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- 2002005431 contributor B9195809.
- 2002005431 contributor B9195810.
- 2002005431 created "c2002.".
- 2002005431 date "2002".
- 2002005431 date "c2002.".
- 2002005431 dateCopyrighted "c2002.".
- 2002005431 description "Includes bibliographical references (p. 258-275) and index.".
- 2002005431 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.".
- 2002005431 extent "xiii, 319 p. :".
- 2002005431 identifier "047121910X (cloth : alk. paper)".
- 2002005431 identifier 2002005431.html.
- 2002005431 identifier 2002005431.html.
- 2002005431 identifier 2002005431.html.
- 2002005431 issued "2002".
- 2002005431 issued "c2002.".
- 2002005431 language "eng".
- 2002005431 publisher "New York : John Wiley,".
- 2002005431 subject "332.1/2/0684 21".
- 2002005431 subject "Bank loans.".
- 2002005431 subject "Bank management.".
- 2002005431 subject "Credit Management.".
- 2002005431 subject "HG1641 .S33 2002".
- 2002005431 subject "Risk management.".
- 2002005431 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.".
- 2002005431 title "Credit risk measurement : new approaches to value at risk and other paradigms / Anthony Saunders, Linda Allen.".
- 2002005431 type "text".