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CAPITAL BENCHMARKING

ORIC International's comprehensive annual capital benchmarking survey is the best in the market and delves into various aspects of the capital framework including:
 

  • What frequency and severity distributions are firms using within their operational risk model and what approaches are firms taking to set dependencies and determine their diversification benefit
     

  • How firms are using internal and external loss data as well as scenarios as an input to their operational risk capital modelling
     

  • How firms are incorporating risk mitigation (including the use of insurance) within their capital assessments
     

  • How capital assessments are validated and challenged given the extent to which expert judgement is applied throughout the capital process
     

  • What future modelling considerations do firms have 

The survey includes over 100 questions and is completed each year by ORIC International members. (Note, the survey may also be completed by non-members on request).

 

The results of the survey are then discussed throughout the year as part of ORIC International's Internal Model Working Group which meets quarterly. This allows for ongoing dialogue between firms and a platform to propose future questions to be considered in the following year's survey.

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CAPITAL MODELLING EXAMPLE RESOURCES & WORKING GROUPS

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Summary Report

Download the summary report from our most recent Capital Benchmarking exercise launched in January 2020.

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Working Group

The next working group is scheduled for Q3 2020. If you're interested in attending please contact us below.

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CAPITAL MODELLING LATEST NEWS

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CONTACT US

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CONTACT US

Call us on - +44 (0)20 3917 1750

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© 2020 by ORIC International

Operational Risk Consortium Limited is a company registered in England and Wales with Company Number 05510364

Its Registered Office is 107 Cheapside, London EC2V 6DN. VAT Registration No. 882 3901 09