Financial Enterprise Risk Management

Financial Enterprise Risk Management

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Description

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.show more

Product details

  • Electronic book text | 564 pages
  • CAMBRIDGE UNIVERSITY PRESS
  • Cambridge University Press (Virtual Publishing)
  • Cambridge, United Kingdom
  • English
  • 120 b/w illus. 25 tables
  • 1139153455
  • 9781139153454
  • 1,761,029

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.show more

Review quote

'Provides all the tools required to build and maintain a comprehensive ERM framework, covering a range of qualitative and quantitative techniques and their uses in identifying, assessing, modelling and measuring risk.' Actuary Magazineshow more

About Paul Sweeting

Paul Sweeting is Professor of Actuarial Science at the University of Kent, where he teaches enterprise risk management. He is also involved in research, covering areas as diverse as longevity, pensions accounting and investment strategy. Prior to joining the University of Kent, Paul held roles in pensions and investment consultancy and fund management, including the post of Director of Research at Fidelity Investments' Retirement Institute. Most recently he worked as a longevity strategist at Munich Reinsurance.show more

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