02529nam 2200649 a 450 991051150830332120170815111304.01-281-27939-097866112793940-08-057005-4(CKB)1000000000413507(EBL)340614(OCoLC)317384509(SSID)ssj0000108748(PQKBManifestationID)11138061(PQKBTitleCode)TC0000108748(PQKBWorkID)10059957(PQKB)10862971(PQKBManifestationID)16030783(PQKB)23793458(MiAaPQ)EBC340614(PPN)170601978(EXLCZ)99100000000041350720071109d2008 uy 0engur|n|---|||||txtccrThe banker's handbook on credit risk implementing Basel II /Morton Glantz, Johnathan MunAmsterdam ;Boston Academic Press/Elsevierc20081 online resource (433 p.)Description based upon print version of record.0-12-373666-8 Includes bibliographical references and index.Front coverThe Banker's Handbook on Credit Risk shows you how to comply with Basel II regulations on credit risk step by step, building on the basics in credit risk up to advanced credit risk methodologies. This advanced credit/risk management book takes a ""new tools"" approach to Basel II implementation. The hands-on applications covered in this book are vast, including areas of Basel II banking risk requirements (credit risk, credit spreads, default risk, value at risk, market risk, and so forth) and financial analysis (exotic options and valuation), to risk analysis (stochastic forecasting, risk-baseBank loansManagementAsset-liability managementCredit analysisBanks and bankingRisk managementBank loansManagement.Asset-liability management.Credit analysis.Banks and bankingRisk management.332.1068332.1068 22332.1068Glantz Morton151559Mun Johnathan522724MiAaPQMiAaPQMiAaPQBOOK9910511508303321The banker's handbook on credit risk2551946UNINA