| 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 |
||