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

Overview

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

Ric Pace
Principal, FS Regulatory Practice
Tel: +1 (703) 918 1385
Email

Alison Gilmore
FS Regulatory Practice Marketing Leader
Tel: +1 (646) 471 0588
Email

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