000			02030nam a22003374a 4500
005			20250914123702.0
008			020809s2002 xxua b 001 0 eng
010			_a2002-005431
020			_a047121910X (cloth : alk. paper) _cRM281.20
039		9	_a200208230930 _bhamzah _c200208230929 _dhamzah _y08-09-2002 _zzarina
090			_aHG1641.S33 2002
090			_aHG1641
100	1		_aSaunders, Anthony, _d1949-
245	1	0	_aCredit risk measurement : _bnew approaches to value at risk and other paradigms / _cAnthony Saunders, Linda Allen
250			_a2nd ed.
260			_aNew York : _bJohn Wiley, _c2002.
300			_axiii, 319 p. : _bill. ; _c24 cm.
504			_aIncludes bibliographical references (p. 258-275) and index
505			_aWhy 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	_aBank loans
650		0	_aBank management
650		0	_aCredit _xManagement
650		0	_aRisk management
700	1		_aAllen, Linda, _d1954-
907			_a.b13070769 _b2021-05-28 _c2019-11-12
942			_c01 _n0 _kHG1641.S33 2002
914			_avtls000319643
991			_aPejabat Dekan Fak. Pengurusan Perniagaan
998			_at _b2002-09-08 _cm _da _feng _gxxu _y0 _z.b13070769
999			_c306831 _d306831