Credit risk measurement : (Record no. 20232)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01821cam a22002654a 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 047121910X (cloth : alk. paper) |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | English |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.1'2'0684 |
| Item number | SAU |
| 100 1# - MAIN ENTRY--AUTHOR NAME | |
| Author name | Saunders, Anthony, |
| Dates associated with a name | 1949- |
| 245 10 - TITLE STATEMENT | |
| Title | Credit risk measurement : |
| Sub 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. (IMPRINT) | |
| Place of publication | New York : |
| Name of publisher | John Wiley, |
| Year of publication | c2002. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | xiii, 319 p. : |
| Other physical details | ill. ; |
| Dimensions | 24 cm. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | 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 | |
| Subject | Bank loans. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Subject | Bank management. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Subject | Credit |
| General subdivision | Management. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Subject | Risk management. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Author 2/ Editor | Allen, Linda, |
| Dates associated with a name | 1954- |
| 856 42 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://www.loc.gov/catdir/bios/wiley044/2002005431.html |
| 856 42 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://www.loc.gov/catdir/description/wiley036/2002005431.html |
| 856 41 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://www.loc.gov/catdir/toc/wiley022/2002005431.html |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Books |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Full call number | Accession Number | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Donation RBI | Institute of Public Enterprise, Library | Institute of Public Enterprise, Library | S Campus | 10/19/2020 | 332.1'2'0684 SAU | 44798 | 10/19/2020 | Books |
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