Financial risk management : (Record no. 643433)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 05617cam a2200769 i 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250919132324.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS | |
| fixed length control field | m o d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr ||||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 190918s2015 nju ob 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
| LC control number | 2015-021954 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781119157236 |
| Qualifying information | electronic bk. |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1119157234 |
| Qualifying information | electronic bk. |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781119157243 |
| Qualifying information | electronic bk. |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1119157242 |
| Qualifying information | electronic bk. |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 9781119135517 (cloth) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 9781119157502 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 1119157501 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 1119135516 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | AU@ |
| System control number | 000054861838 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | NLGGC |
| System control number | 396107656 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | DEBBG |
| System control number | BV043625929 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | DEBSZ |
| System control number | 473871130 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | DEBBG |
| System control number | BV043397855 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)910664681 |
| Canceled/invalid control number | (OCoLC)929528183 |
| -- | (OCoLC)930603581 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)ocn910664681 |
| 037 ## - SOURCE OF ACQUISITION | |
| Stock number | CL0500000678 |
| Source of stock number/acquisition | Safari Books Online |
| 037 ## - SOURCE OF ACQUISITION | |
| Stock number | 7FFED09D-EECD-401A-96F9-188D20A8CB11 |
| Source of stock number/acquisition | OverDrive, Inc. |
| Note | http://www.overdrive.com |
| 039 #9 - LEVEL OF BIBLIOGRAPHIC CONTROL AND CODING DETAIL [OBSOLETE] | |
| y | 09-18-2019 |
| z | hafiz |
| w | UKM UBCM Wiley MARC (363 titles).mrc |
| x | 53 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | DLC |
| Language of cataloging | eng |
| Description conventions | rda |
| Transcribing agency | DLC |
| Modifying agency | YDX |
| -- | NST |
| -- | IDEBK |
| -- | YDXCP |
| -- | DG1 |
| -- | CDX |
| -- | EBLCP |
| -- | CCO |
| -- | UMI |
| -- | OCLCO |
| -- | RECBK |
| -- | COO |
| -- | TEFOD |
| -- | DEBSZ |
| -- | DEBBG |
| -- | KSU |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | pcc |
| 049 ## - LOCAL HOLDINGS (OCLC) | |
| Holding library | MAIN |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG173 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | BUS |
| Subject category code subdivision | 082000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | BUS |
| Subject category code subdivision | 041000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | BUS |
| Subject category code subdivision | 042000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | BUS |
| Subject category code subdivision | 085000 |
| Source | bisacsh |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 658.15/5 |
| Edition information | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Skoglund, Jimmy, |
| Dates associated with a name | 1971- |
| 245 10 - TITLE STATEMENT | |
| Title | Financial risk management : |
| Remainder of title | applications in market, credit, asset and liability management and firmwide risk / |
| Statement of responsibility, etc. | Jimmy Skoglund, Wei Chen. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Hoboken, New Jersey : |
| Name of producer, publisher, distributor, manufacturer | John Wiley & Sons, Inc., |
| Date of production, publication, distribution, manufacture, or copyright notice | [2015] |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource. |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | computer |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | online resource |
| Source | rdacarrier |
| 490 1# - SERIES STATEMENT | |
| Series statement | Wiley finance series |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc. note | Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | ''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'' |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | ''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'' |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | ''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'' |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | ''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'' |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | ''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'' |
| 588 ## - SOURCE OF DESCRIPTION NOTE | |
| Source of description note | Description based on print version record and CIP data provided by publisher. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Financial institutions |
| General subdivision | Risk 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 | Financial risk management. |
| 655 #4 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Chen, Wei, |
| Dates associated with a name | 1968 November 10- |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Print version: |
| Main entry heading | Skoglund, Jimmy, 1971- |
| Title | Financial risk management |
| Place, publisher, and date of publication | Hoboken, New Jersey : John Wiley & Sons, Inc., [2015] |
| International Standard Book Number | 9781119135517 |
| Record control number | (DLC) 2015020152 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Wiley finance series. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://eresourcesptsl.ukm.remotexs.co/user/login?url=https://doi.org/10.1002/9781119157502">https://eresourcesptsl.ukm.remotexs.co/user/login?url=https://doi.org/10.1002/9781119157502</a> |
| Public note | Wiley Online Library |
| 907 ## - LOCAL DATA ELEMENT G, LDG (RLIN) | |
| a | .b16755467 |
| b | 2022-10-25 |
| c | 2019-11-12 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Suppress in OPAC | No |
| 914 ## - VTLS Number | |
| VTLS Number | vtls003651203 |
| 998 ## - LOCAL CONTROL INFORMATION (RLIN) | |
| Library | |
| Operator's initials, OID (RLIN) | 2019-05-09 |
| Cataloger's initials, CIN (RLIN) | m |
| Material Type (Sierra) | Printed Books |
| Language | English |
| Country | |
| -- | 0 |
| -- | .b16755467 |
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