MARC details
| 000 -LEADER |
|---|
| fixed length control field |
04023cam a2200349 i 4500 |
| 001 - CONTROL NUMBER |
|---|
| control field |
323635 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
0000000000 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20180215084834.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
150601s2015 nju b 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
2015020152 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781119135517 (cloth) |
| 040 ## - CATALOGING SOURCE |
|---|
| Description conventions |
rda |
| Original cataloging agency |
AEA-IRC |
| Transcribing agency |
AEA-IRC |
| Modifying agency |
AEA-IRC |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG 173 |
| Item number |
.Sk52 2015 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Skoglund, Jimmy, |
| Dates associated with a name |
1971- |
| 9 (RLIN) |
21963 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Financial risk management : |
| Remainder of title |
applications in market, credit, asset and liability management and firmwide risk / |
| Statement of responsibility, etc |
Jimmy Skoglund, Wei Chen. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
Hoboken, New Jersey : |
| Name of publisher, distributor, etc |
Wiley, |
| Date of publication, distribution, etc |
[2015] |
| 264 #1 - PUBLISHER--PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
Hoboken, New Jersey : |
| Name of publisher, distributor, etc |
Wiley, |
| Date of publication, distribution, etc |
[2015]. |
| 265 ## - SOURCE FOR ACQUISITION/SUBSCRIPTION ADDRESS |
|---|
| Source for acquisition/subscription address |
ForeFront Book Co., Inc. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xvii, 557 pages ; |
| Dimensions |
27 cm. |
| 336 ## - rdacontent |
|---|
| Content type term (R) |
text |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
|---|
| Media type term |
unmediated |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
volume |
| Source |
rdacarrier |
| 490 0# - SERIES STATEMENT |
|---|
| Series statement |
Wiley finance series |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references (pages 527-542) and index. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
Financial Risk Management presents an in-depth look at banking risk on a global scale, including comprehensive examination of the U.S. Comprehensive Capital Analysis and Review, and the European Banking Authority stress tests. Written by the leaders of global banking risk products and management at SAS, this book provides the most up-to-date information and expert insight into real risk management. The discussion begins with an overview of methods for computing and managing a variety of risk, then moves into a review of the economic foundation of modern risk management and the growing importance of model risk management. Market risk, portfolio credit risk, counterparty credit risk, liquidity risk, profitability analysis, stress testing, and others are dissected and examined, arming you with the strategies you need to construct a robust risk management system. The book takes readers through a journey from basic market risk analysis to major recent advances in all financial risk disciplines seen in the banking industry. The quantitative methodologies are developed with ample business case discussions and examples illustrating how they are used in practice. Chapters devoted to firmwide risk and stress testing cross reference the different methodologies developed for the specific risk areas and explain how they work together at firmwide level. Since risk regulations have driven a lot of the recent practices, the book also relates to the current global regulations in the financial risk areas.Risk management is one of the fastest growing segments of the banking industry, fueled by banks' fundamental intermediary role in the global economy and the industry's profit-driven increase in risk-seeking behavior. This book is the product of the authors' experience in developing and implementing risk analytics in banks around the globe, giving you a comprehensive, quantitative-oriented risk management guide specifically for the practitioner.<br/><br/>• Compute and manage market, credit, asset, and liability risk<br/>• Perform macroeconomic stress testing and act on the results<br/>• Get up to date on regulatory practices and model risk management<br/>• Examine the structure and construction of financial risk systems<br/>• Delve into funds transfer pricing, profitability analysis, and more<br/>Quantitative capability is increasing with lightning speed, both methodologically and technologically. Risk professionals must keep pace with the changes, and exploit every tool at their disposal. Financial Risk Management is the practitioner's guide to anticipating, mitigating, and preventing risk in the modern banking industry. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Financial institutions |
| General subdivision |
Risk management. |
| 9 (RLIN) |
21964 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Banks and banking |
| General subdivision |
Risk management. |
| 9 (RLIN) |
21965 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Financial risk management. |
| 9 (RLIN) |
21572 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Chen, Wei, |
| Dates associated with a name |
1968 November 10- |
| 9 (RLIN) |
21966 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Edition |
Online version: |
| Main entry heading |
Skoglund, Jimmy, 1971- |
| Title |
Financial risk management |
| Place, publisher, and date of publication |
Hoboken, New Jersey : John Wiley & Sons, Inc., [2015] |
| International Standard Book Number |
9781119157236 |
| Record control number |
(DLC) 2015021954 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Library of Congress Classification |
| Item type |
Graduate Studies |
| 984 ## - WLN AUTOMATIC HOLDINGS STATEMENT (OCLC) |
|---|
| Holding library identification number |
064349 |
| Physical description codes |
lac |
