عنوان
پدید آورنده
موضوع
رده
HD61 .C774 2000eb
HD61
.
C774
2000eb
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
0071378677
(Number (ISBN
9780071378673
Erroneous ISBN
0071357319
NATIONAL BIBLIOGRAPHY NUMBER
Number
b731530
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Risk management /
General Material Designation
[Book]
First Statement of Responsibility
Michel Crouhy, Dan Galai, Robert Mark.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
New York :
Name of Publisher, Distributor, etc.
McGraw Hill,
Date of Publication, Distribution, etc.
2000.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
1 online resource (xxiii, 717 pages) :
Other Physical Details
illustrations
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references (pages 693-707) and index.
CONTENTS NOTE
Text of Note
Copyright; CONTENTS; FOREWORD; INTRODUCTION; PREFACE; CHAPTER 1: The Need for Risk Management Systems; 1. INTRODUCTION; 2. HISTORICAL EVOLUTION; 3. THE REGULATORY ENVIRONMENT; 4. THE ACADEMIC BACKGROUND AND TECHNOLOGICAL CHANGES; 5. ACCOUNTING SYSTEMS VERSUS RISK MANAGEMENT SYSTEMS; 6. LESSONS FROM RECENT FINANCIAL DISASTERS; 7. TYPOLOGY OF RISK EXPOSURES; 8. EXTENDING RISK MANAGEMENT SYSTEMS TO NONFINANCIAL CORPORATIONS; NOTES; CHAPTER 2: The New Regulatory and Corporate Environment; 1. INTRODUCTION; 2. GROUP OF THIRTY (G-30) POLICY RECOMMENDATIONS; 3. THE 1988 BIS ACCORD: THE "ACCORD."
Text of Note
4. PROS AND CONS OF THE STANDARDIZED AND INTERNAL MODELS APPROACHES: A NEW PROPOSAL-THE "PRECOMMITMENT APPROACH"5. COMPARISONS OF THE CAPITAL CHARGES FOR VARIOUS PORTFOLIOS ACCORDING TO THE STANDARDIZED AND THE INTERNAL MODELS APPROACHES; 6. CONCLUSIONS; NOTES; CHAPTER 5: Measuring Market Risk: The VaR Approach; 1. INTRODUCTION; 2. MEASURING RISK: A HISTORICAL PERSPECTIVE; 3. DEFINING VALUE AT RISK; 4. CALCULATING VALUE AT RISK; 5. CONCLUSION: PROS AND CONS OF THE DIFFERENT APPROACHES; APPENDIX 1: DURATION AND CONVEXITY OF A BOND; NOTES.
Text of Note
4. THE "1996 AMENDMENT" OR "BIS 98"5. THE BIS 2000 ACCORD; NOTES; CHAPTER 3: Structuring and Managing the Risk Management Function in a Bank; 1. INTRODUCTION; 2. ORGANIZING THE RISK MANAGEMENT FUNCTION: THREE-PILLAR FRAMEWORK; 3. DATA AND TECHNOLOGICAL INFRASTRUCTURE; 4. RISK AUTHORITIES AND RISK CONTROL; 5. ESTABLISHING RISK LIMITS FOR GAP AND LIQUIDITY MANAGEMENT; 6. CONCLUSION: STEPS TO SUCCESS; NOTES; CHAPTER 4: The New BIS Capital Requirements for Financial Risks; 1. INTRODUCTION; 2. THE STANDARDIZED APPROACHll; 3. THE INTERNAL MODELS APPROACH.
Text of Note
6. FIRST GROUP OF ADJUSTMENT FACTORS FOR OBLIGOR CREDIT RATING7. SECOND GROUP OF ADJUSTMENT FACTORS FOR FACILITY RATING; 8. CONCLUSION; APPENDIX 1: DEFINITIONS OF KEY RATIOS; APPENDIX 2: KEY FINANCIAL ANALYSIS MEASURES; APPENDIX 3A: PROTOTYPE INDUSTRY ASSESSMENT: TELECOMMUNICATIONS IN CANADA; APPENDIX 3B: PROTOTYPE INDUSTRY ASSESSMENT: FOOTWEAR AND CLOTHING IN CANADA; APPENDIX 4: PROTOTYPE COUNTRY ANALYSIS REPORT (CONDENSED VERSION): BRAZIL; NOTES; CHAPTER 8: The Credit Migration Approach to Measuring Credit Risk; 1. INTRODUCTION; 2. CREDITMETRICS FRAMEWORK.
Text of Note
CHAPTER 6: Measuring Market Risk: Extensions of the VaR Approach and Testing the Models1. INTRODUCTION; 2. INCREMENTAL-VAR (IVAR), DELTAVAR (DVAR), AND MOST SIGNIFICANT RISKS; 3. STRESS TESTING AND SCENARIO ANALYSIS; 4. DYNAMIC-VAR; 5. MEASUREMENT ERRORS AND BACK-TESTING OF VAR MODELS; 6. IMPROVED VARIANCE-COVARIANCE VAR MODEL; 7. LIMITATIONS OF VAR AS A RISK MEASURE; APPENDIX: PROOF OF THE DELTAVAR PROPERTY; NOTES; CHAPTER 7: Credit Rating Systems; 1. INTRODUCTION; 2. RATING AGENCIES; 3. INTRODUCTION TO INTERNAL RISK RATING; 4. DEBT RATING AND MIGRATION; 5. FINANCIAL ASSESSMENT (STEP 1).
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ACQUISITION INFORMATION NOTE
Source for Acquisition/Subscription Address
OverDrive, Inc.
Source for Acquisition/Subscription Address
OverDrive, Inc.
Stock Number
E17B76CA-514A-44B4-94D2-E64B80EEC51B
OTHER EDITION IN ANOTHER MEDIUM
Title
Risk management.
International Standard Book Number
0071357319
TOPICAL NAME USED AS SUBJECT
Risk management.
BUSINESS & ECONOMICS-- Insurance-- Risk Assessment & Management.
Risk management.
(SUBJECT CATEGORY (Provisional
BUS-- 033070
DEWEY DECIMAL CLASSIFICATION
Number
658
.
15/5
Edition
21
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HD61
Book number
.
C774
2000eb
PERSONAL NAME - PRIMARY RESPONSIBILITY
Crouhy, Michel,1944-
PERSONAL NAME - ALTERNATIVE RESPONSIBILITY
Galai, Dan.
Mark, Robert, (Robert M.)
ORIGINATING SOURCE
Date of Transaction
20201203152402.0
Cataloguing Rules (Descriptive Conventions))
pn
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
