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01944nam a2200265 a 4500 |
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20171111234751.0 |
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080310s2007 ne a ob 001 0 eng d |
| 020 |
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|a 9780750683050
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| 020 |
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|a 0750683058
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|a 9780080467054
|q (electronic bk.)
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| 020 |
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|a 0080467059
|q (electronic bk.)
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| 040 |
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|a OPELS
|b eng
|e pn
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| 050 |
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4 |
|a HD61
|b .C446 2007eb
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| 100 |
1 |
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|a Chorafas, Dimitris N.
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| 245 |
1 |
0 |
|a Stress testing for risk control under Basel II /
|c Dimitris N. Chorafas.
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| 260 |
|
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|a Oxford :
|b Butterworth-Heinemann,
|c 2007.
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| 300 |
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|a 1 online resource (xxiii, 330 pages) :
|b illustrations.
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| 490 |
1 |
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|a Elsevier finance
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| 504 |
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|a Includes bibliographical references and index.
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| 505 |
0 |
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|a Part One: Stress testing defined. The need for advanced testing methodology; Risk and its management; The dynamics of stress testing; Stress analysis and its tools; and the use of scenarios; Worse case scenarios and drills; Technology strategy for advanced testing; -- Part Two: Stress testing probability of default, loss given default and exposure of default. Models and procedures for the study of volatility patterns; Stress testing creditworthiness; Stress probability of default; Stress loss given default and stress exposure at default; Counterparty credit risk, transfer of credit risk and wrong-way risk; -- Part Three: Expected and unexpected losses. Stress testing expected losses; Stress testing unexpected losses; Economic capital and algorithms for stress testing unexpected losses; Stress testing leveraged and volatile financial assets; Advanced testing provides for better governance; Index.
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| 650 |
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0 |
|a Financial risk management.
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| 650 |
|
7 |
|a BUSINESS & ECONOMICS
|x Insurance
|x Risk Assessment & Management.
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| 856 |
4 |
0 |
|a Financial risk management.
|u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=187357
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| 952 |
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|a CY-NiOUC
|b 5a0467946c5ad14ac1ef1009
|c 998a
|d 945l
|e -
|t 1
|x m
|z Books
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