000			01919cam a22003254a 4500
001			11793318
003			OSt
005			20210713140417.0
008			990922s2001 njua b 001 0 eng
010			_a 99048928
020			_a0071357319 (recycled, acidfree paper)
040			_aDLC _cDLC _dDLC
042			_apcc
050	0	0	_aHD61.C77
082	0	0	_a658.15/5 _221
100	1		_aCrouhy, Michel,
245	1	0	_aRisk management. / _cby Michel Crouhy, Dan Galai, Robert Mark.
260			_aNew York: _bMcGraw-Hill, _c2001.
300			_axxiii, 717 p. : _bill. ; _c24 cm.
504			_aIncludes bibliographical references (p. 693-707) and index.
505			_aContents: 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 --
650		0	_aRisk management.
700	1		_aGalai, Dan.
700	1		_aMark, Robert
856	4	2	_3Contributor biographical information _uhttp://www.loc.gov/catdir/bios/mh041/99048928.html
856	4	1	_3Table of contents _uhttp://www.loc.gov/catdir/toc/mh023/99048928.html
906			_a7 _bcbc _corignew _d1 _eocip _f19 _gy-gencatlg
942			_2lcc _cBK
999			_c7727 _d15227