Catálogo Quantitative enterprise risk management / Mary R. Hardy.
Tipo de material:
TextoSeries International series on actuarial scienceEditor: Cambridge : Cambridge University Press ; Institute and Faculty of Actuaries, 2022Descripción: xx, 667 páginas : ilustraciones, gráficas ; 23 cmISBN: 9781009098465Tema(s): Administración financiera | Administración financiera -- Modelos matemáticos | Riesgo financiero -- Modelos matemáticos | Riesgo financiero -- ClasificaciónClasificación CDD: 658.15
Contenidos:
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.
| Tipo de ítem | Biblioteca actual | Colección | Signatura | Copia número | Estado | Fecha de vencimiento | Código de barras |
|---|---|---|---|---|---|---|---|
Libros General
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Biblioteca General Primer Piso - Sala General | Colección General | 658.15 H268Q 2022 (Navegar estantería(Abre debajo)) | Ej. 1 | Disponible (Acceso Disponible) | 39983002294348 |
Incluye referencias bibliográficas.
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.
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