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Monday, March 25, 2013

Risk Dashboards

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. This is all fine and I threw in a recommendation for the 3 in 1 polar plot [LINK] but risk reporting surely has to be greater than this.

Reporting risk really needs to be more holistic and it should take in a wider perspective of alternate measures of uncertainty found in a firm. Risk Dashboards achieve this end and we'll take a look at a couple of them in this blog.    

Saturday, March 16, 2013

Stress Testing Framework

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.

Saturday, March 2, 2013

3 in 1 risk chart

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 an area of risk management which is fascinating but can be quite complex. There is certainly more than one answer to such a question but today we'll take a look at Polar Charts as a solution.