Financial enterprise risk management / / Paul Sweeting [[electronic resource]]
(Visualizza in formato marc)
(Visualizza in BIBFRAME)
| Autore: |
Sweeting Paul
|
| Titolo: |
Financial enterprise risk management / / Paul Sweeting [[electronic resource]]
|
| Pubblicazione: | Cambridge : , : Cambridge University Press, , 2011 |
| Descrizione fisica: | 1 online resource (xii, 551 pages) : digital, PDF file(s) |
| Disciplina: | 332.1068/1 |
| Soggetto topico: | Financial institutions - Risk management |
| Financial services industry - Risk management | |
| Note generali: | Title from publisher's bibliographic system (viewed on 05 Oct 2015). |
| Nota di bibliografia: | Includes bibliographical references and index. |
| Nota di contenuto: | 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. |
| Sommario/riassunto: | 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. |
| Titolo autorizzato: | Financial enterprise risk management |
| ISBN: | 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 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910457514603321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
International series on actuarial science.