Oman

Oman

Code
OM
Country type
Official
ISSA Member
On

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.
 

Policies and procedures project

The Public Authority for Social Insurance (PASI) has been responsible for developing internal policies and procedures to facilitate customers' access to the deliverables set by the Social Insurance Law.

PASI's goal is to ensure that all policies and procedures are made available to all staff and that they are written in such a way as to clearly specify the policies and procedures for any given matter.