LEADER 01773oam 2200505 450 001 9910711757303321 005 20201210172438.0 035 $a(CKB)5470000002486498 035 $a(OCoLC)1080642784 035 $a(EXLCZ)995470000002486498 100 $a20190103d1980 ua 0 101 0 $aeng 135 $aur||||||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 00$aPossible occupational health hazard associates with closed cooling systems for operating power plants 210 1$aWashington, D.C. :$cUnited States Nuclear Regulatory Commission, Office of Inspection and Enforcement,$d1980. 215 $a1 online resource 225 1 $aInformation notice ;$vno. 80-09 300 $a"March 7, 1980." 606 $aNuclear reactors$xCooling$zUnited States$xSafety measures 606 $aIndustrial safety$zUnited States 606 $aMeningoencephalitis 606 $aIndustrial safety$2fast 606 $aMeningoencephalitis$2fast 606 $aNuclear reactors$xCooling$xSafety measures$2fast 607 $aUnited States$2fast 615 0$aNuclear reactors$xCooling$xSafety measures. 615 0$aIndustrial safety 615 0$aMeningoencephalitis. 615 7$aIndustrial safety. 615 7$aMeningoencephalitis. 615 7$aNuclear reactors$xCooling$xSafety measures. 712 02$aU.S. Nuclear Regulatory Commission.$bOffice of Inspection and Enforcement, 801 0$bGPO 801 1$bGPO 801 2$bGPO 801 2$bOCLCF 801 2$bMERUC 801 2$bGPO 906 $aBOOK 912 $a9910711757303321 996 $aPossible occupational health hazard associates with closed cooling systems for operating power plants$93257359 997 $aUNINA LEADER 04735nam 2200757Ia 450 001 9910134834503321 005 20200520144314.0 010 $a9786610272037 010 $a9781280272035 010 $a1280272031 010 $a9780470668047 010 $a0470668040 010 $a9780470865965 010 $a0470865962 010 $a9780470013304 010 $a0470013303 035 $a(CKB)111004366693074 035 $a(EBL)220519 035 $a(OCoLC)475926044 035 $a(SSID)ssj0000177235 035 $a(PQKBManifestationID)11171540 035 $a(PQKBTitleCode)TC0000177235 035 $a(PQKBWorkID)10230781 035 $a(PQKB)11118770 035 $a(MiAaPQ)EBC220519 035 $a(PPN)073253405 035 $a(Perlego)2762004 035 $a(EXLCZ)99111004366693074 100 $a19980331d1998 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aImplementing value at risk /$fPhilip Best 210 $aChichester, West Sussex, England ;$aNew York, NY, USA $cJ. Wiley & Sons$dc1998 215 $a1 online resource (224 p.) 225 1 $a[Financial engineering] 300 $aDescription based upon print version of record. 311 08$a9780585224855 311 08$a0585224854 311 08$a9780471972051 311 08$a0471972053 320 $aIncludes bibliographical references (p. [199]-200) and index. 327 $aContents; Preface; Acknowledgements; 1 Defining risk and VAR; Introduction; What is risk management?; Defining risk; Traditional measurement of market risk; Value at risk - a definition; Stress testing; An assessment of VAR; Notes; 2 Covariance; Introduction; Covariance for a single position; The holding period; Liquidity and VAR; VAR for a portfolio; Extending covariance to cope with options; Summary; Notes; Appendix: Matrix multiplication; 3 Calculating VAR using simulation; Introduction; Historical simulation; Monte Carlo simulation; Summary; Notes; Appendix; Note 327 $a4 Measurement of volatility and correlationIntroduction; Non-normality; Measuring volatility; Measuring correlation; Measuring 'significance' and associated issues; Can your VAR model be relied on?; An empirical analysis of VAR model accuracy; Conclusion; Notes; 5 Implementing value at risk; Introduction; Implementing VAR - the decision process; Identifying risk factors; Interest rate assets; Interest rate instrument treatment; Foreign exchange; Commodities; Equities; Summary; Notes; 6 Stress testing; Introduction; Scenario analysis 327 $aStressing VAR - covariance and Monte Carlo simulation methodsThe problem with scenario analysis; Systematic stress testing; Conclusion; Notes; 7 Managing risk with VAR; Introduction; Establishing a risk management framework; VAR limits; Stress test limits; Summary; 8 Risk adjusted performance measurement; Introduction; Defining capital; Shareholder value analysis - a strategic