The essentials of risk management:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York
McGraw-Hill
[2023]
|
| Ausgabe: | Third edition |
| Online-Zugang: | FHD01 |
| Beschreibung: | 1 Online-Ressource |
| ISBN: | 9781264258871 |
Internformat
MARC
| LEADER | 00000nmm a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV049317060 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 230907s2023 |||| o||u| ||||||eng d | ||
| 020 | |a 9781264258871 |9 978-1-26-425887-1 | ||
| 035 | |a (OCoLC)1401199062 | ||
| 035 | |a (DE-599)BVBBV049317060 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-1050 | ||
| 100 | 1 | |a Crouhy, Michel |d 1944- |e Verfasser |0 (DE-588)124050255 |4 aut | |
| 245 | 1 | 0 | |a The essentials of risk management |c Michel Crouhy, Dan Galai, Robert Mark |
| 250 | |a Third edition | ||
| 264 | 1 | |a New York |b McGraw-Hill |c [2023] | |
| 300 | |a 1 Online-Ressource | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 505 | 8 | |a Intro -- Cover -- Title Page -- Copyright Page -- Contents -- Acronyms -- Foreword -- Introduction to the Second Edition -- Introduction to the Third Edition -- 1 Risk Management: A Helicopter View -- Appendix to Chapter 1: Typology of Risk Exposures -- 2 Corporate Risk Management for Nonfinancial Companies and Start-Ups -- 3 Banks and Their Regulators: The Post-Crisis Regulatory Framework -- 4 Corporate Governance and Risk Management -- 5 Fintech and Its Impact on Financial Intermediation and Risk Management -- 6 Interest Rate Risk and Hedging with Derivative Instruments | |
| 505 | 8 | |a 7 Measuring Market Risk: Value-at-Risk, Expected Shortfall, and Similar Metrics -- 8 Asset/Liability Management and Liquidity Risk -- Appendix to Chapter 8: The LIBOR Transition -- 9 Credit Scoring and Retail Credit Risk Management -- 10 Commercial Credit Risk and the Rating of Individual Credits -- Appendix to Chapter 10: Definition of Key Financial Ratios -- 11 Quantitative Approaches to Credit Portfolio Risk and Credit Modeling -- 12 The Credit Transfer Markets, and Their Implications -- 13 Counterparty Credit Risk: CVA, DVA, FVA, CECL, and IFRS 9 -- 14 Operational Risk -- 15 Model Risk | |
| 505 | 8 | |a 16 Stress Testing and Scenario Analysis -- 17 Risk Capital Attribution and Risk-Adjusted Performance Measurement -- Afterword -- Index | |
| 700 | 1 | |a Galai, Dan |d 1945- |e Verfasser |0 (DE-588)133476820 |4 aut | |
| 700 | 1 | |a Mark, Robert |e Verfasser |4 aut | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe, hardback |z 978-1-26-425886-4 |
| 912 | |a ZDB-30-PQE | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-034578062 | ||
| 966 | e | |u https://ebookcentral.proquest.com/lib/th-deggendorf/detail.action?docID=30610510 |l FHD01 |p ZDB-30-PQE |q FHD01_PQE_Kauf |x Aggregator |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804185823551160320 |
|---|---|
| adam_txt | |
| any_adam_object | |
| any_adam_object_boolean | |
| author | Crouhy, Michel 1944- Galai, Dan 1945- Mark, Robert |
| author_GND | (DE-588)124050255 (DE-588)133476820 |
| author_facet | Crouhy, Michel 1944- Galai, Dan 1945- Mark, Robert |
| author_role | aut aut aut |
| author_sort | Crouhy, Michel 1944- |
| author_variant | m c mc d g dg r m rm |
| building | Verbundindex |
| bvnumber | BV049317060 |
| collection | ZDB-30-PQE |
| contents | Intro -- Cover -- Title Page -- Copyright Page -- Contents -- Acronyms -- Foreword -- Introduction to the Second Edition -- Introduction to the Third Edition -- 1 Risk Management: A Helicopter View -- Appendix to Chapter 1: Typology of Risk Exposures -- 2 Corporate Risk Management for Nonfinancial Companies and Start-Ups -- 3 Banks and Their Regulators: The Post-Crisis Regulatory Framework -- 4 Corporate Governance and Risk Management -- 5 Fintech and Its Impact on Financial Intermediation and Risk Management -- 6 Interest Rate Risk and Hedging with Derivative Instruments 7 Measuring Market Risk: Value-at-Risk, Expected Shortfall, and Similar Metrics -- 8 Asset/Liability Management and Liquidity Risk -- Appendix to Chapter 8: The LIBOR Transition -- 9 Credit Scoring and Retail Credit Risk Management -- 10 Commercial Credit Risk and the Rating of Individual Credits -- Appendix to Chapter 10: Definition of Key Financial Ratios -- 11 Quantitative Approaches to Credit Portfolio Risk and Credit Modeling -- 12 The Credit Transfer Markets, and Their Implications -- 13 Counterparty Credit Risk: CVA, DVA, FVA, CECL, and IFRS 9 -- 14 Operational Risk -- 15 Model Risk 16 Stress Testing and Scenario Analysis -- 17 Risk Capital Attribution and Risk-Adjusted Performance Measurement -- Afterword -- Index |
