UID:
almahu_9949343967002882
Format:
1 online resource (xx, 668 pages) :
,
digital, PDF file(s).
ISBN:
9781009089470 (ebook)
Series Statement:
International series on actuarial science
Content:
This well-balanced introduction to enterprise risk management 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 graduate and senior undergraduate students 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 graduate and senior undergraduate students, risk managers in industry, and anyone preparing for ERM actuarial exams.
Note:
Title from publisher's bibliographic system (viewed on 28 Jul 2022).
,
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:
Print version: ISBN 9781009098465
Language:
English
URL:
https://doi.org/10.1017/9781009089470
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