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Credit risk management in and out of the financial crisis : new approaches to value at risk and other paradigms /
A classic book on credit risk management is updated to reflect the current economic crisis. Credit Risk Management In and Out of the Financial Crisi s dissects the 2007-2008 credit crisis and provides solutions for professionals looking to better manage risk through modeling and new technology. This...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken, NJ :
Wiley,
©2010.
|
| Edición: | 3rd ed. |
| Colección: | Wiley finance series.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Saunders, Anthony, |d 1949- |1 https://id.oclc.org/worldcat/entity/E39PBJgd7K9H9PJrGByygKymVC | |
| 245 | 1 | 0 | |a Credit risk management 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, NJ : |b Wiley, |c ©2010. | ||
| 300 | |a 1 online resource (xvi, 380 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
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| 490 | 1 | |a Wiley finance. | |
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a Bubbles and crises : the global financial crisis of 2007-2009. Setting the stage for financial meltdown ; The three phases of the credit crisis ; The crisis and regulatory failure -- Probability of default estimation. Loans as options : the Moody's KMV model ; Reduced form models : Kamakura's risk manager ; Other credit risk models -- Estimation of other model parameters. A critical parameter : less given default ; The credit risk of portfolios and correlations -- Putting the parameters together. The VAR approach : CreditMetrics and other models ; Stress testing credit risk models : algorithmics mark-to-future ; RAROC models -- Credit risk transfer mechanisms. Credit derivatives ; Capital regulation. | |
| 588 | 0 | |a Print version record. | |
| 520 | |a A classic book on credit risk management is updated to reflect the current economic crisis. Credit Risk Management In and Out of the Financial Crisi s dissects the 2007-2008 credit crisis and provides solutions for professionals looking to better manage risk through modeling and new technology. This book is a complete update to Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms, reflecting events stemming from the recent credit crisis. Authors Anthony Saunders and Linda Allen address everything from the implications of new regulations to how the new rules will change. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Bank loans. | |
| 650 | 0 | |a Bank management. | |
| 650 | 0 | |a Credit |x Management. | |
| 650 | 0 | |a Risk management. | |
| 650 | 6 | |a Prêts bancaires. | |
| 650 | 6 | |a Banques |x Gestion. | |
| 650 | 6 | |a Crédit |x Gestion. | |
| 650 | 6 | |a Gestion du risque. | |
| 650 | 7 | |a risk management. |2 aat | |
| 650 | 7 | |a Bank loans |2 fast | |
| 650 | 7 | |a Bank management |2 fast | |
| 650 | 7 | |a Credit |x Management |2 fast | |
| 650 | 7 | |a Risk management |2 fast | |
| 700 | 1 | |a Allen, Linda, |d 1954- |1 https://id.oclc.org/worldcat/entity/E39PBJmDkjWPcCQbjVvCvdGmBP | |
| 700 | 1 | |a Saunders, Anthony, |d 1949- |t Credit risk measurement. | |
| 758 | |i has work: |a Credit risk management in and out of the financial crisis (Text) |1 https://id.oclc.org/worldcat/entity/E39PCGB3DMbcxMB7kGxwwg69Xd |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Saunders, Anthony, 1949- |t Credit risk management in and out of the financial crisis. |b 3rd ed. |d Hoboken, NJ : Wiley, ©2010 |w (DLC) 2009044765 |
| 830 | 0 | |a Wiley finance series. | |
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