Coverart for item
The Resource Credit risk measurement in and out of the financial crisis : new approaches to value at risk and other paradigms, Anthony Saunders, Linda Allen

Credit risk measurement in and out of the financial crisis : new approaches to value at risk and other paradigms, Anthony Saunders, Linda Allen

Label
Credit risk measurement in and out of the financial crisis : new approaches to value at risk and other paradigms
Title
Credit risk measurement in and out of the financial crisis
Title remainder
new approaches to value at risk and other paradigms
Statement of responsibility
Anthony Saunders, Linda Allen
Creator
Contributor
Subject
Genre
Language
eng
Summary
A classic book on credit risk management is updated to reflect the current economic crisis. Credit Risk Management In and Out of the Financial Crisi s dissects the 2007-2008 credit crisis and provides solutions for professionals looking to better manage risk through modeling and new technology. This book is a complete update to Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms, reflecting events stemming from the recent credit crisis. Authors Anthony Saunders and Linda Allen address everything from the implications of new regulations to how the new rules will change
Member of
Cataloging source
N$T
http://library.link/vocab/creatorDate
1949-
http://library.link/vocab/creatorName
Saunders, Anthony
Dewey number
332.1/20684
Illustrations
illustrations
Index
index present
Language note
English
LC call number
HG1641
LC item number
.S33 2010eb
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorDate
  • 1954-
  • 1949-
http://library.link/vocab/relatedWorkOrContributorName
  • Allen, Linda
  • Saunders, Anthony
Series statement
Wiley finance series
http://library.link/vocab/subjectName
  • Bank loans
  • Bank management
  • Credit
  • Risk management
  • BUSINESS & ECONOMICS
  • Bank loans
  • Bank management
  • Credit
  • Risk management
Label
Credit risk measurement in and out of the financial crisis : new approaches to value at risk and other paradigms, Anthony Saunders, Linda Allen
Instantiates
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • Credit Risk Measurement In and Out of the Financial Crisis, Third Edition: New Approaches to Value at Risk and Other Paradigms; Contents; List of Abbreviations; Preface; Part One: Bubbles and Crises: The Global Financial Crisis of 20072009; Chapter 1: Setting the Stage for Financial Meltdown; Chapter 2: The Three Phases of the Credit Crisis; Chapter 3: The Crisis and Regulatory Failure; Part Two: Probability of Default Estimation; Chapter 4: Loans as Options: The Moody's KMV Model; Chapter 5: Reduced Form Models: Kamakura's Risk Manager; Chapter 6: Other Credit Risk Models
  • Part Three: Estimation of Other Model ParametersChapter 7: A Critical Parameter: Loss Given Default; Chapter 8: The Credit Risk of Portfolios and Correlations; Part Four: Putting the Parameters Together; Chapter 9: The VAR Approach: CreditMetrics and Other Models; Chapter 10: Stress Testing Credit Risk Models: Algorithmics Mark-to-Future; Chapter 11: RAROC Models; Part Five: Credit Risk Transfer Mechanisms; Chapter 12: Credit Deriv
Control code
635947434
Dimensions
unknown
Edition
3rd ed.
Extent
1 online resource (xvi, 380 pages)
File format
unknown
Form of item
online
Isbn
9781118267981
Lccn
2009044765
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
illustrations
http://library.link/vocab/ext/overdrive/overdriveId
  • 268428
  • 16e03592-e4d2-4a70-b360-9d7d052d3109
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)635947434
Label
Credit risk measurement in and out of the financial crisis : new approaches to value at risk and other paradigms, Anthony Saunders, Linda Allen
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • Credit Risk Measurement In and Out of the Financial Crisis, Third Edition: New Approaches to Value at Risk and Other Paradigms; Contents; List of Abbreviations; Preface; Part One: Bubbles and Crises: The Global Financial Crisis of 20072009; Chapter 1: Setting the Stage for Financial Meltdown; Chapter 2: The Three Phases of the Credit Crisis; Chapter 3: The Crisis and Regulatory Failure; Part Two: Probability of Default Estimation; Chapter 4: Loans as Options: The Moody's KMV Model; Chapter 5: Reduced Form Models: Kamakura's Risk Manager; Chapter 6: Other Credit Risk Models
  • Part Three: Estimation of Other Model ParametersChapter 7: A Critical Parameter: Loss Given Default; Chapter 8: The Credit Risk of Portfolios and Correlations; Part Four: Putting the Parameters Together; Chapter 9: The VAR Approach: CreditMetrics and Other Models; Chapter 10: Stress Testing Credit Risk Models: Algorithmics Mark-to-Future; Chapter 11: RAROC Models; Part Five: Credit Risk Transfer Mechanisms; Chapter 12: Credit Deriv
Control code
635947434
Dimensions
unknown
Edition
3rd ed.
Extent
1 online resource (xvi, 380 pages)
File format
unknown
Form of item
online
Isbn
9781118267981
Lccn
2009044765
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
illustrations
http://library.link/vocab/ext/overdrive/overdriveId
  • 268428
  • 16e03592-e4d2-4a70-b360-9d7d052d3109
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)635947434

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