عنوان
پدید آورنده
موضوع
رده
HG 1641 .S32C7 2002 E-book,
HG
1641
.
S32C7
2002
E-book
,
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
:047121910X
NATIONAL BIBLIOGRAPHY NUMBER
Number
17196
LANGUAGE OF THE ITEM
.Language of Text, Soundtrack etc
انگلیسی
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Credit Risk Measurement
General Material Designation
[electronic resources]
Other Title Information
: new approaches to value at risk and other paradigms
First Statement of Responsibility
\ Anthony Saunders, Linda Allen.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
New York
Name of Publisher, Distributor, etc.
: John Wiley
Date of Publication, Distribution, etc.
, 2002.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xiii, 319 p.
Other Physical Details
:ill.
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references (p. 258-275) and index.
CONTENTS NOTE
Text of 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.
0
TOPICAL NAME USED AS SUBJECT
Bank loans.
Bank management.
Credit-- Management.
Risk management.
DEWEY DECIMAL CLASSIFICATION
Number
332
.
1/2/0684
Edition
21
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG
1641
Book number
.
S32C7
2002
E-book
,
PERSONAL NAME - PRIMARY RESPONSIBILITY
Saunders, Anthony,1949-
PERSONAL NAME - ALTERNATIVE RESPONSIBILITY
Allen, Linda,1954-
ORIGINATING SOURCE
Country
ایران
Date of Transaction
20170817201750.0
ELECTRONIC LOCATION AND ACCESS
Date and Hour of Consultation and Access
047121910X.pdf
Uniform Resource Identifier
http://www.loc.gov/catdir/bios/wiley044/2002005431.html
Uniform Resource Identifier
http://www.loc.gov/catdir/description/wiley036/2002005431.html
Uniform Resource Identifier
http://www.loc.gov/catdir/toc/wiley022/2002005431.html
BL
279177
1
N
