Normal view MARC view ISBD view

Credit risk measurement : (Record no. 246032)

000 -LEADER
fixed length control field	01857cam a22003254a 4500
001 - CONTROL NUMBER
control field	12731666
003 - CONTROL NUMBER IDENTIFIER
control field	BD-DhUL
005 - DATE AND TIME OF LATEST TRANSACTION
control field	20190129163541.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field	020405s2002 nyua b 001 0 eng
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
LC control number	2002005431
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number	047121910X
040 ## - CATALOGING SOURCE
Original cataloging agency	DLC
Transcribing agency	DLC
Modifying agency	DLC
--	BD-DhUL
042 ## - AUTHENTICATION CODE
Authentication code	pcc
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number	HG1641
Item number	.S33 2002
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number	332.7
Item number	SAC
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name	Saunders, Anthony,
Dates associated with a name	1949-
245 10 - TITLE STATEMENT
Title	Credit risk measurement :
Remainder of title	new approaches to value at risk and other paradigms /
Statement of responsibility, etc.	Anthony Saunders, Linda Allen.
250 ## - EDITION STATEMENT
Edition statement	2nd ed.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc.	New York :
Name of publisher, distributor, etc.	John Wiley,
Date of publication, distribution, etc.	c2002.
300 ## - PHYSICAL DESCRIPTION
Extent	xiii, 319 p. :
Other physical details	ill. ;
Dimensions	24 cm.
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc	Includes bibliographical references (p. 258-275) and index.
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note	Why new approaches to credit risk measurement and management? -- Traditional approaches to credit risk measurement -- The BIS Basel international bank capital accord : January 2002 -- Loans as options : the KMV and Moody's models -- Reduced form models : KPMG's loan analysis system and Kamakura's risk manager -- The VAR approach : creditmetrics and other models -- The macro simulation approach : the Mckinsey model and other models -- The insurance approach : mortality models and the CSFP credit risk plus model -- A summary and comparison of new internal model approaches -- Overview of modern portfolio theory and its application to loan portfolios -- Loan portfolio selection and risk measurement -- Stress testing credit risk models : algorithmics mark-to-future -- Risk-adjusted return on capital models -- Off-balance sheet credit risk -- Credit derivatives.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element	Bank loans.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element	Bank management.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element	Credit
General subdivision	Management.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element	Risk management.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name	Allen, Linda,
Dates associated with a name	1954-
906 ## - LOCAL DATA ELEMENT F, LDF (RLIN)
a	7
b	cbc
c	orignew
d	1
e	ecip
f	20
g	y-gencatlg
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Koha item type	Books

Holdings
Price effective from	Date last seen	Permanent Location	Not for loan	Date acquired	Source of classification or shelving scheme	Koha item type	Lost status	Withdrawn status	Source of acquisition	Collection code	Damaged status	Shelving location	Barcode	Current Location	Full call number
2019-01-29	2019-01-29	Dhaka University Library		2006-08-21		Books			Purchased	Non Fiction		General Stacks	421251	Dhaka University Library	332.7 SAC

Dhaka University Library Online

Credit risk measurement : (Record no. 246032)