| 000 -LEADER |
|---|
| fixed length control field |
02866cam a22003858i 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20250105103123.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
250105b ||||| |||| 00| 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
2023051410 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781119885290 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781119885290 |
| Qualifying information |
(cloth) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| Cancelled/invalid ISBN |
9781119885306 |
| Qualifying information |
(adobe pdf) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| Cancelled/invalid ISBN |
9781119885313 |
| Qualifying information |
(epub) |
| 041 ## - LANGUAGE CODE |
|---|
| Language code of text/sound track or separate title |
eng |
| 042 ## - AUTHENTICATION CODE |
|---|
| Authentication code |
pcc |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HD61 |
| Item number |
.M3777 2024 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
658.15/5 |
| Edition number |
23/eng/20231207 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Preferred name for the person |
Maurer, Frantz, |
| Dates associated with a name |
1964- |
| Relator term |
author. |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Financial risk management : |
| Remainder of title |
from metrics to human conduct / |
| Statement of responsibility, etc |
Frantz Maurer. |
| 263 ## - PROJECTED PUBLICATION DATE |
|---|
| Projected publication date |
2401 |
| 264 #1 - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
Hoboken, NJ : |
| Name of publisher, distributor, etc |
Wiley, |
| Date of publication, distribution, etc |
2024. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
pages cm. |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
|---|
| Media type term |
unmediated |
| Media type code |
n |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
volume |
| Carrier type code |
nc |
| Source |
rdacarrier |
| 490 0# - SERIES STATEMENT |
|---|
| Series statement |
Standard Wiley finance series |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references and index. |
| 505 0# - CONTENTS |
|---|
| Formatted contents note |
A brief history of the Basel framework -- The Basel I regulatory framework -- Amendment to the Basel I framework to incorporate market risks -- Implementation of the Basel II framework -- A guided tour of the Basel III framework -- Climate-related financial risks -- Historical approach of risk -- The gaussian framework -- A brief overview of monte carlo simulation -- Risk contribution -- Shortcomings of risk metrics -- Ex-post evaluation of a risk model : backtesting -- A forward-looking evaluation of risk : stress testing -- The big picture of conduct risk -- Markers of conduct risk -- A first example of a conduct risk score -- Fostering a culture of appropriate conduct outcomes -- Worked example 4 - calculating a risk-taker's conduct risk index -- Hot questions still pending -- Understanding the root causes of poor conduct. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
"This book is not a comprehensive review or catalogue of financial risk management tools and methods; instead, it focuses on the core methods that are actually used by professionals, such as historical Value-at-Risk and Expected Shortfall. Without any knowledge of probabilities, the reader can fully understand the meaning of these risk indicators and how to use them when faced with real life situations that require risk analysis and decision-making. The authors then show how to marry this simple approach to financial risk with a conduct risk index designed to benchmark the conduct of natural risk-takers like traders, and measure how far these risk-takers are from a responsible behavior. A ready-to-use version of this conduct risk index calculator is provided as an Excel add-in on the book's companion website"-- |
| Assigning source |
Provided by publisher. |
| 630 00 - SUBJECT ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Basel II |
| Date of treaty signing |
(2004 June 26) |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Financial risk management. |
| 906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) |
|---|
| a |
7 |
| b |
cbc |
| c |
orignew |
| d |
1 |
| e |
ecip |
| f |
20 |
| g |
y-gencatlg |
| 942 ## - ADDED ENTRY ELEMENTS |
|---|
| Source of classification or shelving scheme |
|
| Item type |
BOOK |