| ctrlnum | (OCoLC)1401199062 (DE-599)BVBBV049317060 |
| edition | Third edition |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02531nmm a2200361 c 4500</leader><controlfield tag="001">BV049317060</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">230907s2023 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781264258871</subfield><subfield code="9">978-1-26-425887-1</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1401199062</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV049317060</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-1050</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Crouhy, Michel</subfield><subfield code="d">1944-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)124050255</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">The essentials of risk management</subfield><subfield code="c">Michel Crouhy, Dan Galai, Robert Mark</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">Third edition</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">New York</subfield><subfield code="b">McGraw-Hill</subfield><subfield code="c">[2023]</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="505" ind1="8" ind2=" "><subfield code="a">Intro -- Cover -- Title Page -- Copyright Page -- Contents -- Acronyms -- Foreword -- Introduction to the Second Edition -- Introduction to the Third Edition -- 1 Risk Management: A Helicopter View -- Appendix to Chapter 1: Typology of Risk Exposures -- 2 Corporate Risk Management for Nonfinancial Companies and Start-Ups -- 3 Banks and Their Regulators: The Post-Crisis Regulatory Framework -- 4 Corporate Governance and Risk Management -- 5 Fintech and Its Impact on Financial Intermediation and Risk Management -- 6 Interest Rate Risk and Hedging with Derivative Instruments</subfield></datafield><datafield tag="505" ind1="8" ind2=" "><subfield code="a">7 Measuring Market Risk: Value-at-Risk, Expected Shortfall, and Similar Metrics -- 8 Asset/Liability Management and Liquidity Risk -- Appendix to Chapter 8: The LIBOR Transition -- 9 Credit Scoring and Retail Credit Risk Management -- 10 Commercial Credit Risk and the Rating of Individual Credits -- Appendix to Chapter 10: Definition of Key Financial Ratios -- 11 Quantitative Approaches to Credit Portfolio Risk and Credit Modeling -- 12 The Credit Transfer Markets, and Their Implications -- 13 Counterparty Credit Risk: CVA, DVA, FVA, CECL, and IFRS 9 -- 14 Operational Risk -- 15 Model Risk</subfield></datafield><datafield tag="505" ind1="8" ind2=" "><subfield code="a">16 Stress Testing and Scenario Analysis -- 17 Risk Capital Attribution and Risk-Adjusted Performance Measurement -- Afterword -- Index</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Galai, Dan</subfield><subfield code="d">1945-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)133476820</subfield><subfield code="4">aut</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Mark, Robert</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe, hardback</subfield><subfield code="z">978-1-26-425886-4</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-30-PQE</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-034578062</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://ebookcentral.proquest.com/lib/th-deggendorf/detail.action?docID=30610510</subfield><subfield code="l">FHD01</subfield><subfield code="p">ZDB-30-PQE</subfield><subfield code="q">FHD01_PQE_Kauf</subfield><subfield code="x">Aggregator</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV049317060 |
| illustrated | Not Illustrated |
| index_date | 2024-07-03T22:42:23Z |
| indexdate | 2024-07-10T10:01:21Z |
| institution | BVB |
| isbn | 9781264258871 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-034578062 |
