| Description |
xii, 551 p. : ill. |
| Series |
International series on actuarial science |
|
International series on actuarial science.
|
| Bibliography |
Includes bibliographical references and index. |
| Contents |
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. |
| Summary |
"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"-- Provided by publisher. |
| Reproduction |
Electronic reproduction. Ann Arbor, MI : ProQuest, 2016. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. |
| Subject |
Financial institutions -- Risk management.
|
|
Financial services industry -- Risk management.
|
| Genre/Form |
Electronic books.
|
| Added Author |
ProQuest (Firm)
|
| ISBN |
9780521111645 (hardback) |
|
9780521111645 |
|
9781139157230 (electronic bk.) |
|
9781139157230 (electronic bk.) |
|
