Paul Sweeting (Canterbury University of Kent)

Financial Enterprise Risk Management

• Gebundenes Buch

Produktbeschreibung

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

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Produktdetails

• International Series on Actuarial Science
• Verlag: Cambridge University Press
• 2 Revised edition
• Seitenzahl: 614
• Erscheinungstermin: 15. Februar 2019
• Englisch
• Abmessung: 250mm x 175mm x 37mm
• Gewicht: 1354g
• ISBN-13: 9781107184619
• ISBN-10: 1107184614
• Artikelnr.: 47722198

Autorenporträt

Paul Sweeting is Professor of Actuarial Science at the University of Kent, Canterbury where he teaches enterprise risk management. His research covers areas as diverse as longevity, pensions accounting, and investment strategy. Prior to joining the University of Kent, Professor Sweeting was Head of Research at Legal and General Investment Management and Managing Director at J. P. Morgan Asset Management. He is a Fellow of the Institute of Actuaries, the Royal Statistical Society, and the Chartered Institute for Securities and Investment. He is also a CFA Charterholder and a Chartered Enterprise Risk Actuary. He has written a number of articles on financial issues, and is a regular contributor to the written and broadcast media.

Inhaltsangabe

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.