risk_management   417

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BIS 20190225 - Minimum capital requirements for market risk
The document sets outs the amended minimum capital requirements for market risk that will serve as the Pillar 1 minimum capital requirement as of 1 January 2022, replacing the current minimum capital requirements for market risk as set out in Basel II1 and its subsequent amendments.

non-technical description of the overall market risk framework: https://www.bis.org/bcbs/publ/d457_note.pdf
BIS  market_risk  capital_requirements  trading_book  Basel_III  risk_management 
11 days ago by mjaniec
Decoding Sustainability
By Matthew Yamatin whose consulting company besides of Fortune 500 companies such as Unilever, Biogen, Whole Foods, State Street, or Westinghouse also consults smaller local players such as ISB (International School of Beijing).

Agrachina  Sustainability  Consultancy  Beijing  China  Expert  Business_Advisory_relevant  Business_Model  ecological  Risk_Management  Strategy 
4 weeks ago by eocas
Everything You Wanted To Know About Rebalancing (But Were Too Afraid To Ask) | Seeking Alpha 040319
Logan Kane: The majority of investors rebalance their portfolios. Rebalancing is often part of the value proposition to help financial advisors to justify their fees.
Relatively few people seem to have studied the ramifications of rebalancing, however, or the proper way to maximize risk-adjusted return.
There is a right way to rebalance and a wrong way to rebalance. With proper technique, rebalancing adds value. Do it wrong, and it subtracts.
Some best practices for rebalancing, as well as understanding concentration risk, which is the main reason investors rebalance.
vcap  portfolio  risk_management 
5 weeks ago by fulab
Is Your Portfolio A Time Bomb? The VIX Blowup, The $460 Million Glitch, And More | Seeking Alpha 04`3`9
Logan Kane: Risk management is incredibly important if you want to stay in business trading. However, if internet day trading forums are any indication, it's somewhat of a lost art.
Most meltdowns come from some combination of leverage, concentration of risk, and illiquidity.
While you can get superior risk-adjusted returns from thinking and investing outside the box, you really need to understand and manage the risks you are taking.
Diversification and spreading risk are as close to a free lunch as you're going to get in investing.
Use leverage to diversify risk, not to concentrate it or to invest in illiquid assets when your loans can be called.
vcap  portfolio  risk_management 
5 weeks ago by fulab
Cyber Risk Assessment: Moving Past the “Heat Map Trap” - The Protiviti View
"Unfortunately, our observation has been that most cybersecurity professionals significantly overestimate the quality of their risk assessment programs. The common weakness? A reliance on what can be called “pseudo-quantitative” methods, in which risks, benefits and other factors are given labels or colors (such as red, orange, yellow and green) or ratings on an ordinal scale that run, say, from 1 to 5."
risk_management  statistics  dopost 
12 weeks ago by niksilver
Think the backstop issue is insoluble? My Brexit plan will please everyone | Roland Alter | Opinion | The Guardian
"What would prompt an academic from Germany to come up with a plan to try to end the current stalemate on the backstop – the mechanism designed to avoid a hard border in Ireland after Brexit?"
risk_management  brexit  northern_ireland 
february 2019 by niksilver
Talking about risk and opportunity | Norman Marks on Governance, Risk Management, and Audit
"...the tools and techniques traditionally used to ‘manage’ potential harms (risks, in normal language) can and probably should be used to manage the potential for gain (opportunities)."
risk  risk_management  dopost 
october 2018 by niksilver
A 6-Part Tool for Ranking and Assessing Risks
CARVER is an acronym that stands for:

Criticality: how essential an asset or critical system is to your company

Accessibility: how hard it would be for an adversary to access or attack the asset

Recoverability: how quickly you could recover if something happened to the asset

Vulnerability: how well (or not) the asset could withstand an adversary’s attack

Effect: how much of an impact there would be across your business if something happened to the asset

