Enterprise Risk Management Slides

Risk measures [3]

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Bullet points include: Typical starting point for financial risk measurement is portfolio of assets (and liabilities) with ‘correlated’ returns. May distinguish between: Risk of small changes in asset values implying fluctuating profitability, Risk of catastrophic loss in value leading to failure / insolvency, Brownian motion versus jumps. ‘Market’ risk versus ‘credit’ risk

Bullet points include: Typical starting point for financial risk measurement is portfolio of assets (and liabilities) with ‘correlated’ returns. May distinguish between: Risk of small changes in asset values implying fluctuating profitability, Risk of catastrophic loss in value leading to failure / insolvency, Brownian motion versus jumps. ‘Market’ risk versus ‘credit’ risk

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