Enterprise Risk Management Slides

Credit Risk [7]

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Bullet points include: Hedge funds: Supplement market factor based risk models. Banks: Calculate loan book capital (and bank traders as per hedge funds). Insurers: Calculate credit exposure and concentrations. Asset managers (and, e.g. pension funds): Measure/monitor/manage risk in credit sub-portfolios

Bullet points include: Hedge funds: Supplement market factor based risk models. Banks: Calculate loan book capital (and bank traders as per hedge funds). Insurers: Calculate credit exposure and concentrations. Asset managers (and, e.g. pension funds): Measure/monitor/manage risk in credit sub-portfolios

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