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February 29, 2008
Chapter 31 - Aligning Compensation Systems with Risk Management Objectives
This week, Fed Governor Randall Kroszner called on the financial sector to develop industry-wide guidelines for compensation that would better align individual incentives with the long-term interests of the firms they work for (see article).
"Aligning Compensation Systems with Risk Management Objectives" is a chapter that I wrote in 2006 for Michael Ong's book Risk Management: A Modern Perspective. Click on the link to download the chapter in PDF format.
I also have a brief article on "Generalized Problems with Metric-Based Incentive Plans" which you can download by clicking on the link as well.
Design and review of compensation schemes does not typically fall under the oversight of risk management areas. But, given the numerous case studies of how miscommunication and mis-alignment of incentives have led to loss, it is clear that they should.
I hope that the risk profession will take up the challenge from the Fed and lead the movement towards better designed programs. Feel free to contact me if you'd like to discuss further.
Posted by dkoenig at February 29, 2008 04:31 AM
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