Financial Enterprise Risk Management
Seiten
2026
|
3rd Revised edition
Cambridge University Press (Verlag)
978-1-009-56555-4 (ISBN)
Cambridge University Press (Verlag)
978-1-009-56555-4 (ISBN)
- Noch nicht erschienen (ca. Juni 2026)
- Versandkostenfrei
- Auch auf Rechnung
- Artikel merken
An accessible guide to all the techniques needed to manage risk in a financial institution, covering concepts and principles, as well as quantitative techniques. This edition has been updated to reflect new legislation and includes extra case studies and new material on topics including machine learning, vine copulas, and sustainability.
This comprehensive yet accessible guide to enterprise risk management for financial institutions contains all the tools needed to build and maintain an ERM framework. It discusses the internal and external contexts within which risk management must be carried out, and it covers a range of qualitative and quantitative techniques that can be used to identify, model and measure risks. This third edition has been thoroughly revised and updated to reflect new regulations and legislation. It includes additional detail on machine learning, a new section on vine copulas, and significantly expanded information on sustainability. A range of new case studies include Theranos and FTX. Suitable as a course book or for self-study, this book forms part of the core reading for the Institute and Faculty of Actuaries' examination in enterprise risk management.
This comprehensive yet accessible guide to enterprise risk management for financial institutions contains all the tools needed to build and maintain an ERM framework. It discusses the internal and external contexts within which risk management must be carried out, and it covers a range of qualitative and quantitative techniques that can be used to identify, model and measure risks. This third edition has been thoroughly revised and updated to reflect new regulations and legislation. It includes additional detail on machine learning, a new section on vine copulas, and significantly expanded information on sustainability. A range of new case studies include Theranos and FTX. Suitable as a course book or for self-study, this book forms part of the core reading for the Institute and Faculty of Actuaries' examination in enterprise risk management.
1. An introduction to enterprise risk management; 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 from financial institutions; 21. Further case studies; 22. Solutions to questions; References; Index.
| Erscheint lt. Verlag | 30.6.2026 |
|---|---|
| Reihe/Serie | International Series on Actuarial Science |
| Zusatzinfo | Worked examples or Exercises |
| Verlagsort | Cambridge |
| Sprache | englisch |
| Themenwelt | Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie |
| ISBN-10 | 1-009-56555-9 / 1009565559 |
| ISBN-13 | 978-1-009-56555-4 / 9781009565554 |
| Zustand | Neuware |
| Informationen gemäß Produktsicherheitsverordnung (GPSR) | |
| Haben Sie eine Frage zum Produkt? |
Mehr entdecken
aus dem Bereich
aus dem Bereich
Übungsaufgaben – Fallstudien – Lösungen
Buch | Softcover (2022)
De Gruyter Oldenbourg (Verlag)
CHF 34,90
Nachhaltigkeit und Megatrends
Buch | Softcover (2025)
De Gruyter Oldenbourg (Verlag)
CHF 55,90
Set aus Lehr- und Arbeitsbuch
Buch | Softcover (2022)
De Gruyter Oldenbourg (Verlag)
CHF 49,95
