ABA scenario analysis project could aid CCAR comparability

Tom Osborn
@TomOsborn
25 Jun 2019

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

A project led by a group of banks to standardise the way in which they approach scenario analysis could make it easier for US regulators to compare the level of operational risk exposure each firm faces, and ultimately the level of capital each should hold, senior industry figures have suggested.

The venture, spearheaded by the American Bankers Association (ABA), seeks to identify the key drivers of material operational risks facing firms across seven scenarios, including a rogue trading

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact [email protected] to find out more.

You are currently unable to copy this content. Please contact [email protected] to find out more.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]