Activity
Estimate likelihood and impact
Assess risks ICS ERM
Organisation
Responsible role
Risk Manager
Responsible
Risk Manager
Accountable
Senior Management
Consulted
Process Expert
Internal/External Audit
Risk Owner
IT Expert
Informed
Senior Management
Input/Output
Input data
Risk catalogue
Output data
Risk catalogue
Requirements
Requirements (Basel II)
Basic Indicator Approach
Advanced Measurement Approach
Standardised Approach
Estimations of exposure at default (EAD)
Comprehensive assessment of risks
Internal Ratings Based Approach
Estimations of loss given default (LGD)
Estimations of probability of default (PD)
Standardized approach