| 000 | 00804nam a2200145Ia 4500 | ||
|---|---|---|---|
| 020 | _a0-07-135731-9 | ||
| 100 | _aCrouhy, Michael; Galai, Dan; Mark, R | ||
| 245 | _aRisk management | ||
| 260 |
_c2000 _bMcGraw-Hill Inc _aNew York |
||
| 300 |
_axxiii, 717p. _b23 cm ; Hard Bound |
||
| 500 | _a$70/- | ||
| 505 | _a1. The Need for Risk Management Systems 2. The New Regulatory and Corporate Environment 3. Structuring and Managing the Risk Management Function in a Bank 4. The New BIS Capital Requirements for Financial Risks 5. Measuring Market Risk: The VaR Approach 6. Measuring Market Risk: Extensions of the VaR Approach and Testing the Models 7. Credit Rating Systems 8. The Credit Migration Approach to Measuring Credit Risk | ||
| 650 |
_aRisk Management _aRisk Assessment & Management |
||
| 942 | _cBK | ||
| 999 |
_c85120 _d85120 |
||