Financial enterprise risk management
"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 r...
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| Main Author: | |
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| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge ; New York :
Cambridge University Press,
2011.
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| Series: | International series on actuarial science.
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| Subjects: | |
| Online Access: | An electronic book accessible through the World Wide Web; click to view |
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|---|---|---|---|
| 001 | ebr10514182 | ||
| 003 | CaPaEBR | ||
| 006 | m u | ||
| 007 | cr cn||||||||| | ||
| 008 | 110611s2011 enka sb 001 0 eng d | ||
| 010 | |z 2011025050 | ||
| 020 | |z 9780521111645 (hardback) | ||
| 020 | |z 9781139157230 (e-book) | ||
| 040 | |a CaPaEBR |c CaPaEBR | ||
| 035 | |a (OCoLC)773039603 | ||
| 050 | 1 | 4 | |a HG173 |b .S94 2011eb |
| 082 | 0 | 4 | |a 332.1068/1 |2 23 |
| 100 | 1 | |a Sweeting, Paul. | |
| 245 | 1 | 0 | |a Financial enterprise risk management |h [electronic resource] / |c Paul Sweeting. |
| 260 | |a Cambridge ; |a New York : |b Cambridge University Press, |c 2011. | ||
| 300 | |a xii, 551 p. : |b ill. | ||
| 490 | 1 | |a International series on actuarial science | |
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 8 | |a Machine generated contents note: Preface; 1. An introduction to ERM; 2. Types of financial institution; 3. Stakeholders; 4. The internal environment; 5. The external environment; 6. Process overview; 7. Definitions of risk; 8. Risk identification; 9. Some useful statistics; 10. Statistical distributions; 11. Modelling techniques; 12. Extreme value theory; 13. Modelling time series; 14. Quantifying particular risks; 15. Risk assessment; 16. Responses to risk; 17. Continuous considerations; 18. Economic capital; 19. Risk frameworks; 20. Case studies; Index. | |
| 520 | |a "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"-- |c Provided by publisher. | ||
| 533 | |a Electronic reproduction. |b Palo Alto, Calif. : |c ebrary, |d 2013. |n Available via World Wide Web. |n Access may be limited to ebrary affiliated libraries. | ||
| 650 | 0 | |a Financial institutions |x Risk management. | |
| 650 | 0 | |a Financial services industry |x Risk management. | |
| 655 | 7 | |a Electronic books. |2 local | |
| 710 | 2 | |a ebrary, Inc. | |
| 830 | 0 | |a International series on actuarial science. | |
| 856 | 4 | 0 | |u http://site.ebrary.com/lib/daystar/Doc?id=10514182 |z An electronic book accessible through the World Wide Web; click to view |
| 999 | |c 196607 |d 196607 | ||