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Modelling and Managing Risk

Published online by Cambridge University Press:  10 June 2011

P. J. Sweeting
P. J. Sweeting
Affiliation:
Fidelity Investments International, 25 Cannon Street, London EC4M 5TA, U.K. Tel: +44(0)20 7961 4879; Fax: +44(0)20 7509 7567; Email: paul.sweeting@uk.fid-intl.com
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Abstract

This paper looks at the risks faced by financial institutions, and how they can be modelled and managed. I compare the way in which each of the risks affects different types of financial institution and look for similarities (and differences) across industries. Finally, I consider what makes a good risk management system.

Keywords

Financial RiskOperational RiskModellingPension FundInsurance CompanyBank
Type
Sessional meetings: papers and abstracts of discussions
Information
British Actuarial Journal , Volume 13 , Issue 3 , 01 September 2007 , pp. 579 - 621
Copyright
Copyright © Institute and Faculty of Actuaries 2007

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