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00000cam a2200000 7i4500 |
| 001 |
0000044194 |
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20080327093000.0 |
| 008 |
071219s2006 nyua 001 0 eng |
| 020 |
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|a 0071429662 (hc)
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| 090 |
0 |
0 |
|a HD61
|b .C773 2006
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| 100 |
1 |
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|a Crouhy, Michel ,
|d 1944- ,
|e author
|
| 245 |
1 |
4 |
|a The essentials of risk management
|c Michel Crouhy, Dan Galai, Robert Mark
|
| 260 |
|
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|a New York :
|b McGraw-Hill ,
|c c2006
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| 300 |
|
|
|a xi, 414 p. :
|b ill. ;
|c 24 cm.
|
| 504 |
|
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|a Includes index
|
| 505 |
0 |
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|a Risk management: a helicopter view -- Corporate risk management, a primer -- Banks and their regulators, the research job for risk management -- Corporate governance and risk management -- A user-friendly guide to the theory of risk and return -- Interest-rate risk and hedging with derivative instruments -- From value at risk to stress testing -- Asset-liability management -- Credit scoring and retail credit risk management -- Commercial credit risk and the rating of individual credits -- New approaches to measuring credit risk -- New ways to transfer credit risk and their implications -- Operational risk -- Model risk -- Risk capital attribution and risk- adjusted performance measurement -- Epilogue
|
| 650 |
|
0 |
|a Risk management
|
| 700 |
1 |
|
|a Galai, Dan ,
|e author
|
| 700 |
1 |
|
|a Mark, Robert ,
|e author
|
| 999 |
|
|
|a 1000107541
|b Book
|c OPEN SHELF (30 DAYS)
|e Gong Badak Campus
|