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Record Nr. |
UNINA9910781968603321 |
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Autore |
Sweeting Paul |
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Titolo |
Financial enterprise risk management / / Paul Sweeting [[electronic resource]] |
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Pubbl/distr/stampa |
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Cambridge : , : Cambridge University Press, , 2011 |
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ISBN |
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1-139-63548-4 |
1-107-22257-5 |
1-283-34223-5 |
1-139-16004-4 |
9786613342232 |
1-139-16104-0 |
1-139-15548-2 |
1-139-15899-6 |
1-139-15723-X |
0-511-84413-1 |
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Descrizione fisica |
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1 online resource (xii, 551 pages) : digital, PDF file(s) |
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Collana |
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International series on actuarial science |
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Classificazione |
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Disciplina |
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Soggetti |
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Financial institutions - Risk management |
Financial services industry - Risk management |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Title from publisher's bibliographic system (viewed on 05 Oct 2015). |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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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. |
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Sommario/riassunto |
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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 |
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