Financial enterprise risk management / Paul Sweeting.

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"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...

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Bibliographic Details
Main Author: Sweeting, Paul
Language:English
Published: Cambridge ; New York : Cambridge University Press, 2011.
Series:International series on actuarial science.
Subjects:
Financial institutions > Risk management.
Financial services industry > Risk management.
Physical Description:xii, 551 pages : illustrations ; 24 cm.
Format: Book

MARC

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245 1 0 |a Financial enterprise risk management /  |c Paul Sweeting. 
260 |a Cambridge ;  |a New York :  |b Cambridge University Press,  |c 2011. 
300 |a xii, 551 pages :  |b illustrations ;  |c 24 cm. 
336 |a text  |b txt  |2 rdacontent 
337 |a unmediated  |b n  |2 rdamedia 
338 |a volume  |b nc  |2 rdacarrier 
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. 
650 0 |a Financial institutions  |x Risk management.  |0 http://id.loc.gov/authorities/subjects/sh85048306 
650 0 |a Financial services industry  |x Risk management.  |0 http://id.loc.gov/authorities/subjects/sh88000615 
830 0 |a International series on actuarial science.  |0 http://id.loc.gov/authorities/names/n2004090956 
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