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| 008 | 190918s2015 nju ob 001 0 eng | ||
| 010 | _a2015-021954 | ||
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_a9781119157236 _qelectronic bk. |
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| 020 | _z9781119135517 (cloth) | ||
| 020 | _z9781119157502 | ||
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_a7FFED09D-EECD-401A-96F9-188D20A8CB11 _bOverDrive, Inc. _nhttp://www.overdrive.com |
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_y09-18-2019 _zhafiz _wUKM UBCM Wiley MARC (363 titles).mrc _x53 |
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_a658.15/5 _223 |
| 100 | 1 |
_aSkoglund, Jimmy, _d1971- |
|
| 245 | 1 | 0 |
_aFinancial risk management : _bapplications in market, credit, asset and liability management and firmwide risk / _cJimmy Skoglund, Wei Chen. |
| 264 | 1 |
_aHoboken, New Jersey : _bJohn Wiley & Sons, Inc., _c[2015] |
|
| 300 | _a1 online resource. | ||
| 336 |
_atext _2rdacontent |
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| 337 |
_acomputer _2rdamedia |
||
| 338 |
_aonline resource _2rdacarrier |
||
| 490 | 1 | _aWiley finance series | |
| 504 | _aIncludes bibliographical references and index. | ||
| 505 | 0 | _a''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 | _a''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 | _a''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 | _a''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 | _a''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 | _aDescription based on print version record and CIP data provided by publisher. | ||
| 650 | 0 |
_aFinancial institutions _xRisk management. |
|
| 650 | 0 |
_aBanks and banking _xRisk management. |
|
| 650 | 0 | _aFinancial risk management. | |
| 655 | 4 | _aElectronic books. | |
| 700 | 1 |
_aChen, Wei, _d1968 November 10- |
|
| 776 | 0 | 8 |
_iPrint version: _aSkoglund, Jimmy, 1971- _tFinancial risk management _dHoboken, New Jersey : John Wiley & Sons, Inc., [2015] _z9781119135517 _w(DLC) 2015020152 |
| 830 | 0 | _aWiley finance series. | |
| 856 | 4 | 0 |
_uhttps://eresourcesptsl.ukm.remotexs.co/user/login?url=https://doi.org/10.1002/9781119157502 _zWiley Online Library |
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