| 000 | 01260cam a2200289 a 4500 | ||
|---|---|---|---|
| 008 | 030226s2002 nyua b 001 0 eng d | ||
| 020 | _a0071386270 | ||
| 040 |
_aUKM _cUKM |
||
| 050 | 0 | 0 |
_aHD61 _b.M267 2002 |
| 082 | 0 | 0 |
_a332.1'068'1 _bMAR |
| 100 | 1 | _aMarrison, Christopher Ian, | |
| 245 | 1 | 4 | _aThe fundamentals of risk measurement / |
| 260 |
_aNew York : _bMcGraw-Hill, _cc2002. |
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| 300 | _axi, 415 p. : | ||
| 504 | _aIncludes bibliographical references and index. | ||
| 520 | _aThe 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. | ||
| 590 | _alje 02/05/13 | ||
| 591 | _aLoan | ||
| 650 | 0 | _aBank management. | |
| 650 | 0 | _aRisk management. | |
| 650 | 0 | _aAsset-liability management. | |
| 856 | 4 | 2 | _uhttp://www.loc.gov/catdir/description/mh031/2003268918.html |
| 856 | 4 | 2 | _uhttp://www.loc.gov/catdir/bios/mh041/2003268918.html |
| 856 | 4 | 1 | _uhttp://www.loc.gov/catdir/toc/mh031/2003268918.html |
| 942 |
_2ddc _cBOOK |
||
| 949 | _a332.1'068'1 MAR | ||
| 999 |
_c671 _d671 |
||