Financial Risk Management : (Record no. 101373)
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| fixed length control field | 04514nam a22004813i 4500 |
| 001 - CONTROL NUMBER | |
| control field | EBC4041088 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | MiAaPQ |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20240729130044.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS | |
| fixed length control field | m o d | |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr cnu|||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 240724s2015 xx o ||||0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781119157243 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 9781119135517 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (MiAaPQ)EBC4041088 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (Au-PeEL)EBL4041088 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (CaPaEBR)ebr11114061 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (CaONFJC)MIL828507 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)910664681 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | MiAaPQ |
| Language of cataloging | eng |
| Description conventions | rda |
| -- | pn |
| Transcribing agency | MiAaPQ |
| Modifying agency | MiAaPQ |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG173 -- .S575 2015eb |
| 082 0# - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 658.15/5 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Skoglund, Jimmy. |
| 245 10 - TITLE STATEMENT | |
| Title | Financial Risk Management : |
| Remainder of title | Applications in Market, Credit, Asset and Liability Management and Firmwide Risk. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 1st ed. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Newark : |
| Name of producer, publisher, distributor, manufacturer | John Wiley & Sons, Incorporated, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2015. |
| 264 #4 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Date of production, publication, distribution, manufacture, or copyright notice | ©2015. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource (712 pages) |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Content type code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | computer |
| Media type code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | online resource |
| Carrier type code | cr |
| Source | rdacarrier |
| 490 1# - SERIES STATEMENT | |
| Series statement | Wiley Finance Series |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Intro -- Series page -- Title Page -- Copyright -- Table of Contents -- Preface -- About this book -- Whom is this book for? -- Outline of the book -- Acknowledgments -- Chapter 1: Introduction -- Banks and Risk Management -- Evolution of Bank Capital Regulation -- Creating Value from Risk Management -- Financial Risk Systems -- Model Risk Management -- Part One: Market Risk -- Chapter 2: Market Risk with the Normal Distribution -- Linear Portfolios -- Quadratic Portfolios -- Simulation-Based Valuation -- Chapter 3: Advanced Market Risk Analysis -- Risk Measures, Risk Contributions, and Risk Information -- Modeling the Stylized Facts of Financial Time Series -- Time Scaling VaR and VaR with Trading -- Market Liquidity Risk -- Scenario Analysis and Stress Testing -- Portfolio Optimization -- Developments in the Market Risk Internal Models Capital Regulation -- Part Two: Credit Risk -- Chapter 4: Portfolio Credit Risk -- Issuer Credit Risk in Wholesale Exposures and Trading Book -- Credit Models for the Banking Book -- Firmwide Portfolio Credit Risk and Credit Risk Dependence -- Credit Risk Stress Testing -- Features of New Generation Portfolio Credit Risk Models -- Hedging Credit Risk -- Regulatory Capital for Credit Risk -- Appendix -- Chapter 5: Counterparty Credit Risk -- Counterparty Pricing and Exposure -- CVA Risks -- Portfolios of Derivatives -- Recent Counterparty Credit Risk Developments -- Counterparty Credit Risk Regulation -- Part Three: Asset and Liability Management -- Chapter 6: Liquidity Risk Management with Cash Flow Models -- Measurement of Liquidity Risk -- Liquidity Exposure -- Hedging the Liquidity Exposure -- Structural Liquidity Planning -- Components of the Liquidity Hedging Program -- Cash Liquidity Risk and Liquidity Risk Measures -- Regulation for Liquidity Risk. |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Chapter 7: Funds Transfer Pricing and Profitability of Cash Flows -- Basic Funds Transfer Pricing Concept -- Risk-Based Funds Transfer Pricing -- Funds Transfer Rate and Risk Adjusted Returns -- Profitability Measures and Decompositions -- Banking Book Fair Value with Funds Transfer Rates -- A Note on the Scope of Funds Transfer Pricing -- Regulation and Profitability Analysis -- Part Four: Firmwide Risk -- Chapter 8: Firmwide Risk Aggregation -- Correlated Aggregation and Firmwide Risk Levels -- Mixed Copula Aggregation -- Capital Allocation in Risk Aggregation -- Risk Aggregation and Regulation -- Chapter 9: Firmwide Scenario Analysis and Stress Testing -- Firmwide Scenario Model Approaches -- Firmwide Risk Capital Measures -- Regulatory Stress Scenario Approach -- The Future of Firmwide Stress Testing -- References -- Index -- End User License Agreement. |
| 588 ## - SOURCE OF DESCRIPTION NOTE | |
| Source of description note | Description based on publisher supplied metadata and other sources. |
| 590 ## - LOCAL NOTE (RLIN) | |
| Local note | Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2024. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Banks and banking -- Risk management. |
| 655 #4 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Chen, Wei. |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Print version: |
| Main entry heading | Skoglund, Jimmy |
| Title | Financial Risk Management |
| Place, publisher, and date of publication | Newark : John Wiley & Sons, Incorporated,c2015 |
| International Standard Book Number | 9781119135517 |
| 797 2# - LOCAL ADDED ENTRY--CORPORATE NAME (RLIN) | |
| Corporate name or jurisdiction name as entry element | ProQuest (Firm) |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Wiley Finance Series |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://ebookcentral.proquest.com/lib/orpp/detail.action?docID=4041088">https://ebookcentral.proquest.com/lib/orpp/detail.action?docID=4041088</a> |
| Public note | Click to View |
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