CCAR
WHAT IS THIS? The Comprehensive Capital Analysis and Review (CCAR) is a stress test carried out by the US Federal Reserve. It aims to establish whether the largest banks have enough capital to cope with a severe economic shock, and vets their risk modelling practices – creating an annual cycle that has driven huge investments in staff and systems at many banks.
G-Sibs fret as Fed mulls including surcharges in CCAR
Surcharges are excluded from CCAR in 2016 but could be factored in from 2017
Creating effective revenue forecast models for CCAR using machine intelligence
Sponsored webinar: Ayasdi
Santander op risk head aims to "get off bottom rung" after CCAR fail
Bank fell short this year on qualitative op risk governance issues
Highlights from OpRisk Europe conference 2015
Exclusive coverage of London event
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Banks and regulators urged to up their game in stress tests and scenario analysis
Op risk’s profile rising at banks, say risk managers
Business side shows more attention and understanding
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A review of Risk.net's coverage of stress tests and oversight
Fed reassures US banks on adverse scenario choice criteria
2015 stress test plans released with milder 'adverse' scenario
Black box blues: Fed starts model validation row
"They all fall short," says one expert, as banks try to vet vendor models