Risk appetite / Risk team structure [14]

Go to: Summary | Previous | Next   
Bullet points include: Academic thought often views setting risk appetite as equivalent to choosing the level of capital Including decisions relating to optimal capital structure Large academic literature (sometimes conflicting) on this generic problem and a considerable amount of regulatory thinking, e.g. Capital tiering: usefulness of capital in a ‘going concern’ versus a ‘gone concern’ situation Who bears losses, how valuable are centralised depositor protection arrangements Cyclicality: point in time (PIT) vs. through the cycle (TTC) estimates

Contents | Prev | Next | ERM Lecture Series

Desktop view | Switch to Mobile