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101 0 $aeng
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181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aFinancial enterprise risk management /$fPaul Sweeting$b[electronic resource]
210  1$aCambridge :$cCambridge University Press,$d2011.
215   $a1 online resource (xii, 551 pages) $cdigital, PDF file(s)
225 1 $aInternational series on actuarial science
300   $aTitle from publisher's bibliographic system (viewed on 05 Oct 2015).
311   $a1-139-15345-5 
311   $a0-521-11164-1 
320   $aIncludes bibliographical references and index.
327   $aAn 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.
330   $aFinancial Enterprise Risk Management provides all the tools needed to build and maintain a comprehensive ERM framework. As well as outlining the construction of such frameworks, it discusses the internal and external contexts within which risk management must be carried out. It also covers a range of qualitative and quantitative techniques that can be used to identify, model and measure risks, and describes a range of risk mitigation strategies. Over 100 diagrams are used to help describe the range of approaches available, and risk management issues are further highlighted by various case studies. A number of proprietary, advisory and mandatory risk management frameworks are also discussed, including Solvency II, Basel III and ISO 31000:2009. This book is an excellent resource for actuarial students studying for examinations, for risk management practitioners and for any academic looking for an up-to-date reference to current techniques.
410  0$aInternational series on actuarial science.
606   $aFinancial institutions$xRisk management
606   $aFinancial services industry$xRisk management
615  0$aFinancial institutions$xRisk management.
615  0$aFinancial services industry$xRisk management.
676   $a332.1068/1
686   $aMAT003000$2bisacsh
700   $aSweeting$b Paul$0476204
801  0$bUkCbUP
801  1$bUkCbUP
906   $aBOOK
912   $a9910781968603321
996   $aFinancial enterprise risk management$9243480
997   $aUNINA