Financial enterprise risk management


Financial enterprise risk management

Paul Sweeting

(International series on actuarial science)

Cambridge University Press, 2017

2nd ed

  • : hardback

大学図書館所蔵 件 / 3



Previous ed.: 2011

Includes bibliographical references (p. [573]-585) and index



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 with 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 new edition has been thoroughly updated to reflect new legislation and the creation of the Financial Conduct Authority and the Prudential Regulation Authority. It includes new content on Bayesian networks, expanded coverage of Basel III, a revised treatment of operational risk and a fully revised index. Over 100 diagrams are used to illustrate the range of approaches available, and risk management issues are highlighted with numerous case studies. This book also forms part of the core reading for the UK actuarial profession's specialist technical examination in enterprise risk management, ST9.


  • 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
  • 21. Solutions to questions
  • References
  • Index.

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