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

November 2013
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Capturing Model Risk & Uncertainty in Capital Planning: PwC Survey Results

At a glance

The results of PwC's survey provide an objective view of the range of practices being used to quantify model risk / uncertainty in the capital plans.

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.

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