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Credit risk measurement - [electronic resource] : new approaches to value at risk and other paradigms : Anthony Saunders, Linda Allen.
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Credit risk measurement - [electronic resource] : new approaches to value at risk and other paradigms : Anthony Saunders, Linda Allen.
Detailed Information
- 자료유형
- 비도서
- ISBN
- 0471274763 (electronic bk.)
- 미국회청구기호
- HG1641-.S33 2002eb
- DDC
- 332.1/2/0684-21
- 저자명
- Saunders, Anthony , 1949-
- 서명/저자
- Credit risk measurement - [electronic resource] : new approaches to value at risk and other paradigms : Anthony Saunders, Linda Allen.
- 판사항
- 2nd ed.
- 발행사항
- New York : John Wiley, c2002.
- 형태사항
- xiii, 319 p. : ill. ; 24 cm.
- 총서명
- Wiley finance
- 서지주기
- Includes bibliographical references (p. 258-275) and index.
- 내용주기
- 완전내용Why new approaches to credit risk measurement and management? -- Traditional approaches to credit risk measurement -- The BIS Basel international bank capitalaccord : January 2002 -- Loans as options : the KMV and Moody's models -- Reduced form models : KPMG's loan analysis system and Kamakura's risk manager -- TheVAR approach : creditmetrics and other models -- The macro simulation approach: the Mckinsey model and other models -- The insurance approach : mortality models and the CSFP credit risk plus model -- A summary and comparison of new internal model approaches -- Overview of modern portfolio theory and its applicationto loan portfolios -- Loan portfolio selection and risk measurement -- Stress testing credit risk models : algorithmics mark-to-future -- Risk-adjusted returnon capital models -- Off-balance sheet credit risk -- Credit derivatives.
- 복제주기
- Electronic reproduction. . Boulder, Colo. : NetLibrary, 2002. Available via World Wide Web. Access may be limited to NetLibrary affiliated libraries.
- 기타저자
- Allen, Linda , 1954-
- 기타저자
- NetLibrary, Inc.
- 기타형태저록
- . Original. 047121910X. (DLC) 2002005431. (OCoLC)49566338
- 통일총서명
- Wiley finance series
- 전자적 위치 및 접속
- Wiley finance series
- Control Number
- gtec:47633
MARC
008021211s2002 nyua sb 001 0 eng d■003 OCoLC
■020 ▼a0471274763 (electronic bk.)
■040 ▼aN▼T▼cN▼T
■05014▼aHG1641▼b.S33 2002eb
■08204▼a332.1/2/0684▼221
■090 ▼a ▼b
■1001 ▼aSaunders, Anthony▼d1949-
■24510▼aCredit risk measurement▼h[electronic resource] ▼bnew approaches to value at risk and other paradigms ▼cAnthony Saunders, Linda Allen.
■250 ▼a2nd ed.
■260 ▼aNew York ▼bJohn Wiley▼cc2002.
■300 ▼axiii, 319 p. ▼bill. ▼c24 cm.
■4901 ▼aWiley finance
■504 ▼aIncludes bibliographical references (p. 258-275) and index.
■5050 ▼aWhy new approaches to credit risk measurement and management? -- Traditional approaches to credit risk measurement -- The BIS Basel international bank capitalaccord : January 2002 -- Loans as options : the KMV and Moody's models -- Reduced form models : KPMG's loan analysis system and Kamakura's risk manager -- TheVAR approach : creditmetrics and other models -- The macro simulation approach: the Mckinsey model and other models -- The insurance approach : mortality models and the CSFP credit risk plus model -- A summary and comparison of new internal model approaches -- Overview of modern portfolio theory and its applicationto loan portfolios -- Loan portfolio selection and risk measurement -- Stress testing credit risk models : algorithmics mark-to-future -- Risk-adjusted returnon capital models -- Off-balance sheet credit risk -- Credit derivatives.
■533 ▼aElectronic reproduction.▼bBoulder, Colo. ▼cNetLibrary▼d2002.▼nAvailable via World Wide Web.▼nAccess may be limited to NetLibrary affiliated libraries.
■6500 ▼aBank loans.▼aBank management.▼aCredit▼xManagement.▼aRisk management.
■6557 ▼aElectronic books.▼2local
■7001 ▼aAllen, Linda▼d1954-
■7102 ▼aNetLibrary, Inc.
■7761 ▼cOriginal▼z047121910X▼w(DLC) 2002005431▼w(OCoLC)49566338
■8300 ▼aWiley finance series
■8564 ▼3Bibliographic record display▼uhttp://www.netLibrary.com/urlapi.asp?action=summary&v=1&bookid=74090▼zAn electronic book accessible through the World Wide Web;click for information
■994 ▼a92▼bK4R
