Format:
xx, 667 Seiten.
ISBN:
978-1-00-909846-5
,
1009098462
Series Statement:
International series on actuarial science
Content:
"This well-balanced introduction to enterprise risk management (ERM) integrates quantitative and qualitative approaches and motivates key mathematical and statistical methods with abundant real-world cases - both successes and failures. Worked examples and end-of-chapter exercises support readers in consolidating what they learn. The mathematical level, which is suitable for senior undergraduates in quantitative programs, is pitched to give readers a solid understanding of the concepts and principles involved without diving too deeply into more complex theory. To reveal the connections between different topics, and their relevance to the real world, the presentation has a coherent narrative flow, from risk governance, through risk identification, risk modelling, and risk mitigation, capped off with holistic topics - regulation, behavioural biases, and crisis management - that influence the whole structure of ERM. The result is a text and reference that is ideal for senior undergraduate students, risk managers in industry, and anyone preparing for ERM actuarial exams"--
Note:
Introduction to enterprise risk management -- Risk taxonomy -- Risk measures -- Frequency-severity analysis -- Extreme value theory -- Copulas -- Stress testing -- Market risk models -- Short-term portfolio risk -- Economic scenario generators -- Interest rate risk -- Credit risk -- Liquidity risk -- Model risk and governance -- Risk mitigation using options and derivatives -- Risk transfer -- Regulation of financial institutions -- Risk-adjusted measures of profit and capital allocation -- Behavioural risk management -- Crisis management
Additional Edition:
Erscheint auch als Online-Ausgabe Hardy, Mary, 1958- Quantitative enterprise risk management Cambridge ; New York, NY : Cambridge University Press, 2022 ISBN 9781009089470
Language:
English
Subjects:
Economics
Keywords:
Unternehmen
;
Risikomanagement
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