MARC details
| 000 -LEADER |
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| fixed length control field |
04500pam a22004334a 4500 |
| 001 - CONTROL NUMBER |
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| control field |
ocm00005562 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20240430143927.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
050915s2002 nyua b 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
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| LC control number |
2001045562 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
0471499773 : |
| Terms of availability |
95.00 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
DLC |
| Transcribing agency |
DLC |
| Modifying agency |
DLC |
| 041 1# - LANGUAGE CODE |
|---|
| Language code of text/sound track or separate title |
eng |
| Language code of summary or abstract/overprinted title or subtitle |
ger |
| 042 ## - AUTHENTICATION CODE |
|---|
| Authentication code |
pcc |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG1615 |
| Item number |
.B45713 2002 |
| 069 ## - |
|---|
| -- |
09766378 |
| 090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (OCLC) |
|---|
| Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) |
HG 1615 .B45713 2001 |
| 090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (OCLC) |
|---|
| Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) |
HG 1615 .B45713 2001 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Bessis, Joël. |
| 9 (RLIN) |
71485 |
| 240 10 - UNIFORM TITLE |
|---|
| Uniform title |
<a href="Gestion des risques et gestion actif-passif des banques.">Gestion des risques et gestion actif-passif des banques.</a> |
| 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 |
2nd ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
New York : |
| Name of publisher, distributor, etc |
Wiley, |
| Date of publication, distribution, etc |
c2002. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xx, 792 p. : |
| Other physical details |
ill. ; |
| Dimensions |
26 cm. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references (p. [762]-780) and index. |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Banking Risks -- Banking Business Lines -- Banking Risks -- Risk Regulations -- Banking Regulations -- Risk Management Processes -- Risk Management Processes -- Risk Management Organization -- Risk Models -- Risk Measures -- VaR and Capital -- Valuation -- Risk Model Building Blocks -- Asset--Liability Management -- ALM Overview -- Liquidity Gaps -- The Term Structure of Interest Rates -- Interest Rate Gaps -- Hedging and Derivatives -- Asset--Liability Management Models -- Overview of ALM Models -- Hedging Issues -- ALM Simulations -- ALM and Business Risk -- ALM 'Risk and Return' Reporting and Policy -- Options and Convexity Risk in Banking -- Implicit Options Risk -- The Value of Implicit Options -- Mark-to-Market Management in Banking -- Market Value and NPV of the Balance Sheet -- NPV and Interest Rate Risk -- NPV and Convexity Risks -- NPV Distribution and VaR -- Funds Transfer Pricing -- FTP Systems -- Economic Transfer Prices -- Portfolio Analysis: Correlations -- Correlations and Portfolio Effects -- Market Risk -- Market Risk Building Blocks -- Standalone Market Risk -- Modelling Correlations and Multi-factor Models for Market Risk -- Portfolio Market Risk -- Credit Risk Models -- Overview of Credit Risk Models -- Credit Risk: 'Standalone Risk' -- Credit Risk Drivers -- Rating Systems -- Credit Risk: Historical Data -- Statistical and Econometric Models of Credit Risk -- The Option Approach to Defaults and Migrations -- Credit Risk Exposure -- From Guarantees to Structures -- Modelling Recoveries -- Credit Risk Valuation and Credit Spreads -- Standalone Credit Risk Distributions -- Credit Risk: 'Portfolio Risk' -- Modelling Credit Risk Correlations -- Generating Loss Distributions: Overview -- Portfolio Loss Distributions: Example -- Analytical Loss Distributions -- Loss Distributions: Monte Carlo Simulations -- Loss Distribution and Transition Matrices -- Capital and Credit Risk VaR -- Capital Allocation -- Capital Allocation and Risk Contributions -- Marginal Risk Contributions -- Risk-adjusted Performance -- Risk-adjusted Performance -- Risk-adjusted Performance Implementation -- Portfolio and Capital Management (Credit Risk) -- Portfolio Reporting -- Portfolio Applications -- Credit Derivatives: Definitions -- Applications of Credit Derivatives -- Securitization and Capital Management. |
| 520 #0 - SUMMARY, ETC. |
|---|
| Summary, etc |
The measurement of risk is a complex task, despite recent advances in risk management tools. Nonetheless, although risk is not as easily quantifiable as revenues and costs, its importance is critical. This greatly expanded new edition of Jokl Bessis' seminal work "Risk Management in Banking" has been comprehensively revised and updated to take into account the changing face of risk management. |
| 520 80 - SUMMARY, ETC. |
|---|
| Summary, etc |
Extensive new material has been included to reflect new developments in the field and to broaden the scope of the work, making this a welcome update to an already successful book. |
| 520 80 - SUMMARY, ETC. |
|---|
| Summary, etc |
Wider reaching and more comprehensive, the second edition is an indispensable text for MBA students, practitioners in banking and financial services, bank regulators and auditors. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Bank management. |
| 9 (RLIN) |
71486 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Risk management. |
| 9 (RLIN) |
71487 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Asset-liability management. |
| 9 (RLIN) |
13898 |
| 852 ## - LOCATION/CALL NUMBER |
|---|
| -- |
p95.00 |
| -- |
08-26-2002 |
| 907 ## - LOCAL DATA ELEMENT G, LDG (RLIN) |
|---|
| a |
|
| b |
08-12-10 |
| c |
08-06-10 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
Books |
| 998 ## - LOCAL CONTROL INFORMATION (RLIN) |
|---|
| -- |
audmc |
| Operator's initials, OID (RLIN) |
08-26-02 |
| Cataloger's initials, CIN (RLIN) |
m |
| First Date, FD (RLIN) |
a |
| -- |
- |
| -- |
eng |
| -- |
nyu |
| -- |
0 |
| 935 ## - |
|---|
| -- |
PO-10338 GEN4 |
| 945 ## - LOCAL PROCESSING INFORMATION (OCLC) |
|---|
| g |
0 |
| i |
630640 |
| j |
0 |
| l |
audmc |
| n |
Copy Type:01 - Books |
| o |
- |
| p |
349.13 |
| q |
- |
| r |
- |
| s |
- |
| t |
1 |
| u |
0 |
| v |
0 |
| w |
0 |
| x |
0 |
| y |
i10180813 |
| z |
08-06-10 |