|
|
|
|
| LEADER |
00000cam a2200000 7i4500 |
| 001 |
0000054712 |
| 005 |
20081218093000.0 |
| 008 |
080506s2006 nyu eng |
| 020 |
|
|
|a 0071429662 (hardcover : alk. paper)
|
| 020 |
|
|
|a 9780071429665
|
| 090 |
0 |
0 |
|a HD61
|b .C773 2006
|
| 100 |
1 |
|
|a Crouhy, Michel ,
|d 1944- ,
|e author
|
| 245 |
1 |
4 |
|a The essentials of risk management
|c Michel Crouhy, Dan Galai, Robert Mark
|
| 260 |
|
|
|a New york :
|b McGraw-Hill ,
|c c2006
|
| 300 |
|
|
|a xi, 414 p. :
|b ill. ;
|c 24cm.
|
| 504 |
|
|
|a Includes index
|
| 505 |
0 |
|
|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
|
| 856 |
4 |
1 |
|3 Table of contents only
|u http://www.loc.gov/catdir/toc/ecip0513/2005015628.html
|
| 856 |
4 |
2 |
|3 Publisher description
|u http://www.loc.gov/catdir/enhancements/fy0634/2005015628-d.html
|
| 999 |
|
|
|a 1000116263
|b Book
|c OPEN SHELF (30 DAYS)
|e Gong Badak Campus
|