Credit risk measurement : (Record no. 6243)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01724cam a2200265 4500 |
| 001 - CONTROL NUMBER | |
| control field | 7323 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20181127183409.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 020405s2002 nyua b 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
| LC control number | 2002005431 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 047121910X (cloth : alk. paper) |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.1/2/0684 |
| Edition number | 21 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Saunders, Anthony, |
| Dates associated with a name | 1949- |
| 245 10 - TITLE STATEMENT | |
| Title | Credit risk measurement : |
| Remainder of title | new approaches to value at risk and other paradigms / |
| Statement of responsibility, etc. | Anthony Saunders, Linda Allen. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 2nd ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | New York : |
| Name of publisher, distributor, etc. | John Wiley, |
| Date of publication, distribution, etc. | c2002. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xiii, 319 p. : |
| Other physical details | ill. ; |
| Dimensions | 24 cm. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc. note | Includes bibliographical references (p. 258-275) and index. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Why new approaches to credit risk measurement and management? -- Traditional approaches to credit risk measurement -- The BIS Basel international bank capital accord : January 2002 -- Loans as options : the KMV and Moody's models -- Reduced form models : KPMG's loan analysis system and Kamakura's risk manager -- The VAR approach : creditmetrics and other models -- The macro simulation approach : the Mckinsey model and other models -- The insurance approach : mortality models and the CSFP credit risk plus model -- A summary and comparison of new internal model approaches -- Overview of modern portfolio theory and its application to loan portfolios -- Loan portfolio selection and risk measurement -- Stress testing credit risk models : algorithmics mark-to-future -- Risk-adjusted return on capital models -- Off-balance sheet credit risk -- Credit derivatives. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Bank loans. |
| Topical term or geographic name entry element | Bank management. |
| Topical term or geographic name entry element | Credit |
| General subdivision | Management. |
| Topical term or geographic name entry element | Risk management. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Allen, Linda, |
| Dates associated with a name | 1954- |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Home library | Current library | Shelving location | Serial Enumeration / chronology | Inventory number | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Main TEST | RTC Library | RTC Library | Main opac | 11278 | 332.1 SAU | 30011058 | 27/11/2018 | 27/11/2018 | Main |