Financial enterprise risk management

by Sweeting, Paul

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Title Statements

Full title :Financial enterprise risk management / Paul Sweeting.

Summary

"Financial Enterprise Risk Management provides all the tools needed to build and maintain a comprehensive ERM framework. As well as outlining the construction of such frameworks, it discusses the internal and external contexts within which risk management must be carried out. It also covers a range of qualitative and quantitative techniques that can be used to identify, model and measure risks, and describes a range of risk mitigation strategies. Over 100 diagrams are used to help describe the range of approaches available, and risk management issues are further highlighted by various case studies. A number of proprietary, advisory and mandatory risk management frameworks are also discussed, including Solvency II, Basel III and ISO 31000:2009. This book is an excellent resource for actuarial students studying for examinations, for risk management practitioners and for any academic looking for an up-to-date reference to current techniques"--

Edition Statements

Publication Date:2011.

Publication Statements

Publisher(s):Cambridge University Press
Place of Publication:Cambridge
Language:eng
Publication Date:2011.

The Physical Object

Description:1 online resource (xii, 551 pages) : : illustrations

Edition Identifiers

ISBN:9781139161046, 1139161040, 9780511844133, 0511844131, 9781139158992, 1139158996, 9781139157230, 113915723X, 9786613342232, 6613342238, 1139635484, 9781139635486, 1107222575, 9781107222571, 1283342235, 9781283342230, 1139160044, 9781139160049, 1139155482, 9781139155489
oclc:ocn773039603
LC Classification:HG173
Dewey Decimal:332.1068/1

An introduction to enterprise risk management -- Types of financial institution -- Stakeholders -- The internal environment -- The external environment -- Process overview -- Definitions of risk -- Risk identification -- Some useful statistics -- Statistical distributions -- Modelling techniques -- Extreme value theory -- Modelling time series -- Quantifying particular risks -- Risk assessment -- Responses to risk -- Continuous considerations -- Economic capital -- Risk frameworks -- Case studies.

Subjects

BUSINESS & ECONOMICS -- Banks & Banking Financial institutions -- Risk manageme… Financial services industry -- Risk man… Finanzdienstleistung Institutions financières -- Gestion du … MATHEMATICS -- Applied Risikomanagement Services financiers -- Gestion du risque