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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| フォーマット: | 電子媒体 eBook |
| 言語: | 英語 |
| 出版事項: |
Cambridge ; New York :
Cambridge University Press,
2011.
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| シリーズ: | International series on actuarial science.
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| 主題: | |
| オンライン･アクセス: | An electronic book accessible through the World Wide Web; click to view |
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目次:
- 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.