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- catalog contributor b12944338.
- catalog contributor b12944339.
- catalog created "c2002.".
- catalog date "2002".
- catalog date "c2002.".
- catalog dateCopyrighted "c2002.".
- catalog description "Includes bibliographical references (p. 258-275) and index.".
- catalog description "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 models : 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.".
- catalog extent "xiii, 319 p. :".
- catalog identifier "047121910X (cloth : alk. paper)".
- catalog issued "2002".
- catalog issued "c2002.".
- catalog language "eng".
- catalog publisher "New York : John Wiley,".
- catalog subject "332.1/2/0684 21".
- catalog subject "Bank loans.".
- catalog subject "Bank management.".
- catalog subject "Credit Management.".
- catalog subject "HG1641 .S33 2002".
- catalog subject "Risk management.".
- catalog tableOfContents "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 models : 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.".
- catalog title "Credit risk measurement : new approaches to value at risk and other paradigms / Anthony Saunders, Linda Allen.".
- catalog type "text".