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Risk Appetite (Risk Appetite (Framework (Enterprise Risk Appetite, Risk…

- - - - Credit rating
      - Risk preferences
    - - Capital at risk
      - Earnings at risk
      - EV/MCEV
  - - - Ensure risk-taking activities are consistent with risk appetite
      - Risk appetite needs to be reviewed periodically or during market changes
    - - Review current risk profile
      - Inquire BOD about level of risk tolerance
      - Alignment of risk appetite w/ strategic goals
      - Formalization of risk appetite statement approved by BOD
      - Establishment of risk management program, consistent with risk appetite
      - Design and implement risk-mitigation plans
      - Communications
  - - - Correlation matrix method
      - Copula method
      - Structural scenario method
- - - - Risk category level
      - Product level
      - Business level
- - - - Cash
      - Gov. Bond
    - - Bond coupons
      - Equity dividends