Detalles MARC
| 000 -LEADER |
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| fixed length control field |
04958cam a22005538i 4500 |
| 001 - CONTROL NUMBER |
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| control field |
ocn906028005 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
OCoLC |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20221110200029.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS |
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| fixed length control field |
m d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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cr ||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
150331s2015 nyu ob 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
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| LC control number |
2015012820 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781118660188 |
| Qualifying information |
electronic bk. |
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| International Standard Book Number |
1118660188 |
| Qualifying information |
electronic bk. |
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| Canceled/invalid ISBN |
9781118660195 |
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| Canceled/invalid ISBN |
1118660196 |
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| Canceled/invalid ISBN |
9781118660218 (paperback) |
| 035 ## - |
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| System control number |
(OCoLC)906028005 |
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| System control number |
987909 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Description conventions |
rda |
| Transcribing agency |
DLC |
| Modifying agency |
OCLCO |
| -- |
N$T |
| -- |
IDEBK |
| -- |
N$T |
| 041 1# - LANGUAGE CODE |
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| Language code of text/sound track or separate title |
eng |
| Language code of original |
fre |
| 042 ## - |
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| Authentication code |
pcc |
| 049 ## - LOCAL HOLDINGS (OCLC) |
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| Holding library |
N$TA |
| 050 10 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
HG1615 |
| Item number |
.B45718 2015 |
| 072 #7 - |
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| Subject category code |
BUS |
| Subject category code subdivision |
027000 |
| Source |
bisacsh |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
332.1068/1 |
| Edition number |
23 |
| 084 ## - |
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| Classification number |
BUS027000 |
| Number source |
bisacsh |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Bessis, Joël. |
| Relator term |
author |
| 245 10 - TITLE STATEMENT |
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| Title |
Risk management in banking / |
| Statement of responsibility, etc. |
Joël Bessis. |
| 250 ## - EDITION STATEMENT |
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| Edition statement |
Fourth edition. |
| 263 ## - |
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| Projected publication date |
1506 |
| 264 #1 - |
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| Place of production, publication, distribution, manufacture |
New York : |
| Name of producer, publisher, distributor, manufacturer |
Wiley, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2015. |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
1 online resource |
| 336 ## - CONTENT TYPE |
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| Content type term |
text |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
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| Media type term |
computer |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
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| Carrier type term |
online resource |
| Source |
rdacarrier |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc. note |
Includes bibliographical references and index. |
| 505 ## - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
1: Risks and Risk Management -- 2: Banking Regulations Overview -- 3: Balance Sheet Management and Regulations -- 4: Liquidity Management and Liquidity Gaps -- 5: Interest Rate Gaps -- 6: Hedging and Gap Management -- 7: Economic Value of the Banking Book -- 8: Convexity Risk in Banking -- 9: Convexity Risk: the Case of Mortgages -- 10: Funds Transfer Pricing Systems -- 11: Returns, Random Shocks and Value-At-Risk -- 12: Portfolio Risk and Factor Models -- 13: Delta-Normal Var and Historical Var -- 14: Extensions of Traditional Var -- 15: Volatility -- 16: Simulation of Interest Rates -- 17: Market Risk Regulations -- 18: Credit Risk -- 19: Credit Risk Data -- 20: Scoring Models and Credit Ratings -- 21: Default Models -- 22: Counterparty Credit Risk -- 23: Credit Event Dependencies -- 24: Credit Portfolio Risk: Analytics -- 25: Credit Portfolio Risk: Simulations -- 26: Credit Risk Regulations -- 27: Capital Allocation and Risk Contributions -- 28: Risk-Adjusted Performance Measures -- 29: Credit Derivatives -- 30: Securitizations -- References -- Index. |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc. |
"The seminal guide to risk management, streamlined and updated Risk Management in Banking is a comprehensive reference for the risk management industry, covering all aspects of the field. Now in its fourth edition, this useful guide has been updated with the latest information on ALM, Basel 3, derivatives, liquidity analysis, market risk, structured products, credit risk, securitizations, and more. The new companion website features slides, worked examples, a solutions manual, and the new streamlined, modular approach allows readers to easily find the information they need. Coverage includes asset liability management, risk-based capital, value at risk, loan portfolio management, capital allocation, and other vital topics, concluding with an examination of the financial crisis through the utilisation of new views such as behavioural finance and nonlinearity of risk. Considered a seminal industry reference since the first edition's release, Risk Management in Banking has been streamlined for easy navigation and updated to reflect the changes in the field, while remaining comprehensive and detailed in approach and coverage. Students and professionals alike will appreciate the extended scope and expert guidance as they: Find all "need-to-know" risk management topics in a single text Discover the latest research and the new practices Understand all aspects of risk management and banking management See the recent crises - and the lessons learned - from a new perspective Risk management is becoming increasingly vital to the banking industry even as it grows more complex. New developments and advancing technology continue to push the field forward, and professionals need to stay up-to-date with in-depth information on the latest practices. Risk Management in Banking provides a comprehensive reference to the most current state of the industry, with complete information and expert guidance"-- |
| Assigning source |
Provided by publisher. |
| 588 ## - |
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| Source of description note |
Description based on print version record and CIP data provided by publisher; resource not viewed. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Bank management. |
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| Topical term or geographic name entry element |
Risk management. |
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| Topical term or geographic name entry element |
Asset-liability management. |
| 655 #4 - |
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| Genre/form data or focus term |
Electronic books. |
| 776 08 - |
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| Relationship information |
Print version: |
| Main entry heading |
Bessis, Joël. |
| Title |
Risk management in banking |
| Edition |
Fourth edition. |
| Place, publisher, and date of publication |
New York : Wiley, 2015 |
| International Standard Book Number |
9781118660218 |
| Record control number |
(DLC) 2015010257 |
| 856 ## - |
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| Uniform Resource Identifier |
https://login.ezproxy.pucpr.edu/login?url=https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=987909 |
| Link text |
Acceso Remoto |
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| Materials specified |
EBSCOhost |
| Uniform Resource Identifier |
https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=987909 |
| Link text |
Acceso en el Campus PUCPR |
| 942 ## - |
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| Source of classification or shelving scheme |
Library of Congress Classification |
| Koha item type |
Libro electrónico |