Enterprise Risk Management Slides

Economic capital / Other risks [22]

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Bullet points include: Agree purpose of model And what risks it will model Decide between factor, deterministic and stochastic approaches If stochastic then empirical or assumed distributions? Decide whether enterprise-wide or specific models per business line / business unit (and then selection of aggregation approach) Agree outputs (and how they will be communicated)

Bullet points include: Agree purpose of model And what risks it will model Decide between factor, deterministic and stochastic approaches If stochastic then empirical or assumed distributions? Decide whether enterprise-wide or specific models per business line / business unit (and then selection of aggregation approach) Agree outputs (and how they will be communicated)

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