| oclc_num | 1401199062 |
| open_access_boolean | |
| owner | DE-1050 |
| owner_facet | DE-1050 |
| physical | 1 Online-Ressource |
| psigel | ZDB-30-PQE ZDB-30-PQE FHD01_PQE_Kauf |
| publishDate | 2023 |
| publishDateSearch | 2023 |
| publishDateSort | 2023 |
| publisher | McGraw-Hill |
| record_format | marc |
| spelling | Crouhy, Michel 1944- Verfasser (DE-588)124050255 aut The essentials of risk management Michel Crouhy, Dan Galai, Robert Mark Third edition New York McGraw-Hill [2023] 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier Intro -- Cover -- Title Page -- Copyright Page -- Contents -- Acronyms -- Foreword -- Introduction to the Second Edition -- Introduction to the Third Edition -- 1 Risk Management: A Helicopter View -- Appendix to Chapter 1: Typology of Risk Exposures -- 2 Corporate Risk Management for Nonfinancial Companies and Start-Ups -- 3 Banks and Their Regulators: The Post-Crisis Regulatory Framework -- 4 Corporate Governance and Risk Management -- 5 Fintech and Its Impact on Financial Intermediation and Risk Management -- 6 Interest Rate Risk and Hedging with Derivative Instruments 7 Measuring Market Risk: Value-at-Risk, Expected Shortfall, and Similar Metrics -- 8 Asset/Liability Management and Liquidity Risk -- Appendix to Chapter 8: The LIBOR Transition -- 9 Credit Scoring and Retail Credit Risk Management -- 10 Commercial Credit Risk and the Rating of Individual Credits -- Appendix to Chapter 10: Definition of Key Financial Ratios -- 11 Quantitative Approaches to Credit Portfolio Risk and Credit Modeling -- 12 The Credit Transfer Markets, and Their Implications -- 13 Counterparty Credit Risk: CVA, DVA, FVA, CECL, and IFRS 9 -- 14 Operational Risk -- 15 Model Risk 16 Stress Testing and Scenario Analysis -- 17 Risk Capital Attribution and Risk-Adjusted Performance Measurement -- Afterword -- Index Galai, Dan 1945- Verfasser (DE-588)133476820 aut Mark, Robert Verfasser aut Erscheint auch als Druck-Ausgabe, hardback 978-1-26-425886-4 |
| spellingShingle | Crouhy, Michel 1944- Galai, Dan 1945- Mark, Robert The essentials of risk management Intro -- Cover -- Title Page -- Copyright Page -- Contents -- Acronyms -- Foreword -- Introduction to the Second Edition -- Introduction to the Third Edition -- 1 Risk Management: A Helicopter View -- Appendix to Chapter 1: Typology of Risk Exposures -- 2 Corporate Risk Management for Nonfinancial Companies and Start-Ups -- 3 Banks and Their Regulators: The Post-Crisis Regulatory Framework -- 4 Corporate Governance and Risk Management -- 5 Fintech and Its Impact on Financial Intermediation and Risk Management -- 6 Interest Rate Risk and Hedging with Derivative Instruments 7 Measuring Market Risk: Value-at-Risk, Expected Shortfall, and Similar Metrics -- 8 Asset/Liability Management and Liquidity Risk -- Appendix to Chapter 8: The LIBOR Transition -- 9 Credit Scoring and Retail Credit Risk Management -- 10 Commercial Credit Risk and the Rating of Individual Credits -- Appendix to Chapter 10: Definition of Key Financial Ratios -- 11 Quantitative Approaches to Credit Portfolio Risk and Credit Modeling -- 12 The Credit Transfer Markets, and Their Implications -- 13 Counterparty Credit Risk: CVA, DVA, FVA, CECL, and IFRS 9 -- 14 Operational Risk -- 15 Model Risk 16 Stress Testing and Scenario Analysis -- 17 Risk Capital Attribution and Risk-Adjusted Performance Measurement -- Afterword -- Index |
| title | The essentials of risk management |
| title_auth | The essentials of risk management |
| title_exact_search | The essentials of risk management |
| title_exact_search_txtP | The essentials of risk management |
| title_full | The essentials of risk management Michel Crouhy, Dan Galai, Robert Mark |
| title_fullStr | The essentials of risk management Michel Crouhy, Dan Galai, Robert Mark |
| title_full_unstemmed | The essentials of risk management Michel Crouhy, Dan Galai, Robert Mark |
| title_short | The essentials of risk management |
| title_sort | the essentials of risk management |
| work_keys_str_mv | AT crouhymichel theessentialsofriskmanagement AT galaidan theessentialsofriskmanagement AT markrobert theessentialsofriskmanagement |