decision making tool; Determining the required return on capital; Earnings volatility-based performance measures; Return on capital - VAR-based approach; Capital allocation 327 $aRewarding traders on risk adjusted performanceSummary; Notes; 9 Regulators and risk management; Introduction; Regulatory objectives; Rating agencies; Recent regulatory history; European Capital Adequacy Directive; Which BSC regime should I use?; Conclusion; Note; 10 Introduction to the spreadsheets; References and further reading; Index; A; B; C; D; E; F; G; H; I; J; K; L; M; N; O; P; Q; R; S; T; U; V; W; Y; Z 330 $aImplementing Value at Risk Philip Best Value at Risk (VAR) is an estimate of the potential loss on a trading or investment portfolio. Its use has swept the banking world and is now accepted as an essential tool in any risk manager's briefcase. Perhaps the greatest strength of VAR is that it can cope with virtually all financial products, from simple securities through to complex exotic derivatives. This allows the risk taken, across diverse trading activities, to be compared. This said, VAR is no panacea. It is as critical to understand when the use of VAR is inappropriate as it is to understa 410 0$aWiley series in financial engineering. 606 $aAsset-liability management 606 $aBank investments 615 0$aAsset-liability management. 615 0$aBank investments. 676 $a332.1 676 $a332.1/754/0681 676 $a332.17540681 676 $a658.152 700 $aBest$b Philip$0614405 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910134834503321 996 $aImplementing value at risk$91130970 997 $aUNINA LEADER 02745oam 22005294a 450 001 9910524684003321 005 20240724034018.0 010 $a1-4214-1170-9 035 $a(CKB)5360000000001015 035 $a(OCoLC)1049797909 035 $a(MdBmJHUP)muse69591 035 $a(oapen)https://directory.doabooks.org/handle/20.500.12854/88800 035 $a(MiAaPQ)EBC29138910 035 $a(Au-PeEL)EBL29138910 035 $a(oapen)doab88800 035 $a(OCoLC)1149357531 035 $a(EXLCZ)995360000000001015 100 $a20180822e20182014 uy 0 101 0 $aeng 135 $aur|||||||nn|n 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 14$aThe other population crisis $ewhat governments can do about falling birth rates /$fSteven Philip Kramer 205 $a1st ed. 210 $cJohns Hopkins University Press$d2014 210 1$aBaltimore, Maryland :$cProject Muse,$d2018 210 4$dİ2018 215 $a1 online resource (1 PDF (xiii, 172 pages)) 311 08$a1-4214-2917-9 311 08$a1-4214-2849-0 320 $aIncludes bibliographical references and index. 327 $aSwedish population policy : the pronatalism of the left -- Demography in France : from national security to family-work reconciliation -- Italy : the absence of policy -- Japan : the politics of position taking -- Singapore : the failure of activism. 330 $aIn many developed countries, population decline poses economic and social strains and may even threaten national security. Through historical-political case studies of Sweden, France, Italy, Japan, and Singapore, The Other Population Crisis explores the motivations, politics, programming, and consequences of national efforts to promote births. Steven Philip Kramer finds a significant government role in stopping declines in birth rates. Sweden's and France's pro-natalist programs, which have succeeded, share the characteristics of being universal, not means-tested, and based on gender equality and making it easy for women to balance work and family. The programs in Italy, Japan, and Singapore, which have failed so far, have not devoted sufficient resources consistently enough to make a difference and do not support gender equality and women's work-family balance, Kramer finds. 606 $aFamily policy$vCase studies 606 $aPopulation policy$vCase studies 615 0$aFamily policy 615 0$aPopulation policy 676 $a363.9/1 700 $aKramer$b Steven Philip$0550229 712 02$aProject Muse, 801 0$bMdBmJHUP 801 1$bMdBmJHUP 906 $aBOOK 912 $a9910524684003321 996 $aThe Other Population Crisis$92772183 997 $aUNINA