Value at risk and bank capital management : (Record no. 3769)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01745nam a2200325 a 4500 |
| 001 - CONTROL NUMBER | |
| control field | 2007275073 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | DLC |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20160712122654.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 070522s2007 maua b 001 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
| LC control number | 2007275073 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780123694669 (hbk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 0123694663 (hbk.) |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)ocn122928946 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | UHC |
| Transcribing agency | UHC |
| Modifying agency | HKP |
| -- | YDXCP |
| -- | BAKER |
| -- | UUS |
| -- | IAY |
| -- | OHX |
| -- | DLC |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG1616.C34 |
| Item number | S25 2007 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.1'0681 |
| Edition number | 22 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Saita, Francesco. |
| 245 10 - TITLE STATEMENT | |
| Title | Value at risk and bank capital management : |
| Remainder of title | risk adjusted performances, capital management and capital allocation decision making / |
| Statement of responsibility, etc. | Francesco Saita. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc. | Amsterdam ; |
| -- | Boston : |
| Name of publisher, distributor, etc. | Elsevier Academic Press, |
| Date of publication, distribution, etc. | c2007. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xvi, 259 p. : |
| Other physical details | ill. ; |
| Dimensions | 27 cm. |
| 440 #0 - SERIES STATEMENT/ADDED ENTRY--TITLE | |
| Title | Academic Press advanced finance series |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Value at risk, capital management, and capital allocation -- What is 'capital' management? -- Market risk -- Credit risk -- Operational risk and business risk -- Risk capital aggregation -- Value at risk and risk control for market and credit risk -- Risk-adjusted performance measurement -- Risk-adjusted performance targets, capital allocation, and the budgeting process. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This book presents the measurement of market risk and credit risk in one well-structured book.Aggregation methodology is also presented in detail. The inclusion of real-life examples is also a great benefit to the reader. |
| 590 ## - LOCAL NOTE - Cataloguer & Date | |
| Local note | aug 07/06/13 |
| 591 ## - Local Note: Item Class (Ref/Loans/Arch): Loans | |
| Local Note: Item Class | Loans |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Bank capital. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Banks and banking |
| General subdivision | Risk management. |
| 856 42 - ELECTRONIC LOCATION AND ACCESS | |
| Materials specified | Publisher description |
| Uniform Resource Identifier | <a href="http://www.loc.gov/catdir/enhancements/fy0726/2007275073-d.html">http://www.loc.gov/catdir/enhancements/fy0726/2007275073-d.html</a> |
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