Horizontal Axis Vertical Axis
Micro Risk Factors Macro Risk Factors
Individuals Organizations / Firms Sectoral / Economy-wide Sovereign / Supranational
Business Model Risks
Revenue Risk
1
Vo
Volume Risk
2
Mg
Margin Risk
3
Co
Costs Risk
4
St
Strategy Risk
5
Hr
Human Resources Risk
6
Ma
Market Demand Risk
7
Po
Political Risk
Operational Risk
8
If
Internal Fraud
9
Ef
External Fraud
10
Ep
Employment Practice
11
Be
Business Execution
12
Pd
Physical Damage
13
Bi
Business Disruption
14
Lg
Legal Risk
Balance Sheet Risks
Asset Risks
Market Risk
15
Eq
Equities
16
Tc
Traded Credit
17
Cm
Commodities
18
If
Inflation
19
Ir
Interest Rates
20
Fx
Foreign Exchange
Credit Risk
21
Mr
Mortgages (Secured)
22
Lo
Loans (Unsecured)
23
Ca
Cards (Revolving)
24
Cl
Corporate Loans
25
Cb
Corporate Bonds
26
Sc
Securitization
27
Ce
Counterparty Exposure
28
Bd
Bank Debt
29
Sd
Sovereign Debt
Liability Risks
ALM Risks
30
Rd
Retail Deposits
31
Pr
Prepayments
32
Es
Employee Pensions
33
Wd
Wholesale Deposits
34
Ib
Interest Rates (BB)
Insurance Risks
35
Li
Life
36
He
Health
38
Mt
Motor
39
Pt
Property
40
Lt
Liability

Last modified: Friday, 18 October 2024, 12:27 PM