Here is the Part 3 (of 3) video talking about the bank risk management framework (RMF) and risk appetite framework. BTW "Part 3 of 3" suggests, with reasonable confidence, that it is the last instalment in the series (!), but I realised that none of these three videos illustrates an actual template risk appetite statement with calibrated quantitative limits against a set of key risk indicators (KRIs) and early warning indicators (EWIs) - so I will be posting a bonus fourth video in this series showing just that.
For detailed coverage of RMF see Chapter 18 in "The Principles of Banking, 2nd Edition"
The Principles of Banking: Second Edition by Moorad Choudhry
https://amzn.to/3HiXAqQ