Risk management and financial institutions. / (Record no. 7695)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 01904nam a22002297a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20210701151052.0 |
| 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 | 9781119448112 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | LC |
| 050 ## - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HD61.H83 |
| 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 | 5th ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Hoboken: |
| Date of publication, distribution, etc. | 2018. |
| Name of publisher, distributor, etc. | John Wiley and Sons, Inc., |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxiv, 799 p. : |
| Other physical details | ill.; |
| 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: 1. Introduction --<br/>Part One: Financial institutions and their trading: 2. Banks ; 3. Insurance Companies and Pension Plans ; 4. Mutual Funds and Hedge Funds ; 5. Trading in Financial Markets ; 6. The Credit Crisis of 2007 ; 7. Valuation and scenario analysis: the risk-neutral and real worlds --<br/>Part Two: Market risk: 8. How traders manage their risks ; 9. Interest rate risk ; 10. Volatility ; 11. Correlations and copulas ; 12. Value at risk and expected shortfall ; 13. Historical simulation and extreme value theory ; 14. Model-building approach --<br/>Part Three: Regulation: 15. Basel I, Basel II, and Solvency II ; 16. Basel II.5, Basel III, and other post-crisis changes ; 17. Fundamental review of the trading book --<br/>Part Four: Credit risk: 18. Managing credit risk : margin, OTC markets, and CCPs ; 19. Estimating default probabilities ; 20. CVA and DVA ; 21. Credit value at risk --<br/>Part Five: Other topics: 22. Scenario analysis and stress testing ; 23. Operational risk ; 24. Liquidity risk ; 25. Model risk ; 26. Economic capital and RAROC ; 27. Enterprise risk management ; 28. Risk management mistakes to avoid --<br/>Part Six: Appendices: Appendices --<br/>Answers to Questions and Problems --<br/>Glossary --<br/><br/><br/> |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Risk management. |
| -- | Financial institutions -- Management. |
| -- | Bank |
| 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 | Copy number | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Library of Congress Classification | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY | General Stacks | 31/10/2019 | HD61.H83(5e) | K/1095/1095/19 | 01/07/2021 | 1 | 01/07/2021 | Books | |||||
| Library of Congress Classification | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY | General Stacks | 31/10/2019 | HD61.H831(5e) | K/1096/1096/19 | 01/07/2021 | 2 | 01/07/2021 | Books | |||||
| Library of Congress Classification | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY | General Stacks | 31/10/2019 | HD61.H832(5e) | K/1100/1100/19 | 01/07/2021 | 3 | 01/07/2021 | Books |