Quantitative enterprise risk management
"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 reade...
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| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge ; New York, NY ; Port Melbourne, Australia ; New Delhi, India ; Singapore
Cambridge University Press
2022
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| Schriftenreihe: | International series on actuarial science
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MARC
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|---|---|---|---|
| 001 | BV048253886 | ||
| 003 | DE-604 | ||
| 005 | 20230102 | ||
| 007 | t | ||
| 008 | 220603s2022 b||| 00||| eng d | ||
| 020 | |a 9781009098465 |c hbk. |9 978-1-00-909846-5 | ||
| 020 | |a 1009098462 |9 1009098462 | ||
| 035 | |a (OCoLC)1335408192 | ||
| 035 | |a (DE-599)BVBBV048253886 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-706 |a DE-11 | ||
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| 084 | |a QQ 630 |0 (DE-625)141989: |2 rvk | ||
| 100 | 1 | |a Hardy, Mary Rosalyn |d 1958- |e Verfasser |0 (DE-588)171588843 |4 aut | |
| 245 | 1 | 0 | |a Quantitative enterprise risk management |c Mary R. Hardy (University of Waterloo), David Saunders (University of Waterloo) |
| 264 | 1 | |a Cambridge ; New York, NY ; Port Melbourne, Australia ; New Delhi, India ; Singapore |b Cambridge University Press |c 2022 | |
| 300 | |a xx, 667 Seiten | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a International series on actuarial science | |
| 505 | 8 | |a 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 | |
| 520 | 3 | |a "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"-- | |
| 650 | 0 | 7 | |a Risikomanagement |0 (DE-588)4121590-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Unternehmen |0 (DE-588)4061963-1 |2 gnd |9 rswk-swf |
| 653 | 0 | |a Risk management | |
| 653 | 0 | |a Risk management / Mathematical models | |
| 653 | 0 | |a Risk Management | |
| 653 | 0 | |a Gestion du risque | |
| 653 | 0 | |a Gestion du risque / Modèles mathématiques | |
| 653 | 0 | |a risk management | |
| 653 | 0 | |a BUSINESS & ECONOMICS / Statistics | |
| 653 | 0 | |a Risk management | |
| 653 | 0 | |a Risk management / Mathematical models | |
| 689 | 0 | 0 | |a Unternehmen |0 (DE-588)4061963-1 |D s |
| 689 | 0 | 1 | |a Risikomanagement |0 (DE-588)4121590-4 |D s |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Saunders, David M. |0 (DE-588)170354075 |4 aut | |
| 776 | 0 | 8 | |i Erscheint auch als |a Hardy, Mary, 1958- |t Quantitative enterprise risk management |d Cambridge ; New York, NY : Cambridge University Press, 2022 |n Online-Ausgabe |z 9781009089470 |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-033634163 | ||
Datensatz im Suchindex
| _version_ | 1804184052986544128 |
|---|---|
| adam_txt | |
| any_adam_object | |
| any_adam_object_boolean | |
| author | Hardy, Mary Rosalyn 1958- Saunders, David M. |
| author_GND | (DE-588)171588843 (DE-588)170354075 |
| author_facet | Hardy, Mary Rosalyn 1958- Saunders, David M. |
| author_role | aut aut |
| author_sort | Hardy, Mary Rosalyn 1958- |
| author_variant | m r h mr mrh d m s dm dms |
| building | Verbundindex |
| bvnumber | BV048253886 |
| classification_rvk | QQ 600 QP 300 QQ 630 |
| contents | 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 |
| ctrlnum | (OCoLC)1335408192 (DE-599)BVBBV048253886 |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV048253886 |
| illustrated | Not Illustrated |
| index_date | 2024-07-03T19:57:43Z |
| indexdate | 2024-07-10T09:33:13Z |
| institution | BVB |
| isbn | 9781009098465 1009098462 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-033634163 |
| oclc_num | 1335408192 |
| open_access_boolean | |
| owner | DE-706 DE-11 |
| owner_facet | DE-706 DE-11 |
| physical | xx, 667 Seiten |
| publishDate | 2022 |
| publishDateSearch | 2022 |
| publishDateSort | 2022 |
| publisher | Cambridge University Press |
| record_format | marc |
| series2 | International series on actuarial science |
| spelling | Hardy, Mary Rosalyn 1958- Verfasser (DE-588)171588843 aut Quantitative enterprise risk management Mary R. Hardy (University of Waterloo), David Saunders (University of Waterloo) Cambridge ; New York, NY ; Port Melbourne, Australia ; New Delhi, India ; Singapore Cambridge University Press 2022 xx, 667 Seiten txt rdacontent n rdamedia nc rdacarrier International series on actuarial science 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 "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"-- Risikomanagement (DE-588)4121590-4 gnd rswk-swf Unternehmen (DE-588)4061963-1 gnd rswk-swf Risk management Risk management / Mathematical models Risk Management Gestion du risque Gestion du risque / Modèles mathématiques risk management BUSINESS & ECONOMICS / Statistics Unternehmen (DE-588)4061963-1 s Risikomanagement (DE-588)4121590-4 s DE-604 Saunders, David M. (DE-588)170354075 aut Erscheint auch als Hardy, Mary, 1958- Quantitative enterprise risk management Cambridge ; New York, NY : Cambridge University Press, 2022 Online-Ausgabe 9781009089470 |
| spellingShingle | Hardy, Mary Rosalyn 1958- Saunders, David M. Quantitative enterprise risk management 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 Risikomanagement (DE-588)4121590-4 gnd Unternehmen (DE-588)4061963-1 gnd |
| subject_GND | (DE-588)4121590-4 (DE-588)4061963-1 |
| title | Quantitative enterprise risk management |
| title_auth | Quantitative enterprise risk management |
| title_exact_search | Quantitative enterprise risk management |
| title_exact_search_txtP | Quantitative enterprise risk management |
| title_full | Quantitative enterprise risk management Mary R. Hardy (University of Waterloo), David Saunders (University of Waterloo) |
| title_fullStr | Quantitative enterprise risk management Mary R. Hardy (University of Waterloo), David Saunders (University of Waterloo) |
| title_full_unstemmed | Quantitative enterprise risk management Mary R. Hardy (University of Waterloo), David Saunders (University of Waterloo) |
| title_short | Quantitative enterprise risk management |
| title_sort | quantitative enterprise risk management |
| topic | Risikomanagement (DE-588)4121590-4 gnd Unternehmen (DE-588)4061963-1 gnd |
| topic_facet | Risikomanagement Unternehmen |
| work_keys_str_mv | AT hardymaryrosalyn quantitativeenterpriseriskmanagement AT saundersdavidm quantitativeenterpriseriskmanagement |