Strategic Risk: Bringing the Discussion into the Boardroom
Craig Cohon
The Next Practice
Financial institutions and their leaders are very comfortable discussing market risks in terms of equity and fixed income risk, derivatives, treasury, asset and liability risks, and hedge-fund risks. In addition, a large proportion of time is spent on developing models, processes and systems to look at credit risk. With Basel II and Sarbanes-Oxley, operational risk management and the importance and quality of internal processes and controls are self-evident. This is a comfortable way to look at strategic risk.
A more holistic approach, is the well thought-through strategic risk models put together by Adrian J. Slywotzky and John Drzik of Mercer ...
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