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Financial Enterprise Risk Management

$117.00 USD

Part of International Series on Actuarial Science

  • Date Published: November 2011
  • availability: This ISBN is for an eBook version which is distributed on our behalf by a third party.
  • format: Adobe eBook Reader
  • isbn: 9781139153454

$ 117.00 USD
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About the Authors
  • 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.

    • Part of the core reading for the UK Actuarial Profession's specialist technical examination in enterprise risk management, ST9
    • Worked examples illustrate how to implement the techniques described
    • Case studies highlight previous failures to help the reader avoid the same errors
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    Reviews & endorsements

    'Provides all the tools required to build and maintain a comprehensive ERM framework, covering a range of qualitative and quantitative techniques and their uses in identifying, assessing, modelling and measuring risk.' Actuary Magazine

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    Product details

    • Date Published: November 2011
    • format: Adobe eBook Reader
    • isbn: 9781139153454
    • contains: 120 b/w illus. 25 tables
    • availability: This ISBN is for an eBook version which is distributed on our behalf by a third party.
  • Table of Contents

    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

  • Author

    Paul Sweeting, University of Kent, Canterbury
    Paul Sweeting is Professor of Actuarial Science at the University of Kent, where he teaches enterprise risk management. He is also involved in research, covering areas as diverse as longevity, pensions accounting and investment strategy. Prior to joining the University of Kent, Paul held roles in pensions and investment consultancy and fund management, including the post of Director of Research at Fidelity Investments' Retirement Institute. Most recently he worked as a longevity strategist at Munich Reinsurance.

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