02602cam a2200265 a 4500 1/44085 131119r20122011enka b 001 0 eng 9780521111645 (hardback) 47022 DLC DLC YDX BTCTA YDXCP UKMGB SINLB BWX IUL CDX PUL GR-PeUP 332.1068΄1 SWE Sweeting, Paul. Financial enterprise risk management / Paul Sweeting. Cambridge ; New York : Cambridge University Press, 2011, 2012. xii, 551 σ. : εικ. ; 24 εκ. International series on actuarial science ; Περιέχει βιβλιογραφία και ευρετήριο. 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. "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"-- Financial institutions Risk management. Financial services industry Risk management. International series on actuarial science. INST UNIPILB MAIN 20131119 332.1068΄1 SWE 00170028 00170028 STATIST 0 1 Cover image http://assets.cambridge.org/97805211/11645/cover/9780521111645.jpg /webopac/covers/03/47022_9780521111645.jpg (hardback)