Operational Risk Scenario Analysis Part 2

This is the 2. part of our operational risk scenario report, which summarises our findings from an independent analysis of the risk profiles from 19 firms which since 2022 have been subject to the Investment Firms Prudential Regime (IFPR)and had to implement a continuous Internal Capital Adequacy and Risk Assessment (ICARA) process. In particular, we provide an overview of both firms' inputs to and outputs from our Monte Carlo simulation model for firms' capital requirements for their scenarios.

Operational Risk Scenario Analysis - Part 2.pdf

Download PDF • 530KB