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Financial enterprise risk management / / Paul Sweeting [[electronic resource]]



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Autore: Sweeting Paul Visualizza persona
Titolo: Financial enterprise risk management / / Paul Sweeting [[electronic resource]] Visualizza cluster
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
Classificazione: MAT003000
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  Visualizza cluster
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.: 9910818686203321
Lo trovi qui: Univ. Federico II
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Serie: International series on actuarial science.