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...
| Κύριος συγγραφέας: | Sweeting, Paul. |
|---|---|
| Μορφή: | Βιβλίο |
| Γλώσσα: | English |
| Στοιχεία έκδοσης: |
Cambridge ; New York :
Cambridge University Press,
2011, 2012.
|
| Σειρά: |
International series on actuarial science.
|
| Ταξινομικός αριθμός: |
332.1068΄1 SWE |
| Θέματα: | |
| Διαθέσιμο Online: |
http://assets.cambridge.org/97805211/11645/cover/9780521111645.jpg |
| Ετικέτες: |
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| 020 | |a 9780521111645 (hardback) | ||
| 035 | |l 47022 | ||
| 040 | |a DLC |c DLC |d YDX |d BTCTA |d YDXCP |d UKMGB |d SINLB |d BWX |d IUL |d CDX |d PUL |d GR-PeUP | ||
| 082 | 0 | 0 | |a 332.1068΄1 SWE |
| 100 | 1 | |a Sweeting, Paul. | |
| 245 | 1 | 0 | |a Financial enterprise risk management / |c Paul Sweeting. |
| 260 | |a Cambridge ; |a New York : |b Cambridge University Press, |c 2011, 2012. | ||
| 300 | |a xii, 551 σ. : |b εικ. ; |c 24 εκ. | ||
| 490 | 1 | |a International series on actuarial science ; | |
| 504 | |a Περιέχει βιβλιογραφία και ευρετήριο. | ||
| 505 | 0 | |a 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. | |
| 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"-- | ||
| 650 | 4 | |a Financial institutions |x Risk management. | |
| 650 | 4 | |a Financial services industry |x Risk management. | |
| 830 | |a International series on actuarial science. | ||
| 852 | |a INST |b UNIPILB |c MAIN |e 20131119 |h 332.1068΄1 SWE |p 00170028 |q 00170028 |t STATIST |y 0 |4 1 | ||
| 856 | 4 | 2 | |3 Cover image |u http://assets.cambridge.org/97805211/11645/cover/9780521111645.jpg |
| 856 | 4 | |d /webopac/covers/03/47022_9780521111645.jpg |z (hardback) | |