BAT_Risk_Management_Presentation

1.

CONFIDENTIAL
MASTER'S PROGRAMME IN CORPORATE RISK MANAGEMENT
British American Tobacco p.l.c.
Comprehensive Risk
Management Analysis
Operational Risk · LDA Modelling · Firm-Wide Integration · Capital Requirements · Strategy Recommendation
Analysis Horizon
Currency
Confidence
Scenarios
1 Year (2026F)
GBP millions
95% · 99% · 99.9%
200,000 Monte Carlo

2.

Presentation Agenda
Six sections · One conclusion
Operational Risk Identification
01
Risk Mitigation Solutions
04
4 key risks · Basel II taxonomy · FE vs GD exposure
Two-tier framework · Cost-benefit analysis
LDA Modelling & Loss Distributions
Capital Requirements
02
05
Poisson-LogNormal · 200k scenarios · VaR & ES
Basel AMA · Economic Capital · Pre/Post mitigation
Firm-Wide Risk Integration
Strategy Recommendation
03
06
EaR · CFaR · ES · Correlated aggregation
Scorecard · Rationale · Gradual Development

3.

British American Tobacco — Company at a Glance
Global leader in transition: traditional tobacco → smoke-free next-generation products
£25,610m
£14,056m
£7,764m
40,000+
£47,926m
Revenue 2025A
EBITDA 2025A
Net Income 2025A
Manufacturing Employees
Total Equity
⚡ FAST EXPANSION