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210123 ||| eng |
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|a 9780470622360
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|a 9781118267981
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|a 9780470622384
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|a Saunders, Anthony
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|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
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|a 3rd ed
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| 260 |
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|a Hoboken, N.J.
|b Wiley
|c 2010
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| 300 |
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|a xvi, 380 pages
|b illustrations
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|a Includes bibliographical references and index
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|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
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|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
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|a Prêts bancaires
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|a Risk management / fast
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|a Credit / Management / http://id.loc.gov/authorities/subjects/sh85033858
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|a Credit / Management / fast
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|a Risk management / http://id.loc.gov/authorities/subjects/sh85114200
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| 653 |
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|a Gestion du risque
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|a Bank management / fast
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|a Banques / Gestion
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|a BUSINESS & ECONOMICS / Banks & Banking / bisacsh
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|a Bank loans / fast
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|a Bank loans / http://id.loc.gov/authorities/subjects/sh85011575
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|a Bank management / http://id.loc.gov/authorities/subjects/sh85011578
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|a Crédit / Gestion
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|a risk management / aat
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|a Allen, Linda
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|a Saunders, Anthony
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|a eng
|2 ISO 639-2
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|b OREILLY
|a O'Reilly
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|a Wiley finance series
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| 015 |
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|a GBB006678
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| 776 |
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|z 1118267982
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|z 9780470622384
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|z 9780470478349
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|u https://learning.oreilly.com/library/view/~/9780470478349/?ar
|x Verlag
|3 Volltext
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|a 368
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|a 332.1/20684
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|a 658.155
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|a 330
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|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
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