Financial enterprise risk management /

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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 r...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Sweeting, Paul
Format: Electronic eBook
Language:Inglés
Published: Cambridge ; New York : Cambridge University Press, 2011.
Series:International series on actuarial science.
Subjects:
Financial institutions > Risk management.
Financial services industry > Risk management.
Institutions financières > Gestion du risque.
Services financiers > Gestion du risque.
MATHEMATICS > Applied.
BUSINESS & ECONOMICS > Banks & Banking.
Risikomanagement
Finanzdienstleistung
Online Access:Texto completo
Table of Contents:
  • 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.

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