Core Risk Management Principles of Banking
An integrated holistic approach to balance sheet risk management, from the Board risk appetite statement to strategy setting and tactical procedure.
Presenter: Moorad Choudhry: Visiting Professor at the Department of Mathematical Sciences, Brunel University
- Formulating the Board risk-appetite statement: risk tolerance as an integral part of bank strategy
- Strategic ALM: a process to integrate origination principles for both assets and liabilities
- Ascertaining how capital, liquidity and funding resource constraints should be fed into strategy setting and revenue/return targets