剑桥风险研究中心-消费部门的风险管理（英）_市场营销策划_重点报告202301202_doc.docx

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1、CambridgeCaseStudySeriesRISKMANAGEMENTFORTHECONSUMERSECTORSCentreforRkkStudiesN1VERSITYFCAMBRIDGEd*RinevhnolirmAcknowledgementsCambridgeCentreforRiskStudiesgratefullyacknowledgestheInstituteofRiskManagementforsupportingtheresearcheffortssummarisedinthisreport.Wealsogratefullyacknowledgethesupportrec

2、eivedforthistrackofresearchfromAIG,Citi,Lloyd,s,andWillisTowersWatson.TheCentreisgratefulfortheexpertiseprovidedbyourresearchteam,collaborators,andsubjectmatterspecialists.AnymisinterpretationinuseoftheadviceprovidedisentirelytheresponsibilityoftheCambridgeCentreforRiskStudies.PaperCitation:Cambridg

3、eCentreforRiskStudies,2019.RiskManagementfortheConsumerSectors.CambridgeCentreforRiskStudiesattheUniversityofCambridgeJudgeBusinessSchool,incollaborationwithInstituteofRiskManagement,orTuvesonzM;Ralph,D;Carpenter,O;CopiczJ;Deng,K.,Coburn,A.W.,2019.RiskManagementfortheConsumerSectors.CambridgeCentref

4、orRiskStudiesattheUniversityofCambridgeJudgeBusinessSchool,incollaborationwithInstituteofRiskManagement.CambridgeCentreforRiskStudiesResearchTeamDrMichelleTuveson,Chairman&ExecutiveDirectorProfessorDanielRalph,AcademicDirectorDrAndrewCoburn,ChiefScientistCambridge Centre for Risk StudiesUniversity o

5、f Cambridge Judge Business SchoolTrumpington StreetCambridge CB2 IAG United Kingdomenauiries.riskibs.cam.ac.ukWebsite and Research PlatformWWWjbS.cam.ac.uk/faculty-research/CentresriskInstitute of Risk ManagementSackville House143 -149 Fenchurch StreetLondonEC3M 6BNUnited KingdomWebsitewww.theirm.or

6、HSimonRufflezDirectorofResearchandInnovationJenniferCopic,ProjectManagerandLiabilityResearchLeadDrAndySkelton,LeadModellerKenDeng,LeadFinancialRiskResearchOIiverCarpenter,LeadEnvironmentalRiskResearchDrJenniferDaffron,LeadTechnologyRiskResearchTamaraEvan,LeadGeopoliticalRiskResearchJamesBourdeau,Geo

7、politicalRiskResearchPhilCameron,CyberRiskResearchTimothyDouglas,RiskModellerTimothySummers,SeniorDataScientistWilliamTurner,DataScientistDrPaulBurgess,SeniorAdvisorforRiskManagementJayneTooke,CommunicationsAssistantConsultantforfloodscenarioanalysis:JamesPollardTheviewscontainedinthisreportareentir

8、elythoseoftheresearchteamoftheCambridgeCentreforRiskStudies,anddonotimplyanyendorsementoftheseviewsbytheorganisationssupportingtheresearch,ororconsultantsandcollaborators.TheresultsoftheCambridgeCentreforRiskStudiesresearchpresentedinthisreportareforinformationpurposesonly.Thisreportisnotintendedtop

9、rovideasufficientbasisonwhichtomakeaninvestmentdecision.TheCentreisnotliableforanylossordamagearisingfromitsuse.AnycommercialusewillrequirealicenseagreementwiththeCambridgeCentreforRiskStudies.Copyright2019byCambridgeCentreforRiskStudies.ContentsAbouttheIntstituteofRiskManagement(IRM)4Forewordfromth

10、eIRM5ExecutiveSummary6Section 1: Introduction8AFictionalisedCompanyasaUseCase9CompanieswithintheConsumerSectors9Section 2: TheBusinessEnvironmentforConsumerSectorCompanies10BusinessModels10ProfitMarginsofConsumerSectorCompanies12SupplyChains12RisksoftheDigitalEconomy14ChangingConsumerPreferences15Co

11、rporateDistress15Section 3: RisksforConsumerSectorCompanies16Self-ReportedTopEnterpriseRisksbyCompaniesintheConsumerSectors16ConstructingaComprehensiveRiskRegister18CambridgeTaxonomyofBusinessRisks18Section 4: ExplorationofRisksthroughScenarios20IntroductiontoScenarioStressTests20ScenarioStressTests

12、toAssessRiskExposureandtheValueofMitigations21Section 5: ApplicationofScenariosforCorporateRiskProfiling23DefiningaCorporateLossModel23CorporateLossModellingMethodology23FiveYearEnterpriseValueatRisk(5yrEVRiSk)23UsingSyrEV(三)RiskinDecision-Making23Section 6: OverviewofaFictionalisedCompany-Avocadopl

13、c24Description24VaIueChain24FinancialPerformance25MaterialityofRisks27EvaluatingtheMaterialityofRisks27Section 7: StressTestScenarios28OverviewandSelectionofScenarios28ScenarioA-TradeDispute:UnitedStatesvsEuropeanUnion28ScenarioB-GeopoliticalConflict:PakistanvsIndia28ScenarioC-CyberAttack:Contagious

14、MalwareInfestation28ScenarioD-NaturalCatastrophe:FloodsDamageKeyFacility29ScenarioE-Pandemic:HighlyInfectiousInfluenzaVirus29ScenarioF-Governance:EqualPayMovement29Section 8: DevelopingScenariosandAnalysingtheirImpacts30LikelihoodofScenarioOccurrence30ScenarioImpactAssessment30ContentsSection 9: Inf

15、ormingRiskDecisions33TheCompanysRiskMatrix33BreachingExplicitRiskToleranceLevels34DefiningtheCompanysRiskTolerance34LikelihoodofCrisis35CompanyLossExceedanceProbability36Section 10: RiskMitigationActions37Threat-specificMitigationforCatastrophicRisks37Threat-specificMitigationforStrategicRisks37Resilience-strengthening37MonitoringOtherRisks38Section 11: Conclusions39Bibliography40AppendixA:ScienceinScenarios42ScenarioA-TradeDispute:UnitedSt