FINANCIAL RISK
Risk Categories
market
credit
counterparty
currency
investment
interest rate
asset and liability
liquidity
Applicable methodologies
Risk Adjusted limits and measurements
Earnings/Value/Capital/ Reserves at risk
Risk appetite and Tolerance levels
Sensitivity analysis
Scenario analysis
Basle
SAM (Solvency II)
OPERATIONAL AND OTHER RISK
Risk Categories
process
people
system
external
strategic
reputational
legal
Applicable methodologies
RCSA (Risk and Control Self Assessments)
KRI (Key Risk Indicators)
Risk appetite and tolerance levels
Loss events
Scenarios
Other related Risk Management Services
Risk management audits
Quality assurance reviews (QAR’s)
Useful Links
http://www.irmsa.org.za/