firms and regulators. Our report looks at model risk management practices and the progress that has been made since our 2016 study on this operational risk topic.
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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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Industry statement
Capital impact of the SMA
Luke Carrivick
27 May 2016
Our response to Basel Committee on Banking Supervision's (BCBS) proposed Standardised Measurement Approach for Pillar I operational risk capital. Including our SMA capital requirements benchmark report, ORX Capital impact of the SMA.
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Browse by other areas of operational risk...

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Op risk measurement & data

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

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