Risk Appetite: Linkage with Strategic Planning Report

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📘risk-appetite-lwsp

#1

Reading Source: http://www.soa.org/Files/Research/Projects/research-risk-app-link-report.pdf

Topics Covered in this Reading:

  • Risk Appetite, Risk Tolerance and Risk Limit Setting
    • Literature Review
    • Risk Appetite Framework
    • Risk Governance and Risk Appetite
    • Constraints
    • Risk Appetite for Each Risk Category and Risk Limit
  • Risk Appetite and Asset Allocation
  • Risk Appetite and New Business Budgeting
  • Risk Appetite and Capital Allocation
  • Risk Appetite and Liquidity Management
  • Risk Appetite and Performance Measurement

Risk Appetite: Linkage with Strategic Planning Report
Risk Appetite: Linkage with Strategic Planning Report
#2

This reading is really long and has tons of information. It will be difficult to retain everything from this reading.

What sections are you focusing on for this reading? What do you think is the most testable?


#3

Hi,

Can someone explain to me the EVA formulas and MCEV ones? I am having a hard time breaking it down and memorizing which numbers go where!

Thanks!


#4

Essentially the EVA is used as a way of comparing performance/return to the cost of this performance. All the formulas operate in this way: performance - cost

MCEV is used as a way of measuring the performance. For the various different lines, there is different ways of measuring performance. Do you have a question about one of the lines specifically?