Development of a methodology for designing risk appetite frameworks for mono-activity banks

Abstract

The project I have carried out has been proposed to me by Deloitte Luxembourg. The project aims at developing a methodology for developing risk appetite frameworks for mono-activity banks. In order to develop such a methodology, a practical case consisting of effectively designing the risk appetite framework of a client of Deloitte Luxembourg has been integrated in the project. This practical case has indeed helped build up the methodology that will be used later by Deloitte to design risk appetite frameworks for other clients.