Strategic Exposure Group


Risk can only be calibrated by envisioning, simulating and, where possible, predicting future events. Since the un-anticipatable cannot be envisioned and simulated, and currently there is no disciplined framework to address it, the vulnerability arising from the un-anticipatable unknown is left out of any risk assessment.  Leaving out an assessment of such vulnerability gives rise to an element of risk that gets ignored by businesses and the markets. As a result, total risk is mispriced in financial markets.


Like any mispricing, it becomes evident only in rear-view mirror when actual results deviate from the expected results in relation to failures, and comes as an unpleasant surprise. This constitutes a critical expectation gap when t
his mispricing impacts investor returns adversely and threatens the credibility of those assessing, rating, evaluating or regulating businesses.


​A framework to assess the vulnerability arising from the un-anticipatable unknown can help identify and address the expectation gap. This framework constitutes our focus.



Please contact us by clicking hereto learn more about our approach and how we can help you address these critical issues effectively. You can also reach us via email at Info@StrategicExposureGroup.com
Karamjeet Paul,Risk Management,Sustainability Management,Tail Risk,Financial Institutions,Basel,going concern,stress test,capital adequacy,financial crisis