Financial enterprise risk management [E-Book] / Paul Sweeting.
Sweeting, Paul, (author)
Cambridge : Cambridge University Press, 2011
1 online resource (xii, 551 pages)
englisch
9780511844133
9780521111645
International series on actuarial science
Full Text
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.