Enterprise Risk Management

Date: June 2010
Author: Clare Vincent-Silk and Alistair Byrne


Market events over the last few years have driven fundamental changes to the profile of risk management in terms of governance and focus.

Investit Intelligence members voted for this report project in January 2010 and we have covered the following areas:

  • How risk management has changed over the last two years, what have been the drivers for change and the resultant impact.
  • A definition of the different risks managed by firms.
  • Risk governance within investment management firms and the role of the Chief Risk Officer (CRO). We also explore the executive responsibility for risk, staffing of the risk function, objective setting and remuneration.
  • Some of the key challenges faced in the practice of risk management are identified, particularly in the areas of risk assessment, risk monitoring, insurance and reporting.
  • A section dedicated to investment risk explains how this risk type is incorporated into enterprise risk management.
  • There is an update on risk systems, developments in risk measurement and management, and the opportunities for outsourcing.
  • We discuss what we anticipate in the future of risk management.
  • Best practice guidelines have been identified through the research and are outlined in the report.

Table fo contents

Management Summary
3
1
Introduction
5
1.1
Methodology
6
1.2
Previous research
8
2
What is Enterprise Risk Management?
9
2.1
What is ERM?
10
2.2
The benefits of ERM
12
3
How Has Risk Management Changed?
13
3.1
Where were we two years ago?
14
3.2
What have been the drivers of change?
15
3.3
What has been the impact?
18
4
Risk Governance
21
4.1
The Chief Risk Officer
22
4.2
Executive responsibility for risk
25
4.3
Staffing the risk function
26
4.4
Risk responsibilities in the business
30
5
Investment Risk
31
5.1
Risk management in the investment process
32
5.2
Risk management for compliance purposes
33
5.3
Risk systems
34
5.4
Developments in risk management and risk measurement
35
5.5
Investment risk outsourcing
36
6
Risk Management in Practice
37
6.1
Risk assessment
38
6.2
Risk appetite
40
6.3
Risk monitoring
42
6.4
Insurance
45
6.5
Reporting
46
7
The Future of Risk Management
50
7.1
Regulation
51
7.2
The future of ERM and the CRO
53
8
Best Practice Guidelines
55
8.1
Governance
56
8.2
Risk framework
58
8.3
Reporting
59
8.4
Where to go for further information
61

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