Risk management in banking / (Record no. 852)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03791nam a2200265 i 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | MIUC |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20190704131433.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 160526t2015 ii a b 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9788126559831 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | MIUC |
| Language of cataloging | eng |
| Transcribing agency | MIUC |
| 041 1# - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| Language code of original | fre |
| 082 0# - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.10681 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| 9 (RLIN) | 2142 |
| Personal name | Bessis, Joël |
| 952 ## - Items | |
| Itemnumber | 1151 |
| 240 10 - UNIFORM TITLE | |
| Uniform title | Gestion des risques et gestion actif-passif des banques. |
| Language of a work | English |
| 245 10 - TITLE STATEMENT | |
| Title | Risk management in banking / |
| Statement of responsibility, etc. | Joël Bessis. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 4th ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | New Delhi : |
| Name of publisher, distributor, etc. | Wiley, |
| Date of publication, distribution, etc. | 2015. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | viii, 364 p. : |
| Other physical details | ill. b&w ; |
| Dimensions | 24 cm. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Foreword -- <br/>Preface -- <br/>About the Author -- <br/>1. Risks and Risk Management -- <br/>2. Banking Regulations Overview -- <br/>3. Balance Sheet Management and Regulations -- <br/>4. Liquidity Management and Liquidity Gaps -- <br/>5 Interest Rate Gaps -- <br/>6. Hedging and Gap Management -- <br/>7. Economic Value of the Banking Book -- <br/>8 Convexity Risk in Banking -- <br/>9. Convexity Risk: The Case of Mortgages -- <br/>10. Funds Transfer Pricing Systems -- <br/>11. Returns, Random Shocks and Value-at-Risk -- <br/>12. Portfolio Risk and Factor Models -- <br/>13. Delta-normal VaR and Historical VaR -- <br/>14. Extensions of Traditional VaR -- <br/>15. Volatility -- <br/>16. Simulation of Interest Rates -- <br/>17. Market Risk Regulations -- <br/>18. Credit Risk -- <br/>19. Credit Risk Data -- <br/>20. Scoring Models and Credit Ratings -- <br/>21. Default Models -- <br/>22. Counterparty Credit Risk -- <br/>23. Credit Event Dependencies -- <br/>24. Credit Portfolio Risk: Analytics -- <br/>25. Credit Portfolio Risk: Simulations -- <br/>26. Credit Risk Regulations -- <br/>27. Capital Allocation and Risk Contributions -- <br/>28. Risk-adjusted Performance Measures -- <br/>29. Credit Derivatives -- <br/>30. Securitizations -- <br/>References -- <br/>Index. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Risk Management in Banking is a comprehensive reference for the risk management industry, covering all aspects of the field. Now in its fourth edition, this useful guide has been updated with the latest information on ALM, Basel 3, derivatives, liquidity analysis, market risk, structured products, credit risk, securitizations, and more. The new companion website features slides, worked examples, a solutions manual, and the new streamlined, modular approach allows readers to easily find the information they need. Coverage includes asset liability management, risk-based capital, value at risk, loan portfolio management, capital allocation, and other vital topics, concluding with an examination of the financial crisis through the utilisation of new views such as behavioural finance and nonlinearity of risk.<br/>Considered a seminal industry reference since the first edition's release, Risk Management in Banking has been streamlined for easy navigation and updated to reflect the changes in the field, while remaining comprehensive and detailed in approach and coverage. Students and professionals alike will appreciate the extended scope and expert guidance as they:<br/>- Find all "need-to-know" risk management topics in a single text<br/>- Discover the latest research and the new practices<br/>- Understand all aspects of risk management and banking management<br/>- See the recent crises – and the lessons learned – from a new perspective<br/>Risk management is becoming increasingly vital to the banking industry even as it grows more complex. New developments and advancing technology continue to push the field forward, and professionals need to stay up-to-date with in-depth information on the latest practices. Risk Management in Banking provides a comprehensive reference to the most current state of the industry, with complete information and expert guidance. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| 9 (RLIN) | 2143 |
| Topical term or geographic name entry element | Bank management |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| 9 (RLIN) | 1868 |
| Topical term or geographic name entry element | Risk management |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| 9 (RLIN) | 1979 |
| Topical term or geographic name entry element | Asset-liability management |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Books |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Total Checkouts | Total Renewals | Full call number | Date last seen | Date last checked out | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Marbella International University Centre | Marbella International University Centre | Library | 12/07/2018 | 1 | 1 | 332.10681 BES ris | 25/02/2019 | 21/11/2018 | 12/07/2018 | Books |