01919cam a22003254a 4500 11793318 OSt 20210713140417.0 990922s2001 njua b 001 0 eng 99048928 0071357319 (recycled, acidfree paper) DLC DLC DLC pcc HD61.C77 658.15/5 21 Crouhy, Michel, Risk management. / by Michel Crouhy, Dan Galai, Robert Mark. New York: McGraw-Hill, 2001. xxiii, 717 p. : ill. ; 24 cm. Includes bibliographical references (p. 693-707) and index. Contents: The need for risk management systems -- The new regulatory and corporate environment -- Structuring and managing the risk management function in a bank -- The new BIS capital requirements for financial risks -- Measuring market risk -- Measuring market risk -- Credit rating systems -- Credit migration approach to measuring credit risk -- The contingent claim approach to measuring credit risk -- Other approaches -- Comparison of industry-sponsored credit models and associated back-testing issues -- Hedging credit risk -- Managing operational risk -- capital allocation and performance measurement -- Model risk -- Risk management in nonbank corporations -- Risk management in the future -- Risk management. Galai, Dan. Mark, Robert Contributor biographical information http://www.loc.gov/catdir/bios/mh041/99048928.html Table of contents http://www.loc.gov/catdir/toc/mh023/99048928.html 7 cbc orignew 1 ocip 19 y-gencatlg lcc BK 7727 15227 0 0 lcc 0 0 WIUC-KL WIUC-KL GEN 2019-10-23 0 HD61.C77 K/299/299/19 2021-07-13 00:00:00 1 2021-07-13 BK 0 0 lcc 0 0 WIUC-KL WIUC-KL GEN 2019-10-23 0 HD61.C771 K/300/300/19 2021-07-13 00:00:00 2 2021-07-13 BK 0 0 lcc 0 0 WIUC-KL WIUC-KL GEN 2019-10-23 0 HD61.C772 K/301/301/19 2021-07-13 00:00:00 3 2021-07-13 BK