Quantitative Enterprise Risk Management

This introduction to enterprise risk management combines quantitative and qualitative approaches,using real-world cases to illustrate concepts and principles. It is suitable for graduate and senior undergraduate students in quantitative programs and provides a solid understanding of ERM without diving into complex theory. The text has a coherent narrative flow and covers risk governance, identification, modeling, mitigation, and holistic topics such as regulation, behavioral biases, and crisis management. It is an ideal text and reference for students, risk managers, and anyone preparing for ERM actuarial exams.

Format: Hardback
Length: 698 pages
Publication date: 05 May 2022
Publisher: Cambridge University Press

This comprehensive introduction to enterprise risk management seamlessly blends quantitative and qualitative approaches, while inspiring key mathematical and statistical methods with a wealth of real-world cases – both successes and failures. Worked examples and end-of-chapter exercises aid readers in consolidating their knowledge. The mathematical level, designed for graduate and senior undergraduate students in quantitative programs, strikes a balance between providing a solid foundation in the concepts and principles involved and avoiding excessive complexity in more advanced theory. The presentation follows a coherent narrative flow, spanning risk governance, risk identification, risk modelling, and risk mitigation, culminating in holistic topics such as regulation, behavioural biases, and crisis management that shape the entire framework of ERM. The outcome is a text and reference that caters to graduate and senior undergraduate students, risk managers in industry, and anyone preparing for ERM actuarial exams.

Weight: 1090g
Dimension: 158 x 235 x 41 (mm)
ISBN-13: 9781009098465