TY  - BOOK
AU  - Sweeting,Paul
ED  - ebrary, Inc.
TI  - Financial enterprise risk management
T2  - International series on actuarial science
AV  - HG173 .S94 2011eb
U1  - 332.1068/1 23
PY  - 2011///
CY  - Cambridge, New York
PB  - Cambridge University Press
KW  - Financial institutions
KW  - Risk management
KW  - Financial services industry
KW  - Electronic books
KW  - local
N1  - Includes bibliographical references and index; 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; Electronic reproduction; Palo Alto, Calif.; ebrary; 2013; Available via World Wide Web; Access may be limited to ebrary affiliated libraries
N2  - "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"--
UR  - http://site.ebrary.com/lib/daystar/Doc?id=10514182
ER  -