Quantitative enterprise risk management / (Record no. 23630)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02338nam a22002057a 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9781009098465 |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | English |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 658.15 |
| Item number | HAR |
| 100 ## - MAIN ENTRY--AUTHOR NAME | |
| Author name | Mary R. Hardy |
| 245 ## - TITLE STATEMENT | |
| Title | Quantitative enterprise risk management / |
| Statement of responsibility, etc | Mary R. Hardy, David Saunders. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | United Kingdom : |
| Name of publisher | Cambridge University Press , |
| Year of publication | 2022. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | xx, 667 pages : |
| Other physical details | Illustratins ; |
| Dimensions | 24 cm. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes Index. |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 1 - Introduction to Enterprise Risk Management<br/>2 - Risk Taxonomy<br/>3 - Risk Measures<br/>4 - Frequency-Severity Analysis<br/>5 - Extreme Value Theory<br/>6 - Copulas<br/>7 - Stress Testing<br/>8 - Market Risk Models<br/>9 - Short-Term Portfolio Risk<br/>10 - Economic Scenario Generators<br/>11 - Interest Rate Risk<br/>12 - Credit Risk<br/>13 - Liquidity Risk<br/>14 - Model Risk and Governance<br/>15 - Risk Mitigation Using Options and Derivatives<br/>16 - Risk Transfer<br/>17 - Regulation of Financial Institutions<br/>18 - Risk-Adjusted Measures of Profit and Capital Allocation<br/>19 - Behavioural Risk Management<br/>20 - Crisis Management<br/>Appendix - Probability and Statistics Review<br/>Bibliography<br/>Index |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | 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. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Subject | Management |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Subject | Risk management. |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Author 2/ Editor | Saunders David. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Books |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Bill Date | Full call number | Accession Number | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Institute of Public Enterprise, Library | Institute of Public Enterprise, Library | S Campus | 12/05/2024 | Atlantic Publisher & Distributions Pvt.Ltd.. | 6540.11 | 29-11-2024 | 658.15 HAR | 49114 | 12/05/2024 | Books | ||||
| Dewey Decimal Classification | Institute of Public Enterprise, Library | Institute of Public Enterprise, Library | S Campus | 12/05/2024 | Atlantic Publisher & Distributions Pvt.Ltd.. | 6540.11 | 29-11-2024 | 658.15 HAR | 49115 | 12/05/2024 | Books | ||||
| Dewey Decimal Classification | Institute of Public Enterprise, Library | Institute of Public Enterprise, Library | S Campus | 12/05/2024 | Atlantic Publisher & Distributions Pvt.Ltd.. | 6540.11 | 29-11-2024 | 658.15 HAR | 49116 | 12/05/2024 | Books | ||||
| Dewey Decimal Classification | Institute of Public Enterprise, Library | Institute of Public Enterprise, Library | S Campus | 12/05/2024 | Atlantic Publisher & Distributions Pvt.Ltd.. | 6540.11 | 29-11-2024 | 658.15 HAR | 49117 | 12/05/2024 | Books | ||||
| Dewey Decimal Classification | Institute of Public Enterprise, Library | Institute of Public Enterprise, Library | S Campus | 12/05/2024 | Atlantic Publisher & Distributions Pvt.Ltd.. | 6540.11 | 29-11-2024 | 658.15 HAR | 49118 | 12/05/2024 | Books |
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