Enterprise Risk Management Slides

Risk appetite / Risk team structure [16]

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Bullet points include: Risk appetite may also be viewed more mathematically Akin to defining the appropriate amount of risk to take in, say, a portfolio risk budgeting exercise I.e. where along the efficient frontier to position the portfolio No single correct answer as depends on investor utility, e.g. lambda in

Bullet points include: Risk appetite may also be viewed more mathematically Akin to defining the appropriate amount of risk to take in, say, a portfolio risk budgeting exercise I.e. where along the efficient frontier to position the portfolio No single correct answer as depends on investor utility, e.g. lambda in

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