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Tanya Mathebula
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Decks in this class (35)
1. What is ERM?
Define risk management 1,
What is the objective of risk man...,
Define erm 3
7
cards
2. Why ERM?
What are the characteristics of a...,
Why might silo approach still be ...,
What are some potential sources t...
3
cards
3. Risk taxonomy
Risk concepts 1,
Exposure 2,
Volatility 3
47
cards
4. Internal risk frameworks
Components 1,
What is the purpose of corporate ...,
What is purpose of line management 3
16
cards
5. Mandatory risk frameworks
List some of the prudential super...,
List examples of supervisors 2,
What are the roles of professiona...
13
cards
5. Mandatory risk frameworks II
Give examples of risk management ...,
What are the aims of the 3 basel ...,
What is the capital requirement s...
17
cards
6. Advisory risk frameworks
Describe the orange book on risk ...,
Outline the principles of rm in t...,
Describe the treasury board of ca...
12
cards
7. Proprietary risk frameworks
What is a credit rating 1,
What is a drawback of credit rati...,
Whar are factors thart affect the...
19
cards
8. ERM processes and structures
0
cards
9. Risk policy
0
cards
10. Monitoring and communication
0
cards
11. Stakeholders
0
cards
12. Corporate governance
0
cards
13. Risk identification
What are the 3 main sources of ri...,
How do stakeholders give rise to ...,
How does governance give rise to ...
25
cards
14. Risk measurement
List the 4 axioms of convexity 1,
Define monotonicity 2,
Define sub additivity 3
30
cards
15. Risk modelling
How would you quantify enterprise...,
How would you quantify enterprise...,
How would you quantify market risk 3
26
cards
16. Statistical distributions
Blank 1
1
cards
17. Time series analysus
Define stationarity 1,
List the 4 types of stationarity 2,
Outline the 4 types of stationari...
11
cards
18. Copulas
Define a copula 1,
What is the invariance property 2,
List the properties of a copula 3
12
cards
19. Fitting models
0
cards
20. EVT
0
cards
21. Models in ERM
0
cards
22. Analysing market risk
Outline the characteristics of in...,
Outline the characteristics of po...,
Outline 4 approaches to modelling...
20
cards
23. Analysing credit risk
Define credit risk 1,
What are the two components 2,
Which give examples of credit ris...
31
cards
24. Analysing operational risk
What are benefits of assessing op...,
What are the characteristics of o...,
What are the two losses that must...
18
cards
25. Analysing other risks
Give a list of other risks 1,
Outline the two kinds of liquidit...,
What are the difficulties of asse...
17
cards
26. Risk optimisation and responses
How can risk management optimise ...,
How does risk management support ...,
How does risk management use risk...
19
cards
27. Managing market risk
Outline the key activities involv...,
Outline what the market risk poli...,
List market risk management strat...
23
cards
28. Managing credit risk
Outline the credit risk managemen...,
What is the purpose of policy and...,
What are the 5 elements of policy...
20
cards
29. Managing operational risks
What are the characteristics of d...,
What risks are associated with ou...,
What considerations must you take...
21
cards
30. Capital management I
Why do we need capital 1,
What are the types of capital 2,
What are the two subsets of econo...
22
cards
30. Capital management II - regulatory capital
State the 3 tiers of capital outl...,
How is capital calculated under b...,
What is the cooke ratio 3
12
cards
30. Capital management III
What is the formula for raroc 1,
What is the formula for eic 2,
Which factors must you consider w...
14
cards
31, Implementing ERM
What is proportionality 1,
What is the pareto principle 2,
What are the 4 key questions you ...
12
cards
32. Case studies
0
cards
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F106 Enterprise Risk Management '24
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