MARC details
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03496nam a22005055i 4500 |
| 001 - NÚMERO DE CONTROL |
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u375225 |
| 003 - IDENTIFICADOR DEL NÚMERO DE CONTROL |
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SIRSI |
| 005 - FECHA Y HORA DE LA ULTIMA TRANSACCIÓN |
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20160812084313.0 |
| 007 - CAMPO FIJO DE DESCRIPCIÓN FIJA--INFORMACIÓN GENERAL |
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cr nn 008mamaa |
| 008 - ELEMENTOS DE LONGITUD FIJA -- INFORMACIÓN GENERAL |
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110331s2011 gw | s |||| 0|eng d |
| 020 ## - NÚMERO INTERNACIONAL NORMALIZADO PARA LIBROS |
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| International Standard Book Number |
9783642161148 |
| -- |
978-3-642-16114-8 |
| 040 ## - FUENTE DE CATALOGACIÓN |
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| Transcribing agency |
MX-MeUAM |
| 050 #4 - SIGNATURA TOPOGRÁFICA DE LA BIBLIOTECA DEL CONGRESO |
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| Classification number |
HG1-9999 |
| 050 #4 - SIGNATURA TOPOGRÁFICA DE LA BIBLIOTECA DEL CONGRESO |
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| Classification number |
HG4501-6051 |
| 050 #4 - SIGNATURA TOPOGRÁFICA DE LA BIBLIOTECA DEL CONGRESO |
|---|
| Classification number |
HG1501-HG3550 |
| 082 04 - NÚMERO DE CLASIFICACIÓN DECIMAL DEWEY |
|---|
| Classification number |
657.8333 |
| Edition number |
23 |
| 082 04 - NÚMERO DE CLASIFICACIÓN DECIMAL DEWEY |
|---|
| Classification number |
658.152 |
| Edition number |
23 |
| 100 1# - ASIENTO PRINCIPAL--NOMBRE PERSONAL |
|---|
| Personal name |
Engelmann, Bernd. |
| Relator term |
editor. |
| 245 14 - MENCIÓN DE TITULO |
|---|
| Title |
The Basel II Risk Parameters |
| Medium |
[recurso electrónico] : |
| Remainder of title |
Estimation, Validation, Stress Testing - with Applications to Loan Risk Management / |
| Statement of responsibility, etc. |
edited by Bernd Engelmann, Robert Rauhmeier. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Berlin, Heidelberg : |
| Name of producer, publisher, distributor, manufacturer |
Springer Berlin Heidelberg, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2011. |
| 300 ## - DESCRIPCIÓN FÍSICA |
|---|
| Extent |
XIV, 426 p. |
| Other physical details |
online resource. |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
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| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
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| Carrier type term |
online resource |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS |
|---|
| File type |
text file |
| Encoding format |
PDF |
| Source |
rda |
| 505 0# - NOTA DE CONTENIDO |
|---|
| Formatted contents note |
Statistical Methods to Develop Rating Models -- Estimation of a Rating Model for Corporate Exposures -- The Shadow Rating Approach - Experience from Banking Practice -- Estimating Probabilities of Default for Low Default Portfolios -- Transition Matrices: Properties and Estimation Methods -- A Multi-Factor Approach for Systematic Default and Recovery Risk -- Modelling Loss Given Default: A "Point in Time"-Approach -- Estimating Loss Given Default - Experiences from Banking Practice -- Possibilities of Estimating Exposures -- EAD Estimates for Facilities with Explicit Limits -- Validation of Banks' Internal Rating Systems - A Supervisory Perspective -- Measures of a Rating' s Discriminative Power - Applications and Limitations -- Statistical Approaches to PD Validation -- PD-Validation - Experience from Banking Practice -- Development of Stress Tests for Credit Portfolios -- Risk Management of Loans and Guarantees -- Risk Management of Loans with Embedded Options. |
| 520 ## - NOTA DE RESUMEN, ETC. |
|---|
| Summary, etc. |
The estimation and the validation of the Basel II risk parameters PD (default probability), LGD (loss given fault), and EAD (exposure at default) is an important problem in banking practice. These parameters are used on the one hand as inputs to credit portfolio models and in loan pricing frameworks, on the other to compute regulatory capital according to the new Basel rules. This book covers the state-of-the-art in designing and validating rating systems and default probability estimations. Furthermore, it presents techniques to estimate LGD and EAD and includes a chapter on stress testing of the Basel II risk parameters. The second edition is extended by three chapters explaining how the Basel II risk parameters can be used for building a framework for risk-adjusted pricing and risk management of loans. |
| 596 ## - |
|---|
| -- |
19 |
| 650 #0 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
|---|
| Topical term or geographic name as entry element |
Economics. |
| 650 #0 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
|---|
| Topical term or geographic name as entry element |
Finance. |
| 650 #0 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
|---|
| Topical term or geographic name as entry element |
Econometrics. |
| 650 #0 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
|---|
| Topical term or geographic name as entry element |
Industrial management. |
| 650 14 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
|---|
| Topical term or geographic name as entry element |
Economics/Management Science. |
| 650 24 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
|---|
| Topical term or geographic name as entry element |
Finance/Investment/Banking. |
| 650 24 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
|---|
| Topical term or geographic name as entry element |
Management/Business for Professionals. |
| 650 24 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
|---|
| Topical term or geographic name as entry element |
Quantitative Finance. |
| 650 24 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMÁTICO |
|---|
| Topical term or geographic name as entry element |
Econometrics. |
| 700 1# - ASIENTO SECUNDARIO - NOMBRE PERSONAL |
|---|
| Personal name |
Rauhmeier, Robert. |
| Relator term |
editor. |
| 710 2# - ASIENTO SECUNDARIO - NOMBRE CORPORATIVO |
|---|
| Corporate name or jurisdiction name as entry element |
SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY |
|---|
| Title |
Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Relationship information |
Printed edition: |
| International Standard Book Number |
9783642161131 |
| 856 40 - LOCALIZACIÓN Y ACCESO ELECTRÓNICOS |
|---|
| Public note |
Libro electrónico |
| Uniform Resource Identifier |
<a href="http://148.231.10.114:2048/login?url=http://link.springer.com/book/10.1007/978-3-642-16114-8">http://148.231.10.114:2048/login?url=http://link.springer.com/book/10.1007/978-3-642-16114-8</a> |
| 942 ## - TIPO DE MATERIAL (KOHA) |
|---|
| Koha item type |
Libro Electrónico |
