MARC details
| 000 -LEADER |
|---|
| fixed length control field |
02030nam a22003374a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20250914123702.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
020809s2002 xxua b 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
2002-005431 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
047121910X (cloth : alk. paper) |
| Terms of availability |
RM281.20 |
| 039 #9 - LEVEL OF BIBLIOGRAPHIC CONTROL AND CODING DETAIL [OBSOLETE] |
|---|
| Level of rules in bibliographic description |
200208230930 |
| Level of effort used to assign nonsubject heading access points |
hamzah |
| Level of effort used to assign subject headings |
200208230929 |
| Level of effort used to assign classification |
hamzah |
| y |
08-09-2002 |
| z |
zarina |
| 090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (RLIN) |
|---|
| Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) |
HG1641.S33 2002 |
| 090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (RLIN) |
|---|
| Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) |
HG1641 |
| 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. |
|---|
| Place of publication, distribution, etc. |
New York : |
| Name of publisher, distributor, etc. |
John Wiley, |
| Date of publication, distribution, etc. |
2002. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xiii, 319 p. : |
| Other physical details |
ill. ; |
| Dimensions |
24 cm. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Includes bibliographical references (p. 258-275) and index |
| 505 ## - 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 entry element |
Bank loans |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Bank management |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Credit |
| General subdivision |
Management |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Risk management |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Allen, Linda, |
| Dates associated with a name |
1954- |
| 907 ## - LOCAL DATA ELEMENT G, LDG (RLIN) |
|---|
| a |
.b13070769 |
| b |
2021-05-28 |
| c |
2019-11-12 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
AM |
| Suppress in OPAC |
No |
| Call number prefix |
HG1641.S33 2002 |
| 914 ## - VTLS Number |
|---|
| VTLS Number |
vtls000319643 |
| 991 ## - LOCAL NOTE (NAMA FAKULTI/INSTITUT/PUSAT) |
|---|
| a |
Pejabat Dekan Fak. Pengurusan Perniagaan |
| 998 ## - LOCAL CONTROL INFORMATION (RLIN) |
|---|
| Library |
PERPUSTAKAAN TUN SERI LANANG |
| Operator's initials, OID (RLIN) |
2002-09-08 |
| Cataloger's initials, CIN (RLIN) |
m |
| Material Type (Sierra) |
Printed Books |
| Language |
English |
| Country |
|
| -- |
0 |
| -- |
.b13070769 |
