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What is the biggest quantitative challenge in risk management these days?
From what I can observe with a huge array of clients I am working with, the top five operational and enterprise risk management conundrums include:
[1] Understanding how to apply coherent risk measurement methods is a principal hurdle that persists in too many risk management communities.
We must absolutely rid ourselves of the Risk = Probability x Impact rubbish and move towards Monte Carlo methods.
[2] Too many risk managers are not collecting enough actual Incident and Key Risk Indicator data … Control Self Assessment is subjective and should be deemphasised in risk frameworks.
[3] The reliance on Risk Management software and IT teams that don't fully understand or appreciate how to model risk is deeply frustrating.
[4] The overuse of Microsoft Excel without connections to Risk Modelling Libraries and Databases is a hurdle that needs to be removed.
[5] The inability to frame risk with objectives (returns) … Most risk models are still singled sided in nature.
