Financial Enterprise Risk Management

Preț: 420,00 lei
Disponibilitate: la comandă
ISBN: 9780521111645
Anul publicării: 2011
Pagini: 562

DESCRIERE

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.


Features
• Part of the core reading for the UK Actuarial Profession's specialist technical examination in enterprise risk management, ST9
• Worked examples illustrate how to implement the techniques described
• Case studies highlight previous failures to help the reader avoid the same errors


Table of Contents

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

RECENZII

Spune-ne opinia ta despre acest produs! scrie o recenzie
Created in 0.0612 sec