Risk rating and grading of the PASI investment portfolio
In order to achieve good corporate governance, the Risk Management Department developed an excel model for Risk Rating and Grading of the PASI investment portfolio for more effective risk management:
1. Design Risk Measurement Models:
Data is collected from PASI investments on a monthly basis to calculate the Yearly Volatility and Return.
2. Capital Asset Pricing Model (CAPM)
Calculation of Beta, Expected Return and Drift Rate.