ابدأ بالتواصل مع الأشخاص وتبادل معارفك المهنية

أنشئ حسابًا أو سجّل الدخول للانضمام إلى مجتمعك المهني.

متابعة

How to Estimate Risk?

How to Estimate Risk? Risk Value = Probability of Event x Cost of Event

user-image
تم إضافة السؤال من قبل Nadia Ahmed Mohammed Saeed , T/L. Credi t& Risk , Canar Telecommunication Co. LTD.
تاريخ النشر: 2013/12/19
Mohammad Zakaria
من قبل Mohammad Zakaria , Senior Officer , AB Bank Ltd. (Previous Employer: United Commercial Bank Ltd)

It's broad Question & so complex.

simply  Calculate the event bear risk. To calculate risk & weight, should be considered previous year DATA, how mutch risk might not have outcome and cost of this outcome is estimated risk. Value of probability of the event which might not have output. 

 

 

yousef Al abdullah
من قبل yousef Al abdullah , Head of credit , Jordan islamic Bank

There are many various risks and can be measured in different ways where they can use the failure of financial models such as Altman and Sherwood and Kedah and financial analysis can be used to access and followed these risks

Imtiaz Hussain Bugti
من قبل Imtiaz Hussain Bugti , Manager Financial Analytics , Bayan Credit Bureau

I agree with above formula but i think we should prepare a Risk Rating Checklisk to estimate the risk at premature stage.

Amjad Ali
من قبل Amjad Ali , Regional Manager , NATIONAL BANK OF PAKISTAN

Every risk can not be estimated. Risk estimation is based on assumption. There are various types of risks and risk nature is different in different sectors. Like risk in insurance industry is different from risk in banking sector. I would give an idea of risk estimation of credit in banking.

 

Credit risk in banking industry means risk arising out loans extended by banks. Loans are broadly of two types secured and unsecured.

 

Secured loans means loan secured by some kind of security like property. Unsecured loans means , loans extended without security like credit cards.

 

Now suppose a bank has the following exposure/loan portfolio:

 

Secured loans        100M backed by security (property) of value150M

Unsecured loans    10M

 

Risk caculation:

Risk for secured loans is   zero0 as value of security is more than loan.

Risk for unsecured loan is    10m equal to unsecured exposure

 

Total credit risk for the bank is10M

 

I have explained risk calculation in a very simple way just to give an idea. In real situation it involves a lot of caculation and risk modeling. 

 

Mohammad Feroz Al Azad
من قبل Mohammad Feroz Al Azad , Head of ORM, And Head of ICC (Internal Control & Compliance , Brac Bank Limited

Risk Estimation should be the determination of quantitatiive and qualitative value of risk related to an event. But it is essentIal to set risk apetite first. 

المزيد من الأسئلة المماثلة