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

• Autore: Sweeting Paul
• 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
• 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
• Serie: International series on actuarial science.