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ERM Developments and Opportunities [5]

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Bullet points include: Quantitative? Qualitative? Risk measures, Hedging, Pricing, Sensitivities, ... Governance, Culture, Disciplines, Policies, ... Value-at-risk, TVaR, Expected shortfall, Probability of default, Expected/unexpected loss, Volatility, RAROC, Economic capital, … Risk appetite statements, Risk challenge, Misalignment of interests, Board engagement, Risk capture and Ranking, Workshops, Processes, ... Answer: both. And with cross-over elements, e.g. stress testing and reverse stress testing involve defining scenarios that might be problematic and then quantifying their impact, but with less focus on probability of outcome

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