Credit risk measurement (No. rekod 2422)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01573nam a2200217Ia 4500 |
| 001 - CONTROL NUMBER | |
| control field | 0000000332 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20251012174403.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 020405s2002 nyua b 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 047121910X (cloth : alk. paper) |
| 090 00 - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (RLIN) | |
| Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) | 332.120684 |
| Local cutter number (OCLC) ; Book number/undivided call number, CALL (RLIN) | SAU |
| -- | 2002 |
| 245 10 - TITLE STATEMENT | |
| Title | Credit risk measurement |
| Remainder of title | new approaches to value at risk and other paradigms |
| Statement of responsibility, etc. | Anthony Saunders, Linda Allen. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 2nd ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | New York |
| Name of publisher, distributor, etc. | John Wiley |
| Date of publication, distribution, etc. | 2002. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xiii, 319p. |
| Other physical details | ill. |
| Dimensions | 24cm. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc. note | Includes bibliographical references (p. 258-275) and index. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Why new approaches to credit risk measurement and management? -- Traditional approaches to credit risk measurement -- The BIS Basel international bank capital accord : January 2002 -- Loans as options : the KMV and Moody's models -- Reduced form model s : KPMG's loan analysis system and Kamakura's risk manager -- The VAR 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 application to loan portfolios -- Loan portfolio selection and risk measurement -- Stress testing credit risk models : algorithmics mark-to-future -- Risk-adjusted return on capital models -- Off-balance sheet credit risk -- Credit derivatives. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Bank loans. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Bank management. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Credit |
| General subdivision | Management. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Risk management. |
| Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Date acquired | Total checkouts | Barcode | Date due | Date last seen | Date last checked out | Price effective from | Koha item type |
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| Perpustakaan Ekonomi | Perpustakaan Ekonomi | 07/12/2012 | 1 | 0000000321 | 09/12/2022 | 27/10/2025 | 27/10/2025 | 12/10/2025 | Rak Terbuka |