Diapositiva1-SPIRomania.pptVIP

Main characteristics and purposes of risk management related to inter-banking data collection initiatives Claudia Pasquini c.pasquini@abi.it ;Agenda ;When;Why;Some numbers; Set of activities for: identification evaluation/quantification monitoring with the ultimate aim of mitigating OR consistent with the bank’s risk appetite In term of strategies, ORM means optimizing investment in: reducing the probability of a loss event (PE) limiting loss given event (LGE) transferring risk to third parties;Credit Worthiness;Some additional reasons: provisioning and pricing policies (estimates of