rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Financial risk management
    sub title: applications in market, credit, asset and liability management and firmwide risk
  name:
    name part: Skoglund, Jimmy
    name part: 1971-
    role:
      role term: creator
  name:
    name part: Chen, Wei
    name part: 1968 November 10-
  type of resource: text
  genre: bibliography
  genre: Electronic books.
  origin info:
    place:
      place term: nju
    date issued: 2015
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource.
  table of contents: ""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""
  table of contents: ""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""
  table of contents: ""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""
  table of contents: ""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""
  table of contents: ""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""
  note: Jimmy Skoglund, Wei Chen.
  note: Includes bibliographical references and index.
  subject:
    topic: Financial institutions
    topic: Risk management
  subject:
    topic: Banks and banking
    topic: Risk management
  subject:
    topic: Financial risk management
  subject:
    topic: BUSINESS & ECONOMICS / Industrial Management
  subject:
    topic: BUSINESS & ECONOMICS / Management
  subject:
    topic: BUSINESS & ECONOMICS / Management Science
  subject:
    topic: BUSINESS & ECONOMICS / Organizational Behavior
  classification: HG173
  classification: 658.15/5
  related item:
    title info:
      title: Financial risk management
    name:
      name part: Skoglund, Jimmy, 1971-
    origin info:
      publisher: Hoboken, New Jersey : John Wiley & Sons, Inc., [2015]
    identifier: (DLC) 2015020152
  related item:
    title info:
      title: Wiley finance series
  identifier: 9781119157236
  identifier: 1119157234
  identifier: 9781119157243
  identifier: 1119157242
  identifier: 9781119135517 (cloth)
  identifier: 9781119157502
  identifier: 1119157501
  identifier: 1119135516
  identifier: 2015021954
  identifier: CL0500000678 Safari Books Online
  identifier: 7FFED09D-EECD-401A-96F9-188D20A8CB11 OverDrive, Inc.
  identifier: https://doi.org/10.1002/9781119157502
  record info:
    record content source: DLC
    record creation date: 150602
    record change date: 20170124072114.8
    record identifier: ocn910664681
    language of cataloging:
      language term: eng