Standard & Poor's guide to measuring and managing credit risk /
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Book |
| Language: | English |
| Published: |
New York :
McGraw-Hill,
c2004
|
| Subjects: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
MARC
| LEADER | 00000cam a22000004a 4500 | ||
|---|---|---|---|
| 001 | 52963309 | ||
| 003 | OCoLC | ||
| 005 | 20100317105339.0 | ||
| 008 | 030828s2004 nyua b 000 0 eng | ||
| 010 | |a 2003018949 | ||
| 020 | |a 0071417559 (Hardcover : alk. paper) | ||
| 020 | |a 9780071417556 (Hardcover : alk. paper) | ||
| 040 | |a DLC |c DLC |d IBS |d BAKER |d BTCTA |d LVB |d YDXCP |d IG# | ||
| 042 | |a pcc | ||
| 049 | |a VLAM | ||
| 050 | 0 | 0 | |a HG3751 |b .S47 2004 |
| 100 | 1 | |a Servigny, Arnaud de | |
| 245 | 1 | 0 | |a Standard & Poor's guide to measuring and managing credit risk / |c Arnaud de Servigny, Olivier Renault |
| 260 | |a New York : |b McGraw-Hill, |c c2004 | ||
| 300 | |a xi, 466 p. : |b ill. ; |c 24 cm | ||
| 504 | |a Includes bibliographical references | ||
| 505 | 0 | |a Credit, financial markets, and microeconomics -- External and internal ratings -- Default risk : quantitative methodologies -- Loss given default -- Default dependencies -- Credit risk portfolio models -- Credit risk management and strategic capital allocation -- Yield spreads -- Structured products and credit derivatives -- Regulation | |
| 650 | 0 | |a Credit |x Management |x Mathematical models | |
| 650 | 0 | |a Risk management |x Mathematical models | |
| 650 | 0 | |a Credit ratings | |
| 650 | 0 | |a Derivative securities | |
| 650 | 0 | |a Default (Finance) | |
| 700 | 1 | |a Renault, Olivier | |
| 907 | |a .b2067493 | ||
| 998 | |a lower | ||
| 999 | |c 91674 | ||
| 852 | |a Law Library |b Lower Level |h HG3751 .S47 2004 |p 33940003916226 | ||