000			03064nam a2200421 a 4500
001			EBC807124
003			MiAaPQ
007			cr cn|||||||||
008			110611s2011 enka sb 001 0 eng d
010			_z 2011025050
020			_z9780521111645 (hardback)
020			_z9781139157230 (e-book)
035			_a(MiAaPQ)EBC807124
035			_a(Au-PeEL)EBL807124
035			_a(CaPaEBR)ebr10514182
035			_a(CaONFJC)MIL334223
035			_a(OCoLC)773039603
040			_aMiAaPQ _cMiAaPQ _dMiAaPQ
050		4	_aHG173 _b.S94 2011
082	0	4	_a332.1068/1 _223
100	1		_aSweeting, Paul.
245	1	0	_aFinancial enterprise risk management _h[electronic resource] / _cPaul Sweeting.
260			_aCambridge ; _aNew York : _bCambridge University Press, _c2011.
300			_axii, 551 p. : _bill.
490	1		_aInternational series on actuarial science
504			_aIncludes bibliographical references and index.
505	8		_aMachine 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.
520			_a"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"-- _cProvided by publisher.
533			_aElectronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
650		0	_aFinancial institutions _xRisk management.
650		0	_aFinancial services industry _xRisk management.
655		4	_aElectronic books.
710	2		_aProQuest (Firm)
830		0	_aInternational series on actuarial science.
856	4	0	_uhttps://ebookcentral.proquest.com/lib/kliuc-ebooks/detail.action?docID=807124 _zClick to View
942			_2lcc _cEBK
999			_c270426 _d270426