000 01428cam a22003254a 4500
008 020405t2002 nyuad erb 001 0 eng
020 _a047121910X (cloth : alk. paper)
040 _aDLC
_cDLC
050 0 0 _aHG1641
_b.S33 2002
082 0 0 _a332.1'2'0684
_bSAU
100 1 _aSaunders, Anthony,
245 1 0 _aCredit risk measurement :
_bnew approaches to value at risk and other paradigms /
250 _a2nd ed.
260 _aNew York :
_bJohn Wiley,
_cc2002.
300 _axiii, 319 p. :
504 _aIncludes bibliographical references (p. 258-275) and index.
520 _aThis book follows a ''building block'' approach. Chapter 1 provides the motivation for the recent growth of the new credit risk models. Chapter 2 briefly overviews traditional models of credit risk measurement. Chapter 3 through 8 examine the approaches of the new models to evaluating individual borrower(or counterparty) credit risk and to the valuation of individual loans.
590 _agau 30/04/14
591 _aLoans
650 0 _aBank management.
650 0 _aRisk management.
650 0 _aCredit
650 0 _aBank loans.
700 1 _aAllen, Linda,
856 4 2 _uhttp://www.loc.gov/catdir/description/wiley036/2002005431.html
856 4 2 _uhttp://www.loc.gov/catdir/bios/wiley044/2002005431.html
856 4 1 _uhttp://www.loc.gov/catdir/toc/wiley022/2002005431.html
942 _2ddc
_cBOOK
949 _a332.1'2'0684 SAU
999 _c130
_d130