MARC details
| 000 -LEADER |
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| fixed length control field |
02817cam a2200385Ii 4500 |
| 001 - CONTROL NUMBER |
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| control field |
ocn953197571 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
OCoLC |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20240726104737.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
160707s2016 enk ob 001 0 eng d |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
NT |
| Language of cataloging |
eng |
| Description conventions |
rda |
| -- |
pn |
| Transcribing agency |
NT |
| Modifying agency |
NT |
| -- |
OCLCO |
| -- |
AZU |
| -- |
OCLCF |
| -- |
OCLCO |
| -- |
YDXCP |
| -- |
COO |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781137436962 |
| Qualifying information |
|
| 050 04 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
HD61 |
| Item number |
.V355 2016 |
| 049 ## - LOCAL HOLDINGS (OCLC) |
|---|
| Holding library |
MAIN |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Scandizzo, Sergio, |
| Relator term |
Author |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
The validation of risk models : |
| Remainder of title |
a handbook for practitioners / |
| Statement of responsibility, etc. |
Sergio Scandizzo. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Place of publication, distribution, etc. |
Houndmills, Basingstoke, Hampshire : |
| Name of publisher, distributor, etc. |
Palgrave Macmillan, |
| Date of publication, distribution, etc. |
(c)2016. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
1 online resource. |
| 336 ## - CONTENT TYPE |
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| 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 |
|---|
| Carrier type term |
online resource |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS |
|---|
| File type |
data file |
| Source |
rda |
| 490 1# - SERIES STATEMENT |
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| Series statement |
Applied quantitative finance series |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc. note |
Includes bibliographies and index. |
| 520 0# - SUMMARY, ETC. |
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| Summary, etc. |
The practice of quantitative risk management has reached unprecedented levels of sophistication. The pricing, the assessment of risk as well as the computation of the capital requirements for highly complex transactions are performed through equally complex mathematical models, running on sophisticated computer systems, developed and operated by dedicated, highly qualified specialists. With this sophistication, however, come risks that are unpredictable, globally challenging and difficult to manage. Model risk is a prime example of these and precisely the kind of risk that those tasked with managing financial institutions as well as those overseeing the soundness and stability of the financial system should worry about. This book starts with setting the problem of the validation of risk models within the context of banking governance and proposes a comprehensive methodological framework for the assessment of models against compliance, qualitative and quantitative benchmarks. It provides a comprehensive guide to the tools and techniques required for the qualitative and quantitative validation of the key categories of risk models and introduces a practical methodology for the measurement of the resulting model risk and its translation into prudent adjustments to capital requirements and other estimates. |
| 530 ## - COPYRIGHT INFORMATION: |
|---|
| COPYRIGHT INFORMATION |
COPYRIGHT NOT covered - Click this link to request copyright permission: |
| Uniform Resource Identifier |
<a href="b">b</a> |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Risk management |
| General subdivision |
Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Banks and banking |
| General subdivision |
Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Investments |
| General subdivision |
Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Corporations |
| General subdivision |
Finance |
| -- |
Mathematical models. |
| 655 #1 - INDEX TERM--GENRE/FORM |
|---|
| Genre/form data or focus term |
Electronic Books. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
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| -- |
Click to access digital title | log in using your CIU ID number and my.ciu.edu password. |
| Uniform Resource Identifier |
<a href="httpss://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=1203440&site=eds-live&custid=s3260518">httpss://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=1203440&site=eds-live&custid=s3260518</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
Online Book (LOGIN USING YOUR MY CIU LOGIN AND PASSWORD) |
| DONATED BY: |
|
| VENDOR |
EBSCO |
| Classification part |
HD |
| PUBLICATION YEAR |
2016 |
| LOCATION |
ONLINE |
| REQUESTED BY: |
|
| -- |
|
| -- |
NFIC |
| Source of classification or shelving scheme |
|
| 994 ## - |
|---|
| -- |
92 |
| -- |
NT |
| 902 ## - LOCAL DATA ELEMENT B, LDB (RLIN) |
|---|
| a |
1 |
| b |
Cynthia Snell |
| c |
1 |
| d |
Cynthia Snell |