Financial Enterprise Risk Management
- 9h 59m
- Paul Sweeting
- Cambridge University Press
- 2011
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.
About the Author
PAUL SWEETING is a Managing Director at JP Morgan Asset Management. Prior to this, he was a Professor of Actuarial Science at the University of Kent and he still holds a chair at the university. Before moving to academia, Paul held a number of roles in pensions, insurance and investment. Most recently he was responsible for developing the longevity reinsurance strategy for Munich Reinsurance, before which he was Director of Research at Fidelity Investments' Retirement Institute.
In his early career, Paul gained extensive experience as a consulting actuary advising on pensions and investment issues for a range of pension schemes and their corporate sponsors. He is affiliated to a number of professional bodies being a Fellow of the Institute of Actuaries, a Fellow of the Royal Statistical Society, a Fellow of the Securities and Investment Institute and a CFA Charterholder. Paul has written extensively on a range of pensions, investment and risk issues and is a regular contributor to the print and broadcast media.
In this Book
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An Introduction to Enterprise Risk Management
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Types of Financial Institution
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Stakeholders
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The Internal Environment
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The External Environment
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Process Overview
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Definitions of Risk
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Risk Identification
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Some Useful Statistics
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Statistical Distributions
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Modelling Techniques
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Extreme Value Theory
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Modelling Time Series
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Quantifying Particular Risks
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Risk Assessment
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Responses to Risk
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Continuous Considerations
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Economic Capital
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Risk Frameworks
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Case Studies
