最近发现风险管理原来不是自己想的那样的。。之前以为risk management 就是financial risk management~_~

现在的保险公司风险管理偏向于erm吧，全面风险管理而不只是财务那块，更多定性的东西。。

我所了解的风险管理部门  主要负责全面风险管理系统的建设  出具风险管理报告 给管理层提供相关建议  KRI都由精算、财务、AMC等部门提供  不需要很强的数理基础  

我复制粘贴的，关于ERM的内容大概是：
Introduction
¨ Describe the concept of ERM, the drivers behind it and the resulting value to
organisations
¨ Risk and uncertainty, different definitions
¨ Why is it necessary or desirable to manage risk? Describe the benefits of ERM
¨ Direct and indirect stakeholders in an enterprise. Relevance of risk
measurement and management to all stakeholders.
¨ Risk taxonomy and overlaps.
Quantitative Analysis of Financial Data
¨ Quantifiable and non-quantifiable risks
¨ Stylised facts about financial time series
¨ Common univariate distributions, model fitting and diagnostic tests
¨ Extreme value theory
¨ Econometric models for stochastic volatility
¨ Common multivariate distributions
¨ Modelling multivariate risks using copulas
¨ Different measures of correlation including tail correlation
¨ Risk measures; coherent risk measures
¨ Scenario analysis and stress testing
¨ Model and parameter risk
Contagion and Credit Risk
¨ Different sources of credit risk; contagion
¨ Corporate bonds; define the credit spread and the three components that
make up a credit spread
¨ Different theoretical and commercial approaches to modelling credit risk
¨ Factor models for credit risk
Risk Frameworks and Regulatory Regimes
¨ Basel II and Solvency II and their underlying principles and approaches to risk
measurement
¨ Pillar 1 methods for Basel II: variance-covariance methods, historical
simulation, Monte Carlo
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Risk management governance and culture
¨ Sarbanes-Oxley and other risk frameworks; underlying principles
¨ Risk management governance structures and the risk management culture
¨ Governance issues including agency, audit and legal risk
¨ Rating agency assessments of an organisation’s risk management operation
Economic Capital
¨ Economic measures of value and their uses in corporate decision making
¨ Capital allocation and the role of risk measures
Operational Risk
¨ Examples of operational risk
¨ Non-quantitative and quantitative methods and tools for managing operational
risk
¨ Different ways of quantifying operational risk under Basel II
Case Studies
¨ Examples of past disasters and good practice and the lessons to be learned
¨ Risk analysis of real and hypothetical scenarios including non-quantifiable risks;
views of different stakeholders
Risk Management and Optimisation
¨ Articulating an organisation’s risk appetite and risk objectives; translating these
into risk tolerances.
¨ Determining an organisation’s overall risk exposure
¨ How risks and risky opportunities affect the selection of strategy
¨ Developing and recommending strategies for risk optimisation
o Methods for transferring risk to other organisations including financial
derivatives, securitisation, insurance, reinsurance, insurance-linked
securities
o Techniques for managing credit risk
o Different types of securitisation
o Risk reduction within an organisation
o Advantages and disadvantages of different approaches to risk reduction;
e.g. costs and benefits; information asymmetry; transparency; liquidity;
basis risk; moral hazard
o Dynamic versus static hedging using financial derivatives; practical
considerations
o Modern approaches to immunisation of interest-rate risk
o Asset-liability modelling
o Optimising risks and opportunities relative to the Board’s declared risk
appetite and risk tolerances
Risk Management Control Cycle
¨ Describe typical risk management control cycles and explain the relevance of
each component

我只是我们学校的内容，你就当个参考吧，再具体的我也没办法回答你了