Enterprise Risk Management Slides

Creating portfolio risk and return models [40]

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Bullet points include: Risk-neutrality enforces behaviour on mean Incorporating return elements necessarily involves taking (investment) views Again, is the risk management function to be: First line, or Second line? Point-in-time versus through-the-cycle computations? Is it practical to identify where we are in an economic / market cycle?

Bullet points include: Risk-neutrality enforces behaviour on mean Incorporating return elements necessarily involves taking (investment) views Again, is the risk management function to be: First line, or Second line? Point-in-time versus through-the-cycle computations? Is it practical to identify where we are in an economic / market cycle?

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