Core Risk Management Principles of Banking by Moorad Choudhry

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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

Published date

Monday, 10 November, 2014