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05529nam a2200757 4500 |
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ocn910664681 |
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OCoLC |
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20170124072114.8 |
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m o d |
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150602s2015 nju ob 001 0 eng |
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|a 2015021954
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|a DLC
|b eng
|e rda
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|a 929528183
|a 930603581
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|a 9781119157236
|q electronic bk.
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|a 1119157234
|q electronic bk.
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|a 9781119157243
|q electronic bk.
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|a 1119157242
|q electronic bk.
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|z 9781119135517 (cloth)
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|z 9781119157502
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|z 1119157501
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|z 1119135516
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|a (OCoLC)910664681
|z (OCoLC)929528183
|z (OCoLC)930603581
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|a CL0500000678
|b Safari Books Online
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| 037 |
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|a 7FFED09D-EECD-401A-96F9-188D20A8CB11
|b OverDrive, Inc.
|n http://www.overdrive.com
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|a 658.15/5
|2 23
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| 049 |
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|a MAIN
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| 100 |
1 |
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|a Skoglund, Jimmy,
|d 1971-
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| 245 |
1 |
0 |
|a Financial risk management :
|b applications in market, credit, asset and liability management and firmwide risk /
|c Jimmy Skoglund, Wei Chen.
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| 264 |
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1 |
|a Hoboken, New Jersey :
|b John Wiley & Sons, Inc.,
|c [2015]
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| 300 |
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|a 1 online resource.
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| 336 |
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|a text
|2 rdacontent
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| 337 |
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|a computer
|2 rdamedia
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| 338 |
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|a online resource
|2 rdacarrier
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| 490 |
1 |
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|a Wiley finance series
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|a Includes bibliographical references and index.
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|a Description based on print version record and CIP data provided by publisher.
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0 |
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|a ""Series page -- Title Page -- Copyright -- Table of Contents -- Preface -- About this book -- Whom is this book for? -- Outline of the book -- Acknowledgments -- Chapter 1: Introduction -- Banks and Risk Management -- Evolution of Bank Capital Regulation -- Creating Value from Risk Management -- Financial Risk Systems -- Model Risk Management -- Part One: Market Risk -- Chapter 2: Market Risk with the Normal Distribution -- Linear Portfolios -- Quadratic Portfolios -- Simulation-Based Valuation -- Chapter 3: Advanced Market Risk Analysis""
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8 |
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|a ""Risk Measures, Risk Contributions, and Risk Information -- Modeling the Stylized Facts of Financial Time Series -- Time Scaling VaR and VaR with Trading -- Market Liquidity Risk -- Scenario Analysis and Stress Testing -- Portfolio Optimization -- Developments in the Market Risk Internal Models Capital Regulation -- Part Two: Credit Risk -- Chapter 4: Portfolio Credit Risk -- Issuer Credit Risk in Wholesale Exposures and Trading Book -- Credit Models for the Banking Book -- Firmwide Portfolio Credit Risk and Credit Risk Dependence -- Credit Risk Stress Testing""
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| 505 |
8 |
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|a ""Features of New Generation Portfolio Credit Risk Models -- Hedging Credit Risk -- Regulatory Capital for Credit Risk -- Appendix -- Chapter 5: Counterparty Credit Risk -- Counterparty Pricing and Exposure -- CVA Risks -- Portfolios of Derivatives -- Recent Counterparty Credit Risk Developments -- Counterparty Credit Risk Regulation -- Part Three: Asset and Liability Management -- Chapter 6: Liquidity Risk Management with Cash Flow Models -- Measurement of Liquidity Risk -- Liquidity Exposure -- Hedging the Liquidity Exposure -- Structural Liquidity Planning""
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| 505 |
8 |
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|a ""Components of the Liquidity Hedging Program -- Cash Liquidity Risk and Liquidity Risk Measures -- Regulation for Liquidity Risk -- Chapter 7: Funds Transfer Pricing and Profitability of Cash Flows -- Basic Funds Transfer Pricing Concept -- Risk-Based Funds Transfer Pricing -- Funds Transfer Rate and Risk Adjusted Returns -- Profitability Measures and Decompositions -- Banking Book Fair Value with Funds Transfer Rates -- A Note on the Scope of Funds Transfer Pricing -- Regulation and Profitability Analysis -- Part Four: Firmwide Risk""
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| 505 |
8 |
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|a ""Chapter 8: Firmwide Risk Aggregation -- Correlated Aggregation and Firmwide Risk Levels -- Mixed Copula Aggregation -- Capital Allocation in Risk Aggregation -- Risk Aggregation and Regulation -- Chapter 9: Firmwide Scenario Analysis and Stress Testing -- Firmwide Scenario Model Approaches -- Firmwide Risk Capital Measures -- Regulatory Stress Scenario Approach -- The Future of Firmwide Stress Testing -- References -- Index -- End User License Agreement""
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| 650 |
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|a Financial institutions
|x Risk management.
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| 650 |
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0 |
|a Banks and banking
|x Risk management.
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| 650 |
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0 |
|a Financial risk management.
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| 650 |
|
7 |
|a BUSINESS & ECONOMICS / Industrial Management
|2 bisacsh
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| 650 |
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7 |
|a BUSINESS & ECONOMICS / Management
|2 bisacsh
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| 650 |
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7 |
|a BUSINESS & ECONOMICS / Management Science
|2 bisacsh
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| 650 |
|
7 |
|a BUSINESS & ECONOMICS / Organizational Behavior
|2 bisacsh
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| 655 |
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4 |
|a Electronic books.
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| 700 |
1 |
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|a Chen, Wei,
|d 1968 November 10-
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| 776 |
0 |
8 |
|i Print version:
|a Skoglund, Jimmy, 1971-
|t Financial risk management
|d Hoboken, New Jersey : John Wiley & Sons, Inc., [2015]
|z 9781119135517
|w (DLC) 2015020152
|
| 830 |
|
0 |
|a Wiley finance series.
|
| 856 |
4 |
0 |
|u https://doi.org/10.1002/9781119157502
|z Full Text via HEAL-Link
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| 994 |
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|a 92
|b DG1
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