MARC details
| 000 -LEADER |
|---|
| fixed length control field |
06081cam a2200397Mi 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20250918231909.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
131112s2012 si a b 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780470827499 (Paperback) |
| Terms of availability |
RM165.30 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
0470827491 (Paperback) |
| 039 #9 - LEVEL OF BIBLIOGRAPHIC CONTROL AND CODING DETAIL [OBSOLETE] |
|---|
| Level of rules in bibliographic description |
201312130916 |
| Level of effort used to assign nonsubject heading access points |
baiti |
| y |
11-12-2013 |
| z |
rahah |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
AU@ |
| Language of cataloging |
eng |
| Modifying agency |
UKM |
| 090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (RLIN) |
|---|
| Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) |
HG3751.H666 |
| 090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (RLIN) |
|---|
| Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) |
HG3751 |
| Local cutter number (OCLC) ; Book number/undivided call number, CALL (RLIN) |
. H666 |
| 110 2# - MAIN ENTRY--CORPORATE NAME |
|---|
| Corporate name or jurisdiction name as entry element |
Hong Kong Institute of Bankers |
| Relator term |
author. |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Credit risk management / |
| Statement of responsibility, etc. |
the Hong Kong Institute of Bankers. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Place of publication, distribution, etc. |
[s.l.] : |
| Name of publisher, distributor, etc. |
John Wiley and Sons, |
| Date of publication, distribution, etc. |
2010. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Singapore |
| Name of producer, publisher, distributor, manufacturer |
Wiley, John Wiley & Sons Singapore Pte. Ltd., |
| Date of production, publication, distribution, manufacture, or copyright notice |
2012. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xii, 447 pages : |
| Other physical details |
illustrations (some color) ; |
| Dimensions |
25 cm. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Machine generated contents note: pt. 1 THE CREDIT RISK FRAMEWORK -- 1.Definitions and Concepts -- Learning Objectives -- Introduction -- What is Credit? -- Evolution of Credit Markets -- What is Credit Risk? -- Building Blocks of Portfolio Risk -- Default -- Portfolio Performance Metrics -- Data and Data Systems -- Risk Control Framework and Governance -- Summary -- Key Terms -- Study Guide -- Further Reading -- 2.Active Credit Portfolio Management -- Learning Objectives -- Introduction -- What is ACPM? -- Mark-to-market Approach -- Metrics for ACPM -- Data and Models -- Summary -- Key Terms -- Study Guide -- Further Reading -- 3.Capital Adequacy Framework -- Learning Objectives -- Introduction -- Capital Adequacy Under Basel I -- Basel Il's Three Pillar Approach -- Basel III (2010) -- Capital Adequacy in Hong Kong -- Implementation Issues -- Summary -- Key Terms -- Study Guide -- Further Reading -- pt. 2 CAPITAL REQUIREMENTS ON CREDIT RISK UNDER BASEL -- |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Contents note continued: 4.Standardised Approach to Credit Risk -- Learning Objectives -- Introduction -- Standardised Approach to Credit Risk -- Individual Claims -- Credit Risk Mitigation -- Securitization Exposures -- Summary -- Key Terms -- Study Guide -- Further Reading -- 5.Internal Ratings-Based Approach -- Learning Objectives -- Introduction -- What is the IRB Approach? -- Building Blocks of the IRB Approaches -- IRB and Selected Exposures -- Internal Rating System -- Validation of IRB Models -- Summary -- Key Terms -- Study Guide -- Further Reading -- pt. 3 CREDIT RISK AND PORTFOLIO MODELS -- 6.Structural Models -- Learning Objectives -- Introduction -- Basic Structural Model -- Black-Scholes-Merton -- Valuation -- Black-Cox -- Vasicek-Kealhofer -- Stochastic Interest Rates -- Endogenous