Capturing Model Risk & Uncertainty in Capital Planning: PwC Survey Results


In August 2013, PwC launched an industry benchmarking study of Comprehensive Capital Analysis and Review (“CCAR”) and Capital Plan Review (“CapPR”) banks regarding current practices and methodologies for capturing model uncertainty in capital plans.

The results of the study provide an independent and objective view of the range of practices being used to quantify model risk / uncertainty in the capital plans.

Contact us

Richard Pace
Financial Services Data Analytics Leader
Tel: +1 (703) 918 1385

Alison Gilmore
US Asset and Wealth Management Marketing Leader
Tel: +1 (646) 471 0588