Open AccessBook
Financial Enterprise Risk Management
Paul Sweeting
- 01 Aug 2017
TL;DR: An introduction to ERM can be found in this article, where the authors introduce the concept of extreme value theory (ERM) and model time series for risk assessment in financial institutions.
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Abstract: Preface 1. An introduction to ERM 2. Types of financial institution 3. Stakeholders 4. The internal environment 5. The external environment 6. Process overview 7. Definitions of risk 8. Risk identification 9. Some useful statistics 10. Statistical distributions 11. Modelling techniques 12. Extreme value theory 13. Modelling time series 14. Quantifying particular risks 15. Risk assessment 16. Responses to risk 17. Continuous considerations 18. Economic capital 19. Risk frameworks 20. Case studies Index.
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