03468nam 22006372 450 991078196860332120240102235711.01-139-63548-41-107-22257-51-283-34223-51-139-16004-497866133422321-139-16104-01-139-15548-21-139-15899-61-139-15723-X0-511-84413-1(MiAaPQ)EBC807124(Au-PeEL)EBL807124(CaPaEBR)ebr10514182(CaONFJC)MIL334223(OCoLC)773039603(UkCbUP)CR9780511844133(PPN)261323393(CKB)2550000000061403(EXLCZ)99255000000006140320141103d2011|||| uy| 0engur|||||||||||txtrdacontentcrdamediacrrdacarrierFinancial enterprise risk management /Paul Sweeting[electronic resource]Cambridge :Cambridge University Press,2011.1 online resource (xii, 551 pages) digital, PDF file(s)International series on actuarial scienceTitle from publisher's bibliographic system (viewed on 05 Oct 2015).1-139-15345-5 0-521-11164-1 Includes bibliographical references and index.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.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.International series on actuarial science.Financial institutionsRisk managementFinancial services industryRisk managementFinancial institutionsRisk management.Financial services industryRisk management.332.1068/1MAT003000bisacshSweeting Paul476204UkCbUPUkCbUPBOOK9910781968603321Financial enterprise risk management243480UNINA