Default Barrier -- Corporate Transaction Analysis -- Liquidity -- Other Structural Approaches -- Summary -- Key Terms -- Study Guide -- Further Reading -- 7.Econometric Models -- |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Contents note continued: Learning Objectives -- Introduction -- Discrete-choice Models -- Hazard Rate (Duration) Models -- Practical Applications -- Calibrating Econometric Models -- Calibrating to Ratings -- Interpreting the Relative Influence of Factors in Econometric Models -- Data Issues -- Summary -- Key Terms -- Study Guide -- Further Reading -- 8.Loss Given Default -- Learning Objectives -- Introduction -- Timeline of Default Resolution -- Measures of LGD -- Multifactor Approach to LGD -- Regression Framework -- Summary -- Key Terms -- Study Guide -- Further Reading -- 9.Reduced-form Models -- Learning Objectives -- Introduction -- Reduced-form Models in Context -- Basic Intensity Models -- DSL Framework -- Credit Rating Transition Models -- Default Probability Density Version of Intensity Models -- Generic Credit Curves -- Summary -- Key Terms -- Study Guide -- Further Reading -- 10.PD Model Validation -- Learning Objectives -- Introduction -- Parameter Robustness -- |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Contents note continued: Measures of Model Power -- Measures of PD Levels and Calibration -- Sample Size and Confidence Bounds -- Assessing the Economic Value of More Powerful PD Models -- Designing Validation Tests -- Summary -- Key Terms -- Study Guide -- Further Reading -- 11.Portfolio Models -- Learning Objectives -- Introduction -- Measuring Portfolio Diversification -- Portfolio Risk Assuming No Credit Migration -- Structural Models of Default Correlation -- Credit Migration -- Model of Value Correlation -- Probability of Large Losses -- Valuation -- Return Calculations -- Risk Calculations -- Portfolio Loss Distribution -- Capital -- Economic Capital and Portfolio Management -- Improving Portfolio Performance -- Performance Metrics -- Reduced-form Models and Portfolio Modelling -- Correlation in Intensity Models -- Copulas -- Integrating Market and Credit Risk -- Counterparty Risk in CDS and Credit Portfolios -- Stress-testing -- Summary -- Key Terms -- Study Guide -- |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Contents note continued: Further Reading -- pt. 4 CREDIT DERIVATIVES AND STRUCTURED CREDIT PRODUCTS -- 12.Credit Derivatives -- Learning Objectives -- Introduction -- What are Credit Derivatives? -- Credit Default Swap -- Total Return Swaps -- Credit-linked Notes -- Credit Spread Derivatives -- Pricing Credit Derivatives -- Summary -- Key Terms -- Study Guide -- Further Reading -- 13.Structured Credit Products -- Learning Objectives -- Introduction -- Securitisation -- Asset Backed Security -- Collateralised Debt Obligation -- Capital Charge Requirements -- Derivatives and Structured Credit as Risk Management Tools -- Summary -- Key Terms -- Study Guide -- Further Reading. |
| 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 |
Banks and banking |
| General subdivision |
Risk management. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Bank loans. |
| 907 ## - LOCAL DATA ELEMENT G, LDG (RLIN) |
|---|
| a |
.b15767644 |
| b |
2019-11-12 |
| c |
2019-11-12 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
AM |
| Suppress in OPAC |
No |
| Call number prefix |
HG3751.H666 |
| 914 ## - VTLS Number |
|---|
| VTLS Number |
vtls003544388 |
| 990 ## - EQUIVALENCES OR CROSS-REFERENCES [LOCAL, CANADA] |
|---|
| Link information for 9XX fields |
baiti |
| 991 ## - LOCAL NOTE (NAMA FAKULTI/INSTITUT/PUSAT) |
|---|
| a |
Fakulti Ekonomi & Pengurusan |
| 998 ## - LOCAL CONTROL INFORMATION (RLIN) |
|---|
| Library |
PERPUSTAKAAN TUN SERI LANANG |
| Operator's initials, OID (RLIN) |
2013-12-11 |
| Cataloger's initials, CIN (RLIN) |
m |
| Material Type (Sierra) |
Printed Books |
| Language |
English |
| Country |
|
| -- |
0 |
| -- |
.b15767644 |
