LEADER 02476nam 2200625 a 450 001 9910511508303321 005 20200520144314.0 010 $a1-281-27939-0 010 $a9786611279394 010 $a0-08-057005-4 035 $a(CKB)1000000000413507 035 $a(EBL)340614 035 $a(OCoLC)317384509 035 $a(SSID)ssj0000108748 035 $a(PQKBManifestationID)11138061 035 $a(PQKBTitleCode)TC0000108748 035 $a(PQKBWorkID)10059957 035 $a(PQKB)10862971 035 $a(PQKBManifestationID)16030783 035 $a(PQKB)23793458 035 $a(MiAaPQ)EBC340614 035 $a(PPN)170601978 035 $a(EXLCZ)991000000000413507 100 $a20071109d2008 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 14$aThe banker's handbook on credit risk $eimplementing Basel II /$fMorton Glantz, Johnathan Mun 210 $aAmsterdam ;$aBoston $cAcademic Press/Elsevier$dc2008 215 $a1 online resource (433 p.) 300 $aDescription based upon print version of record. 311 $a0-12-373666-8 320 $aIncludes bibliographical references and index. 327 $aFront cover 330 $aThe 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-base 606 $aBank loans$xManagement 606 $aAsset-liability management 606 $aCredit analysis 606 $aBanks and banking$xRisk management 615 0$aBank loans$xManagement. 615 0$aAsset-liability management. 615 0$aCredit analysis. 615 0$aBanks and banking$xRisk management. 676 $a332.1068 700 $aGlantz$b Morton$0151559 701 $aMun$b Johnathan$0522724 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910511508303321 996 $aThe banker's handbook on credit risk$92551946 997 $aUNINA