The fundamentals of risk measurement /
Material type:
TextPublication details: New York : McGraw-Hill, c2002.Description: xi, 415 pISBN: - 0071386270
- 332.1'068'1 MAR
- HD61 .M267 2002
| Item type | Current library | Collection | Call number | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|
Monograph & others
|
CBN HQ Library General Stacks | Non-fiction | 332.1'068'1 MAR (Browse shelf(Opens below)) | Available | 31008100000526 |
Browsing CBN HQ Library shelves, Shelving location: General Stacks, Collection: Non-fiction Close shelf browser (Hides shelf browser)
| No cover image available | No cover image available | |||||||
| 332.1068'1 MAC The banking systems of Great Britain, France, Germany, and the United States of America / | 332.1068'1 MAN Managing and measuring capital : | 332.1068'1 MAN Managing and measuring capital : | 332.1'068'1 MAR The fundamentals of risk measurement / | 332.1068'1 MAT Bank soundness : | 332.1'0681 ONY Analysing and managing risks of bank lending / | 332.1'0681 ONY Analysing and managing risks of bank lending / |
Includes bibliographical references and index.
The book discusses the meaning of capital and how the risks that a bank faces are related to the amount of capital that the bank should hold. This book describes two building blocks of integrated risk measurement. It reviews statistical relationships used in risk measurement and provides reference material. It describes ways to measure market risks.
lje 02/05/13
Loan
There are no comments on this title.