Recognizability: how likely it is that an adversary would recognize the asset as a valuable target
risk_management  risk 
october 2018 by tom.reeder
A basic principle most people don’t understand about risk | Norman Marks on Governance, Risk Management, and Audit
"Almost everybody makes a fundamental error when it comes to assessing a risk [...] They show the level of risk as a point: the likelihood of a potential impact or consequence. But 99% of the time this is wrong. 99% of the time, there is a range of potential consequences, each with its own likelihood."
risk_management  security  report  dopost  uncertainty 
october 2018 by niksilver
Conspectus Risk Assessment & Management Strategies
"GRASP is technically a soft-systems methodology that uses multi-stakeholder perspectives to make it easier for any management team to determine what should be done to ensure its projects go forward successfully, its strategic planning is sustainable and its critical decisions more likely to gain widespread support. The methodology makes it easier to identify less obvious but nonetheless important opportunities, search for underlying causes of risk to the project and better define the inevitable uncertainties and assumptions present in all projects."
risk_management  book  dopost 
september 2018 by niksilver
What will P2P lending look like 5 years from now? | FT Alphaville
El análisis del rendimiento y modelo de Lending Club, muestra que el futuro del P2P lending, puede tener los días contados cuando llegue la siguiente crisis, porque ellos no arriesgan, y el modelo implica rentabilidades ajustadas que no soportarán un ajuste brusco.
!key  !shocking  !trends  banking  lending  finance  risk_management 
august 2018 by david.garciahz
Managing in the presence of uncertainty
A huge number of slides with lots of info about risk and uncertainty, classficiation, and ideas for dealing with those in projects
risk_management  presentation  uncertainty 
july 2018 by niksilver
Platforms That Grow Are More Than Matchmakers
But any platform business that wants to thrive will have to learn what Airbnb did: Matchmaking isn’t everything. Your success also depends on identifying and mitigating risks for your buyers and sellers; you’re a matchmaker and a risk minimizer.

platform economy, the one preferred by many proponents, is the “sharing economy.” This sharing can be either physical, as with Airbnb or Turo, the car rental company, or informational, as with Yelp or TripAdvisor

In any transaction with customers, a company’s brand is a surrogate for trust — its reputation writ large.

as a market develops, a company must identify and mitigate the new forms of risk as they emerge

It must also act as a regulator, establishing rules of engagement, and an arbitrator, resolving disputes. All three tasks — matchmaking, regulating, and arbitrating — are key to opening new markets.
platform  risk_management 
july 2018 by tom.reeder
New information about cyber risk is alarming | Norman Marks on Governance, Risk Management, and Audit
"Six in ten (56%) report that their organisation has suffered a ransomware attack in the last 12 months, compared to under half (48%) who said the same in 2016. Of those whose organisation has suffered a ransomware attack in the last 12 months, they have had to defend against five ransomware attacks during this period, on average."
risk_management  ransomware  dopost  security 
july 2018 by niksilver
Should we “tear up the risk appetite” statement? | Norman Marks on Governance, Risk Management, and Audit
"[Lauren Gow says] A risk appetite document is a vertical silo tool. And it is being used during a period when most businesses are pushing for more horizontal, integrated ways of working."
risk_management  dopost 
may 2018 by niksilver
Carillion - Business, Energy and Industrial Strategy and Work and Pensions Committees - House of Commons
"Carillion’s rise and spectacular fall was a story of recklessness, hubris and greed. Its business model was a relentless dash for cash, driven by acquisitions, rising debt, expansion into new markets and exploitation of suppliers."
carrillion  report  dopost  risk_management  failure 
may 2018 by niksilver
How significant is the risk of fraud? | Norman Marks on Governance, Risk Management, and Audit
"The best resource for understanding the level of fraud risk is the Association of Fraud Examiners’ (ACFE) annual Report to the Nations, their global study of occupational fraud and abuse."
fraud  risk_management  report 
april 2018 by niksilver

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