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An interesting request came through from one of our customers today and is worth sharing on the Causal Capital blog because a lot of risk practitioners struggle with some of the more complex areas of modelling uncertainty. This is especially the…
Assessing and measuring risk appetite away from an investment portfolio is perhaps one of the most difficult risk management initiatives practitioners have to entertain, it is also discussed often on risk forums and written about avidly by many…
In this posting we take a look at Nassim Taleb's video and show a working example of the Sigmoid function in R Project.Many risk practitioners approach the quantification of risk by convoluting frequency and magnitude curves.The Sigmoid concept…
Ishikawa Diagrams are often used to investigate how different risk factors can combine together to cause a specific outcome and are common techniques for quality control or defect inquires. The diagrams are quite popular because they are easy to…
A recent survey carried out by KPMG and the Economist Intelligence Unit finds that 81% of risk managers and executives fail to effectively capture risk appetite in their business models, what can we do?In this blog posting I have linked to the new…
An interesting question was sent to me only the other day on Supply Chain Risk Management."Martin, do you have any specific risk frameworks or do you know of any good case studies that have been published on Supply Chain Risk Management…
Enterprise Risk Management means alternate things to different people but the general angle risk analysts seem to take; is to create a risk assessment program or tick list sheet, then torture staff in their company to assess what they often don't…
If Dr Timothy Uyeki and Dr Nancy Cox from the Center for Disease Control have it right, the human world is sitting on the edge of biological catastrophe.H5N1 (your "common" bird flu) is comparatively harmless when compared against H7N9, the new…
A recent debate between risk analysts on how to report risk, resulted in several suggestions but the discussion was reduced to comparing one chart type with another. Reporting risk really needs to be more holistic and it should take in a wider…
"Cash-Flow at Risk --- This is absolutely a big deal for credit risk and it can be measured in many different ways.
Perhaps one of the more popular techniques is to track solvency ratios such as Altman Z-Scores and current ratios, measure the spreads…"
Perhaps one of the more popular techniques is to track solvency ratios such as Altman Z-Scores and current ratios, measure the spreads…"
Properly stress testing measures of risk is a complicated activity that few companies have done well. In this blog we take a look at a complete framework for stress testing.The spreadsheet map can be downloaded from this [LNK]
A question from a client today kind of goes like this:"Is it possible to plot three types of risk variables in one chart and if so, what kind of risk chart could we use to achieve this goal?"This is an interesting query for sure and risk charting is…
A recent poll on whether enterprise risk frameworks should employ a risk taxonomy or not, seems to have turned out an encouraging result. Over 93% of risk practitioners voting gave a thumbs up for risk categorisation, with only a handful of souls…
I have been reading a lot of posts on many different risk forums of late and it appears that the Frequency x Magnitude argument for measuring operational risk, is a stubborn pandemic and a failing that is going to be nearly impossible to move on…
Over the last few days, several people have discussed various scenario analysis techniques with me and going on general opinion, this risk assessment technique is very popular among operational risk analysts. Definitely no doubt there, but what…
The ten success stories of Basel II are not unique in anyway and there are plenty of other aspects to the Basel II initiative that supported an improved risk function in banks. None the less, these ten risk framework efforts seem to keep appearing…
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