Financial Enterprise Risk Management

ISBN-13: 9781107184619 / Angielski / Twarda / 2017 / 614 str.

Paul Sweeting

Opis

An accessible guide to enterprise risk management for financial institutions. This second edition has been updated to reflect new legislation.

Recenzje

'In total, this book provides not only a very comprehensive and accessible introduction to financial enterprise risk management, but also covers advanced topics such as Bayesian networks and current regulatory developments such as Basel III. It clearly demonstrates the importance of risk management for financial institutions and outlines detailed steps and procedures that can be taken to obtain a firm understanding of risk. The book discusses the specific advantages and limitations of current risk management tools and frameworks and provides rich guidance on how to implement ERM on a comprehensive level.' Matthias M. M. Buehlmaier, zbMATH

Spis treści

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.