000			02338nam a22002057a 4500
020			_a9781009098465
041			_aENG
082			_a658.15 _bHAR
100			_a Mary R. Hardy
245			_aQuantitative enterprise risk management / _cMary R. Hardy, David Saunders.
260			_aUnited Kingdom : _bCambridge University Press , _c2022.
300			_axx, 667 pages : _bIllustratins ; _c24 cm.
504			_aIncludes Index.
505			_a1 - Introduction to Enterprise Risk Management 2 - Risk Taxonomy 3 - Risk Measures 4 - Frequency-Severity Analysis 5 - Extreme Value Theory 6 - Copulas 7 - Stress Testing 8 - Market Risk Models 9 - Short-Term Portfolio Risk 10 - Economic Scenario Generators 11 - Interest Rate Risk 12 - Credit Risk 13 - Liquidity Risk 14 - Model Risk and Governance 15 - Risk Mitigation Using Options and Derivatives 16 - Risk Transfer 17 - Regulation of Financial Institutions 18 - Risk-Adjusted Measures of Profit and Capital Allocation 19 - Behavioural Risk Management 20 - Crisis Management Appendix - Probability and Statistics Review Bibliography Index
520			_aThis 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			_aManagement
650			_aRisk management.
700			_aSaunders David.
942			_2ddc _cBK
999			_c23630 _d23630