Introduction to credit risk modeling (Record no. 9796)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02735cam a22003618a 4500 |
| 001 - CONTROL NUMBER | |
| control field | 16189710 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20131008125616.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | Hard bound |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 100416s2010 flu b 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
| LC control number | 2010015172 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781584889922 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | DLC |
| Transcribing agency | DLC |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | pcc |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG3751 |
| Item number | .B58 2010 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 668.8800151 |
| Edition number | 22 |
| Item number | BL-I |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Bluhm, Christian |
| 9 (RLIN) | 24279 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Overbeck, Ludger |
| 9 (RLIN) | 24280 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Wagner, Christoph |
| 9 (RLIN) | 24281 |
| 245 10 - TITLE STATEMENT | |
| Title | Introduction to credit risk modeling |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 2nd |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | Boca Raton |
| Name of publisher, distributor, etc | CRC Press |
| Date of publication, distribution, etc | 2010 |
| 263 ## - PROJECTED PUBLICATION DATE | |
| Projected publication date | 1006 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xix,364p. |
| 490 0# - SERIES STATEMENT | |
| Series statement | Chapman & Hall/CRC financial mathematics series |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references and index. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | "Preface Second Edition The first edition of this book appeared eight years ago. Since then the banking industry experienced a lot of change and challenges. The most recent financial crisis which started around May 2007 and lasted in its core period until early 2009 gave rise for a lot of scepticism whether credit risk models are appropriate to capture the true nature of risks inherent in credit portfolios in general and structured credit products in particular. In a recent article two of us discuss common credit risk modeling approaches in the light of the most recent crisis and invite readers to participate in the discussion; see [25]. A key observation in a discussion like the one in [25] is that the universe of available models and tools is sufficiently rich for doing a good job even in a severe crisis scenario as banks recently experienced it. What seems to be more critical is an appropriate model choice, parameterization of models, dealing with uncertainties, e.g., based on insufficient data, and communication of model outcomes to decision makers and executive senior management. These are the four main areas of challenge where we think that a lot of work and rethinking needs to be done in a p͡ost-crisis r̕eflection of credit risk models. In the first edition of this book we focussed on the description of common mathematical approaches to model credit portfolios. We did not change this philosophy for the second edition. Therefore, we left large parts of the book unchanged in its core message but supplemented the exposition with new model developments and with details we omitted in the first edition"-- |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Credit |
| General subdivision | Management |
| -- | Mathematical models. |
| 9 (RLIN) | 24282 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Risk management |
| General subdivision | Mathematical models. |
| 9 (RLIN) | 24283 |
| 906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) | |
| a | 7 |
| b | cbc |
| c | orignew |
| d | 1 |
| e | ecip |
| f | 20 |
| g | y-gencatlg |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Total Checkouts | Full call number | Barcode | Date last seen | Date checked out | Cost, replacement price | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | General Books | OPJGU Sonepat- Campus | OPJGU Sonepat- Campus | Main Library | 13/12/2010 | Better Book Service | 2883.62 | 1 | 658.8800151 BL-I | 112651 | 12/11/2012 | 27/10/2012 | 3794.24 | 13/12/2010 |