|
|
|
|
| LEADER |
00000cam a2200000 7i4500 |
| 001 |
0000074314 |
| 005 |
20111012093000.0 |
| 008 |
110620s2010 nju eng |
| 020 |
|
|
|a 0470478349 (cloth)
|
| 020 |
|
|
|a 9780470478349 (cloth)
|
| 050 |
0 |
0 |
|a HG1641
|b .S33 2010
|
| 090 |
0 |
0 |
|a HG1641
|b .S33 2010
|
| 245 |
1 |
0 |
|a Credit risk measurement in and out of the financial crisis :
|b new approaches to value at risk and other paradigms
|c Anthony Saunders, Linda Allen
|
| 250 |
|
|
|a 3rd ed
|
| 260 |
|
|
|a Hoboken, N.J :
|b Wiley ,
|c c2010
|
| 300 |
|
|
|a xvi, 380 p. :
|b ill. ;
|c 24 cm+.
|e CD ROM (4 3/4 in.)
|
| 504 |
|
|
|a Includes bibliographical references and index
|
| 505 |
0 |
|
|a 1. Setting the stage for financial meltdown -- 2. The three phases of the credit crisis -- 3. The crisis and regulatory failure -- 4. Loans as option: the moody's KMV models -- 5. Reduced form models: Kamakura's risk manager -- 6. Other credit risk models -- 7. Acritical parameter: loss given default -- 8. The credit risk portfolios and correlations -- 9. The VAR approach: creditmetrics and other models -- 10. Stress testing credit risk models: algorithmics mark-to-future -- 11. RAROC models -- 12. Credit derivatives -- 13. Capital regulation
|
| 650 |
|
0 |
|a Bank loans
|
| 650 |
|
0 |
|a Bank management
|
| 650 |
|
0 |
|a Credit
|x Management
|
| 650 |
|
0 |
|a Risk management
|
| 700 |
1 |
|
|a Allen, Linda ,
|d 1954- ,
|e author
|
| 999 |
|
|
|a 1000140639
|b Book
|c OPEN SHELF (30 DAYS)
|e Gong Badak Campus
|