{"id":7683,"date":"2026-09-22T14:16:12","date_gmt":"2026-09-22T14:16:12","guid":{"rendered":"https:\/\/opture.com\/?p=7683"},"modified":"2026-09-29T22:02:22","modified_gmt":"2026-09-29T22:02:22","slug":"warum-klassische-risk-maps-als-steuerungsgrundlage-ueberholt-sind","status":"publish","type":"post","link":"https:\/\/opture.com\/en\/blog\/warum-klassische-risk-maps-als-steuerungsgrundlage-ueberholt-sind\/","title":{"rendered":"Why classic risk maps are outdated as a control basis!\u00a0"},"content":{"rendered":"
\n\t\t\t\t
\n\t\t
\n\t\t\t\t
\n\t\t\t\t\t
RISK MAPS ARE OUT - OPTURE IS IN!<\/h6>\t\t\t\t<\/div>\n\t\t\t\t
\n\t\t\t\t\t

This is how you bring sustainable added value to risk reporting!\n\n<\/h2>\t\t\t\t<\/div>\n\t\t\t\t
\n\t\t\t\t\t\t\t\t\t

The Volatility of the markets<\/strong> is increasing significantly and a reversal of the situation is not expected in the medium to long term. Risk Map<\/a> with the top 10 event risks<\/strong> as Risk management<\/a>basis and reporting basis is critical in ever more volatile markets because they are dynamic, correlated<\/a> and cannot consistently capture market risks, thus only showing a small, often harmless part of the actual risk landscape. The risks that actually pose a threat to the assets are caused by high Variance (Sigma<\/a>)<\/strong>, Strong Correlations<\/strong> <\/a>and market volatilities that remain invisible in a two-dimensional matrix. Companies that continue to exclusively focus on Risk matrices<\/a> They make decisions based on a distorted picture and overlook exactly those risks that pose a threat to them. Resilience and future-proofing<\/strong> endanger.<\/p>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t

\n\t\t\t\t
\n\t\t\t\t\t\n
\n\n \n
\n\n \n
Background: Use of Risk Maps with the top 10 event risks for risk management<\/h5>
Using a risk map as the sole basis for managing risks is critical. Relevant information and risks are not reported. <\/div><\/div>\n <\/div>\n\n
\n \n
\n

In many companies, the Risk Map<\/a> It remains the central instrument for Risk management<\/a>. Risks are distributed along the axes Probability of entry<\/em> <\/a>and Impact<\/em> <\/a>evaluated and in a two-dimensional Matrix<\/a> categorized. Particular focus is placed on those risks that are Gross\/net expectation value<\/a> They are in the red area. This is almost exclusively due to Discreetly distributed event risks<\/strong> \u2013 such as losses due to the failure of a supplier, a fire in a property, a cyber incident or a production stoppage. These risks are usually well insured and have been part of classic risk reports for decades. But this view is increasingly inadequate:<\/strong> The Risk Map<\/a> constitutes only a small, often harmless part of the actual risk landscape.<\/p> <\/div>\n\n \n <\/div>\n <\/div>\n\t\t\t\t<\/div>\n\t\t\t\t

\n\t\t\t\t\t\n
\n\n \n
\n\n \n \n <\/div>\n\n
\n
Problem: Dangerous risks lie outside the Risk Map<\/h5>
Strategic and continuously distributed market risks are not represented in the Risk Map. <\/div><\/div>\n
\n

The risks that companies can actually endanger are rarely the \u201etop 10 event risks\u201c from the Risk Map<\/a>. These are usually already known in advance and are controlled by insurance policies or operational measures (= lower net expected value). The endangered species<\/strong> Risks are much more likely Strategic risks<\/strong> and above all constantly distributed market risks<\/strong> such as economic downturns, currency exchange fluctuations, interest rate changes, and fluctuations in commodity prices. These risks are Not subject to taxes on traditional insurance policies<\/strong>, occur frequently correlated<\/strong><\/a> on and influence each other. Their Impact<\/strong> is massive \u2013 significantly higher than the damage from a single event risk. However, they hardly appear in the Risk Map because they Expected value<\/a> low<\/strong> (due to the fluctuation in both areas) is, their Variance (Sigma<\/a>)<\/strong> However, this variation is extremely high. It is precisely this variation that led to the global financial crisis in 2008 and is still a significant factor in the high unemployment rates today. Risk Exposures<\/a> many companies are responsible for this.<\/p> <\/div>\n\n \n <\/div>\n <\/div>\n\t\t\t\t<\/div>\n\t\t\t\t

\n\t\t\t\t\t\n
\n\n \n
\n\n \n \n <\/div>\n\n
\n
Cause: Risk Maps do not capture continuously distributed market risks<\/h5>
The constantly distributed market and strategic risks do not appear among the top 10 risks due to their low significance - that is the risk. <\/div><\/div>\n
\n

The classic Risk Map<\/a> is a static, two-dimensional instrument<\/strong>, which is based on a snapshot. It assesses risks exclusively based on the Acquisition value<\/a> \u2013 that is, based on the combination of the probability of entry and the severity of the damage. Continuously distributed<\/strong> Market risks<\/strong> However, they work completely differently \u2013 they exert their effect through Volatility<\/strong>, Correlations<\/strong><\/a>, Spreading<\/strong>, Trend breaks<\/strong> and cascade effects. Their value is often low because they do not occur as a single event, but as a series of events. continuous market movement, <\/strong>i.e., it has negative and positive effects. Their Variance (Sigma)<\/strong> On the other hand, it is extremely variable \u2013 and it is precisely this variability that determines the risk to the stock. Therefore, market risks remain invisible in the risk map, even though they represent the greatest threats. Strategic risks<\/strong> The monitoring values will only become critical at much later times because they are based in the future. The risk exposure is therefore still too low at the time of reporting within the next 1-3 years, using the Risk Map, to become noticeable.<\/p>

Companies that continue to solely rely on risk maps and \u201etop 10 event risks\u201c make decisions based on a distorted and incomplete risk picture<\/strong>.<\/p> <\/div>\n\n \n <\/div>\n <\/div>\n\t\t\t\t<\/div>\n\t\t\t\t

\n\t\t\t\t\t\n
\n\n \n
\n\n \n \n <\/div>\n\n
\n
Solution: Expansion of the risk reports with additional information<\/h5>
For efficient risk management, information such as volatilities, sigmas, risk ratios, and risk drivers must be integrated into the risk report. <\/div><\/div>\n
\n

In increasingly volatile markets, it is imperative to include risk reports in the Strategic risks<\/strong>\u00a0 (-> today lower exposure, BUT<\/em> high exposure tomorrow) and constantly distributed market risks<\/strong> (-> lower expected value, BUT<\/em> high variance) Volatilities (Sigmas)<\/strong> and \u2013 if available \u2013 Simulation results<\/a> How Value at Risk (VaR<\/a>)<\/strong>, Expected Loss<\/strong><\/a> or Tail risks<\/strong> to expand. These indicators show the actual risk dynamics and make it possible to endangered species<\/a> Developments are visible. They can also be Without simulation for all risks, the Sigmas and Sigma\u00b2<\/strong> calculated so that both event risks and market risks are fully captured.<\/p> <\/div>\n\n \n <\/div>\n <\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t

\n\t\t
\n\t\t\t\t
\n\t\t\t\t\t