LEADER 03874nam 2200757Ia 450 001 9910824767803321 005 20200520144314.0 010 $a1-282-68428-0 010 $a9786612684289 010 $a1-118-26798-2 010 $a0-470-62236-9 035 $a(CKB)2670000000018836 035 $a(EBL)529953 035 $a(SSID)ssj0000415111 035 $a(PQKBManifestationID)11296654 035 $a(PQKBTitleCode)TC0000415111 035 $a(PQKBWorkID)10410494 035 $a(PQKB)11049315 035 $a(Au-PeEL)EBL529953 035 $a(CaPaEBR)ebr10383574 035 $a(CaONFJC)MIL268428 035 $a(OCoLC)635947434 035 $a(FR-PaCSA)88808457 035 $a(CaSebORM)9780470478349 035 $a(MiAaPQ)EBC529953 035 $a(OCoLC)460061996 035 $a(FINmELB)ELB178252 035 $a(EXLCZ)992670000000018836 100 $a20131022d2010 uy 0 101 0 $aeng 135 $aurunu||||| 181 $ctxt 182 $cc 183 $acr 200 10$aCredit risk measurement in and out of the financial crisis $enew approaches to value at risk and other paradigms /$fAnthony Saunders, Linda Allen 205 $a3rd ed. 210 $aHoboken, NJ $cWiley$dc2010 215 $a1 online resource (399 p.) 225 1 $aWiley finance series 300 $aDescription based upon print version of record. 311 $a0-470-47834-9 320 $aIncludes bibliographical references and index. 327 $aCredit Risk Measurement In and Out of the Financial Crisis, Third Edition: New Approaches to Value at Risk and Other Paradigms; Contents; List of Abbreviations; Preface; Part One: Bubbles and Crises: The Global Financial Crisis of 2007-2009; Chapter 1: Setting the Stage for Financial Meltdown; Chapter 2: The Three Phases of the Credit Crisis; Chapter 3: The Crisis and Regulatory Failure; Part Two: Probability of Default Estimation; Chapter 4: Loans as Options: The Moody's KMV Model; Chapter 5: Reduced Form Models: Kamakura's Risk Manager; Chapter 6: Other Credit Risk Models 327 $aPart Three: Estimation of Other Model Parameters Chapter 7: A Critical Parameter: Loss Given Default; Chapter 8: The Credit Risk of Portfolios and Correlations; Part Four: Putting the Parameters Together; Chapter 9: The VAR Approach: Credit Metrics and Other Models; Chapter 10: Stress Testing Credit Risk Models: Algorithmics Mark-to-Future; Chapter 11: RAROC Models; Part Five: Credit Risk Transfer Mechanisms; Chapter 12: Credit Derivatives; Chapter 13: Capital Regulation; Notes; Bibliography; Index 330 $aA classic book on credit risk management is updated to reflect the current economic crisis Credit Risk Management In and Out of the Financial Crisis dissects the 2007-2008 credit crisis and provides solutions for professionals looking to better manage risk through modeling and new technology. This book is a complete update to Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms, reflecting events stemming from the recent credit crisis. Authors Anthony Saunders and Linda Allen address everything from the implications of new regulations to how the 410 0$aWiley finance series. 606 $aBank loans 606 $aBank management 606 $aCredit$xManagement 606 $aRisk management 615 0$aBank loans. 615 0$aBank management. 615 0$aCredit$xManagement. 615 0$aRisk management. 676 $a332.1/20684 686 $a85.30$2bcl 700 $aSaunders$b Anthony$f1949-$0117450 701 $aAllen$b Linda$f1954-$0285693 701 $aSaunders$b Anthony$f1949-$0117450 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910824767803321 996 $aCredit risk measurement in and out of the financial crisis$94059325 997 $aUNINA