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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Πίνακας περιεχομένων:
- 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.