Risk management and financial institutions. / (Record no. 7020)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01404nam a22001817a 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 200129b xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118955949 |
| 050 ## - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HD61.H83(4e) |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Hull, John C. |
| 245 ## - TITLE STATEMENT | |
| Title | Risk management and financial institutions. / |
| Statement of responsibility, etc. | John C. Hull. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 4th ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Hoboken : |
| Name of publisher, distributor, etc. | John Wiley and Sons, Inc., |
| Date of publication, distribution, etc. | 2015. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxv, 714 p. : |
| Other physical details | ill. col. ; |
| Dimensions | 26 cm. |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE | |
| Title | Wiley Financial Series. |
| 500 ## - GENERAL NOTE | |
| General note | Includes appendices and index. |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Contents: Introduction: Part one: Financial institutions and their trading: Banks -- Insurance companies and pension plans -- Mutual funds and hedge funds -- Interest rate risk -- Volatility -- Correlations and copulas -- Value at risk and expected shortfall -- Historical simulation and extreme value theory -- Model-building approach -- Part three: Regulation: Basel I, basel II, and solvency II -- Basel II.5, basel III, and other post-crisis changes -- Fundamental review of the trading book -- Part four: Credit risk: Managing credit risk: margin, OTC markets, and CCPs -- Estimating default probabilities -- CVA and DVA -- Credit value at risk -- Part five: Other topics: Scenario analysis and stress testing -- Operational risk -- Liquidity risk -- Model risk -- Economic capital and RAROC -- Enterprise risk management -- Risk management mistakes to avoid. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Library of Congress Classification |
| Koha item type | Books |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Library of Congress Classification | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY | 29/01/2020 | HD61.H83(4e) | 8584/036/20 | 29/01/2020 | 29/01/2020 | Books |