Cargando…
Credit risk measurement 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, N.J. :
Wiley,
©2010.
|
| Edición: | 3rd ed. |
| Colección: | Wiley finance series.
|
| Temas: | |
| Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
MARC
| LEADER | 00000cam a2200000Ia 4500 | ||
|---|---|---|---|
| 001 | OR_ocn635947434 | ||
| 003 | OCoLC | ||
| 005 | 20231017213018.0 | ||
| 006 | m o d | ||
| 007 | cr cnu---unuuu | ||
| 008 | 100602s2010 njua ob 001 0 eng d | ||
| 010 | |a 2009044765 | ||
| 040 | |a N$T |b eng |e pn |c N$T |d YDXCP |d TEFOD |d OCLCQ |d DG1 |d OCLCQ |d OCLCF |d OCLCO |d CNCGM |d STF |d B24X7 |d UMI |d IDEBK |d TEFOD |d OCLCQ |d COO |d OCLCQ |d DG1 |d MOR |d LIP |d OCLCQ |d UAB |d K6U |d OCLCQ |d U3W |d DEBBG |d OCLCQ |d LND |d WRM |d COCUF |d NRAMU |d INT |d VT2 |d OCLCQ |d WYU |d TKN |d OCLCQ |d AU@ |d OCLCQ |d OL$ |d OCLCQ |d C6I |d S9I |d SXB |d OCLCQ |d OCLCO |d OCLCQ |d OCLCO | ||
| 015 | |a GBB006678 |2 bnb | ||
| 016 | 7 | |a 015468073 |2 Uk | |
| 019 | |a 680048757 |a 692288746 |a 749867236 |a 765136651 |a 794060457 |a 1001625611 |a 1003069278 |a 1038386858 |a 1038517038 |a 1039847029 |a 1055368676 |a 1058177920 |a 1066419092 |a 1081255018 |a 1103256704 |a 1105858849 |a 1129374333 | ||
| 020 | |a 9781118267981 |q (electronic bk.) | ||
| 020 | |a 1118267982 |q (electronic bk.) | ||
| 020 | |a 9780470622360 |q (electronic bk.) | ||
| 020 | |a 0470622369 |q (electronic bk.) | ||
| 020 | |a 9780470622384 |q (electronic bk.) | ||
| 020 | |a 0470622385 |q (electronic bk.) | ||
| 020 | |z 9780470478349 | ||
| 020 | |z 0470478349 | ||
| 029 | 1 | |a AU@ |b 000048596273 | |
| 029 | 1 | |a AU@ |b 000054983104 | |
| 029 | 1 | |a CHBIS |b 007307226 | |
| 029 | 1 | |a CHBIS |b 009891867 | |
| 029 | 1 | |a CHNEW |b 000935698 | |
| 029 | 1 | |a CHVBK |b 161996701 | |
| 029 | 1 | |a CHVBK |b 480160422 | |
| 029 | 1 | |a DEBBG |b BV040590191 | |
| 029 | 1 | |a DEBBG |b BV041905654 | |
| 029 | 1 | |a DEBSZ |b 484985728 | |
| 029 | 1 | |a NZ1 |b 15915682 | |
| 035 | |a (OCoLC)635947434 |z (OCoLC)680048757 |z (OCoLC)692288746 |z (OCoLC)749867236 |z (OCoLC)765136651 |z (OCoLC)794060457 |z (OCoLC)1001625611 |z (OCoLC)1003069278 |z (OCoLC)1038386858 |z (OCoLC)1038517038 |z (OCoLC)1039847029 |z (OCoLC)1055368676 |z (OCoLC)1058177920 |z (OCoLC)1066419092 |z (OCoLC)1081255018 |z (OCoLC)1103256704 |z (OCoLC)1105858849 |z (OCoLC)1129374333 | ||
| 037 | |a 268428 |b MIL | ||
| 037 | |a 16E03592-E4D2-4A70-B360-9D7D052D3109 |b OverDrive, Inc. |n http://www.overdrive.com | ||
| 050 | 4 | |a HG1641 |b .S33 2010eb | |
| 072 | 7 | |a BUS |x 004000 |2 bisacsh | |
| 082 | 0 | 4 | |a 332.1/20684 |2 22 |
| 084 | |a 85.30 |2 bcl | ||
| 049 | |a UAMI | ||
| 100 | 1 | |a Saunders, Anthony, |d 1949- | |
| 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 ©2010. | ||
| 300 | |a 1 online resource (xvi, 380 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Wiley finance series | |
| 504 | |a Includes bibliographical references and index. | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a Credit Risk Measurement In and Out of the Financial Crisis, Third Edition: New Approaches to Value at Risk and Other Paradigms; Contents; List of Abbreviations; Preface; Part One: Bubbles and Crises: The Global Financial Crisis of 20072009; Chapter 1: Setting the Stage for Financial Meltdown; Chapter 2: The Three Phases of the Credit Crisis; Chapter 3: The Crisis and Regulatory Failure; Part Two: Probability of Default Estimation; Chapter 4: Loans as Options: The Moody's KMV Model; Chapter 5: Reduced Form Models: Kamakura's Risk Manager; Chapter 6: Other Credit Risk Models. | |
| 505 | 8 | |a Part Three: Estimation of Other Model ParametersChapter 7: A Critical Parameter: Loss Given Default; Chapter 8: The Credit Risk of Portfolios and Correlations; Part Four: Putting the Parameters Together; Chapter 9: The VAR Approach: CreditMetrics and Other Models; Chapter 10: Stress Testing Credit Risk Models: Algorithmics Mark-to-Future; Chapter 11: RAROC Models; Part Five: Credit Risk Transfer Mechanisms; Chapter 12: Credit Deriv. | |
| 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. | ||
| 546 | |a English. | ||
| 590 | |a O'Reilly |b O'Reilly Online Learning: Academic/Public Library Edition | ||
| 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 BUSINESS & ECONOMICS |x Banks & Banking. |2 bisacsh | |
| 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- | |
| 700 | 1 | |a Saunders, Anthony, |d 1949- |t Credit risk measurement. | |
| 776 | 0 | 8 | |i Print version: |a Saunders, Anthony, 1949- |t Credit risk measurement in and out of the financial crisis. |b 3rd ed. |d Hoboken, N.J. : Wiley, ©2010 |z 9780470478349 |w (DLC) 2009044765 |w (OCoLC)460061996 |
| 830 | 0 | |a Wiley finance series. | |
| 856 | 4 | 0 | |u https://learning.oreilly.com/library/view/~/9780470478349/?ar |z Texto completo (Requiere registro previo con correo institucional) |
| 938 | |a Books 24x7 |b B247 |n bkf00034781 | ||
| 938 | |a EBSCOhost |b EBSC |n 319751 | ||
| 938 | |a ProQuest MyiLibrary Digital eBook Collection |b IDEB |n 268428 | ||
| 938 | |a YBP Library Services |b YANK |n 3270996 | ||
| 938 | |a YBP Library Services |b YANK |n 7598105 | ||
| 938 | |a YBP Library Services |b YANK |n 12667124 | ||
| 994 | |a 92 |b IZTAP | ||