Financial enterprise risk management


Financial enterprise risk management

Paul Sweeting

(International series on actuarial science)

Cambridge University Press, 2011

  • : hardback

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Bibliography: p. 527-539

Includes index



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.


  • 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.

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