Introduction to credit risk modeling / (Record no. 3404)

MARC details
000 -LEADER
fixed length control field 02662cam a22003378a 4500
FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 100416s2010 flu b 001 0 eng
LIBRARY OF CONGRESS CONTROL NUMBER
LC control number 2010015172
INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781584889922 (hardback)
CATALOGING SOURCE
Original cataloging agency DLC
Transcribing agency DLC
AUTHENTICATION CODE
Authentication code pcc
LIBRARY OF CONGRESS CALL NUMBER
Classification number HG3751
Item number .B58 2010
DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 658.8/80151
Edition information 22
DATE AND TIME OF LATEST TRANSACTION
control field 20170126093445.0
CONTROL NUMBER
control field 20920
CONTROL NUMBER IDENTIFIER
control field UOWD
MAIN ENTRY--PERSONAL NAME
Personal name Bluhm, Christian.
TITLE STATEMENT
Title Introduction to credit risk modeling /
Statement of responsibility, etc. Christian Bluhm, Ludger Overbeck, Christoph Wagner.
EDITION STATEMENT
Edition statement 2nd ed.
PUBLICATION, DISTRIBUTION, ETC.
Place of publication, distribution, etc. Boca Raton, Fla. :
Name of publisher, distributor, etc. Chapman & Hall/CRC,
Date of publication, distribution, etc. 2010.
PROJECTED PUBLICATION DATE
Projected publication date 1006
PHYSICAL DESCRIPTION
Extent p. cm.
SERIES STATEMENT
Series statement Chapman & Hall/CRC financial mathematics series
BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc. note Includes bibliographical references and index.
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 ︠post-crisis̕ reflection 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"--
Assigning source Provided by publisher.
STUDY PROGRAM INFORMATION NOTE
Program name FIN925 FIN956
SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Credit
General subdivision Management
-- Mathematical models.
SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Risk management
General subdivision Mathematical models.
ADDED ENTRY--PERSONAL NAME
Personal name Overbeck, Ludger.
ADDED ENTRY--PERSONAL NAME
Personal name Wagner, Christoph.
ADDED ENTRY ELEMENTS (KOHA)
Koha item type REGULAR
Holdings
Date last seen Full call number Barcode Cost, replacement price Price effective from Koha item type Lost status Source of classification or shelving scheme Damaged status Not for loan Withdrawn status Home library Current library Shelving location Date acquired Source of acquisition Cost, normal purchase price
26/01/2017 658.880151 BL IN T0034405 47.49 26/01/2017 REGULAR   Dewey Decimal Classification       University of Wollongong in Dubai University of Wollongong in Dubai Main Collection 29/10/2008 AMAUK 47.49