Book contents
- Frontmatter
- Contents
- Preface
- 1 An introduction to enterprise risk management
- 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
- References
- Index
12 - Extreme value theory
Published online by Cambridge University Press: 07 October 2011
Book contents
- Frontmatter
- Contents
- Preface
- 1 An introduction to enterprise risk management
- 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
- References
- Index
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- Information
- Financial Enterprise Risk Management , pp. 272 - 279Publisher: Cambridge University PressPrint publication year: 2011