عنوان
پدید آورنده
موضوع
رده
HG1641 .S33 1999
HG1641
.
S33
1999
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
0471350842
(Number (ISBN
9780471350842
NATIONAL BIBLIOGRAPHY NUMBER
Number
b781026
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Credit risk measurement :
General Material Designation
[Book]
Other Title Information
new approaches to value at risk and other paradigms /
First Statement of Responsibility
Anthony Saunders.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
New York :
Name of Publisher, Distributor, etc.
Wiley,
Date of Publication, Distribution, etc.
©1999.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xii, 226 pages :
Other Physical Details
illustrations ;
Dimensions
24 cm
SERIES
Series Title
Wiley frontiers in finance
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references (pages 205-213) and index.
SUMMARY OR ABSTRACT
Text of Note
In Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms, Anthony Saunders invites a wider audience into the debate. Simplifying many of the technical details and analytics surrounding internal models, he concentrates on their underlying economics and economic intuition. With its comprehensive coverage, summary, and comparison of new internal model approaches along with clear explanations of often complex material, Credit Risk Measurement is an indispensable resource for bankers, academics and students, economists, and regulators.
Text of Note
The single most important topic in finance today is the art and science of credit risk management. Growing dissatisfaction with traditional credit risk measurement methods has combined with regulations imposed by the Bank for International Settlements (BIS) in 1993 to send numerous financial institutions in search of alternative "internal model" approaches to measuring the credit risk of a loan or portfolio of loans. This has led to a raging debate over whether internal models can replace regulatory models, and which areas of credit risk measurement and management are most amenable to internal models. Much of this highly technical debate, however, has been inaccessible to the interested practitioner, student, economist, or regulator - until now.
TOPICAL NAME USED AS SUBJECT
Bank loans.
Bank management.
Credit-- Management.
Risk management.
Banques-- Gestion.
Crédit-- Gestion.
Gestion du risque.
Prêts bancaires.
Bank loans.
Bank management.
Bank.
Banques-- Gestion.
Crédit-- Gestion.
Credit-- Management.
Gestion du risque.
Kredietverlening.
Kreditrisiko
Messung
Prêts bancaires.
Risk management.
Risk management.
Value at Risk
DEWEY DECIMAL CLASSIFICATION
Number
332
.
1/2/0684
Edition
21
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG1641
Book number
.
S33
1999
OTHER CLASS NUMBERS
Class number
85
.
30
Class number
MAT
902f
Class number
QK
320
System Code
bcl
System Code
stub
System Code
rvk
PERSONAL NAME - PRIMARY RESPONSIBILITY
Saunders, Anthony,1949-
ORIGINATING SOURCE
Date of Transaction
20201206195001.0
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
