| 000 | 00000cam u2200205 a 4500 | |
| 001 | 000000826162 | |
| 005 | 20150901113254 | |
| 008 | 020405s2002 nyua b 001 0 eng | |
| 010 | ▼a 2005431 | |
| 020 | ▼a 047121910X (cloth : alk. paper) | |
| 040 | ▼a DLC ▼c DLC ▼d UKM ▼d 211009 | |
| 049 | 1 | ▼l 111247625 |
| 050 | 0 0 | ▼a HG1641 ▼b .S33 2002 |
| 082 | 0 0 | ▼a 332.1/2/0684 ▼2 23 |
| 084 | ▼a 332.120684 ▼2 DDCK | |
| 090 | ▼a 332.120684 ▼b S257c2 | |
| 100 | 1 | ▼a Saunders, Anthony, ▼d 1949-. |
| 245 | 1 0 | ▼a Credit risk measurement : ▼b new approaches to value at risk and other paradigms / ▼c Anthony Saunders, Linda Allen. |
| 250 | ▼a 2nd ed. | |
| 260 | ▼a New York : ▼b John Wiley, ▼c c2002. | |
| 300 | ▼a xiii, 319 p. : ▼b ill. ; ▼c 24 cm. | |
| 504 | ▼a Includes bibliographical references (p. 258-275) and index. | |
| 505 | 0 0 | ▼t Why new approaches to credit risk measurement and management? -- ▼t Traditional approaches to credit risk measurement -- ▼t The BIS Basel international bank capital accord : January 2002 -- ▼t Loans as options : the KMV and Moody's models -- ▼t Reduced form models : KPMG's loan analysis system and Kamakura's risk manager -- ▼t The VAR approach : creditmetrics and other models -- ▼t The macro simulation approach : the Mckinsey model and other models -- ▼t The insurance approach : mortality models and the CSFP credit risk plus model -- ▼t A summary and comparison of new internal model approaches -- ▼t Overview of modern portfolio theory and its application to loan portfolios -- ▼t Loan portfolio selection and risk measurement -- ▼t Stress testing credit risk models : algorithmics mark-to-future -- ▼t Risk-adjusted return on capital models -- ▼t Off-balance sheet credit risk -- ▼t Credit derivatives. |
| 650 | 0 | ▼a Bank loans. |
| 650 | 0 | ▼a Bank management. |
| 650 | 0 | ▼a Credit ▼x Management. |
| 650 | 0 | ▼a Risk management. |
| 700 | 1 | ▼a Allen, Linda, ▼d 1954-. |
소장정보
| No. | 소장처 | 청구기호 | 등록번호 | 도서상태 | 반납예정일 | 예약 | 서비스 |
|---|---|---|---|---|---|---|---|
| No. 1 | 소장처 중앙도서관/서고6층/ | 청구기호 332.120684 S257c2 | 등록번호 111247625 (8회 대출) | 도서상태 대출가능 | 반납예정일 | 예약 | 서비스 |
| No. 2 | 소장처 세종학술정보원/사회과학실(4층)/ | 청구기호 332.120684 S257c2 | 등록번호 151160554 (3회 대출) | 도서상태 대출가능 | 반납예정일 | 예약 | 서비스 |
| No. | 소장처 | 청구기호 | 등록번호 | 도서상태 | 반납예정일 | 예약 | 서비스 |
|---|---|---|---|---|---|---|---|
| No. 1 | 소장처 중앙도서관/서고6층/ | 청구기호 332.120684 S257c2 | 등록번호 111247625 (8회 대출) | 도서상태 대출가능 | 반납예정일 | 예약 | 서비스 |
| No. | 소장처 | 청구기호 | 등록번호 | 도서상태 | 반납예정일 | 예약 | 서비스 |
|---|---|---|---|---|---|---|---|
| No. 1 | 소장처 세종학술정보원/사회과학실(4층)/ | 청구기호 332.120684 S257c2 | 등록번호 151160554 (3회 대출) | 도서상태 대출가능 | 반납예정일 | 예약 | 서비스 |
컨텐츠정보
책소개
The most cutting-edge read on the pricing, modeling, and management of credit risk available
The rise of credit risk measurement and the credit derivatives market started in the early 1990s and has grown ever since. For many professionals, understanding credit risk measurement as a discipline is now more important than ever. Credit Risk Measurement, Second Edition has been fully revised to reflect the latest thinking on credit risk measurement and to provide credit risk professionals with a solid understanding of the alternative approaches to credit risk measurement.
This readable guide discusses the latest pricing, modeling, and management techniques available for dealing with credit risk. New chapters highlight the latest generation of credit risk measurement models, including a popular class known as intensity-based models. Credit Risk Measurement, Second Edition also analyzes significant changes in banking regulations that are impacting credit risk measurement at financial institutions. With fresh insights and updated information on the world of credit risk measurement, this book is a must-read reference for all credit risk professionals.
Anthony Saunders (New York, NY) is the John M. Schiff Professor of Finance and Chair of the Department of Finance at the Stern School of Business at New York University. He holds positions on the Board of Academic Consultants of the Federal Reserve Board of Governors as well as the Council of Research Advisors for the Federal National Mortgage Association. He is the editor of the Journal of Banking and Finance and the Journal of Financial Markets, Instruments and Institutions.
Linda Allen (New York, NY) is Professor of Finance at Baruch College and Adjunct Professor of Finance at the Stern School of Business at New York University. She also is author of Capital Markets and Institutions: A Global View (Wiley: 0471130494).
Over the years, financial professionals around the world have looked to the Wiley Finance series and its wide array of bestselling books for the knowledge, insights, and techniques that are essential to success in financial markets. As the pace of change in financial markets and instruments quickens, Wiley Finance continues to respond. With critically acclaimed books by leading thinkers on value investing, risk management, asset allocation, and many other critical subjects, the Wiley Finance series provides the financial community with information they want. Written to provide professionals and individuals with the most current thinking from the best minds in the industry, it is no wonder that the Wiley Finance series is the first and last stop for financial professionals looking to increase their financial expertise.
정보제공 :
저자소개
Anthony Saunders(지은이)
<신용위험측정>
Linda Allen(지은이)