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Introduction to credit risk (Record no. 4001)

MARC details
000 -LEADER
fixed length control field	02466nam a22002057a 4500
005 - DATE AND TIME OF LATEST TRANSACTION
control field	20230104145001.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field	230104b \|\|\|\|\| \|\|\|\| 00\| 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number	9780367478490
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number	332.7
Item number	CAR
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name	Carlone, Giulio
245 ## - TITLE STATEMENT
Title	Introduction to credit risk
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Name of publisher, distributor, etc.	CRC Press
Place of publication, distribution, etc.	Boca Raton
Date of publication, distribution, etc.	2021
300 ## - PHYSICAL DESCRIPTION
Extent	xviii, 470 p.
365 ## - TRADE PRICE
Price type code	GBP
Price amount	150.00
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc. note	Table of Contents<br/>1. Background of credit risk and Java visualization for expected exposure. 2. Theoretical phase of a real-world case study. 3. Real-world case of the practical phase for generating exposure regulatory measures in a specific bank with an internal model method. 4. Theoretical approach of the real-world case phase related to the methodology of scenario simulation used for generating exposure regulatory measures. 5. Generation of a simulation of a real-world case for generating exposures regulatory measures. 6. Compute exposure by counterparty. 7 First quantitative analysis of portfolio exposure profiles. 8. Further analysis on portfolio exposure profiles using zero rate vector 0.03. 9. Further analysis on portfolio exposure profiles with zero rate vector 0.06. 10. Generalization of analysis on portfolio exposure profiles with zero rate vectors 0.01, 0.03, and 0.06. 11. Risk perspective of credit valuation adjustment. 12. Further work. 13. Matlab source code strategy further analysis of generation of time step. 14. Expected exposure visualization list of Java Code Packages. 15. Expected exposure visualization list of UML diagram. 16 Credit Models using Google Cloud.
520 ## - SUMMARY, ETC.
Summary, etc.	Introduction to Credit Risk focuses on analysis of credit risk, derivatives, equity investments, portfolio management, quantitative methods, and risk management. In terms of application, this book can be used as an important tool to explain how to generate data rows of expected exposure to counterparty credit risk. The book also directs the reader on how to visualize, in real time, the results of this data, generated with a Java tool.<br/><br/>Features<br/><br/>Uses an in-depth case study to illustrate multiple factors in counterparty credit risk exposures<br/>Suitable for quantitative risk managers at banks, as well as students of finance, financial mathematics, and software engineering<br/>Provides the reader with numerous examples and applications
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element	Financial risk management
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element	Credit--Management
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme	Dewey Decimal Classification
Koha item type	Book

Holdings
Withdrawn status	Lost status	Source of classification or shelving scheme	Damaged status	Not for loan	Collection code	Bill No	Bill Date	Home library	Current library	Shelving location	Date acquired	Source of acquisition	Cost, normal purchase price	Total Checkouts	Full call number	Accession Number	Date last seen	Copy number	Cost, replacement price	Price effective from	Koha item type
		Dewey Decimal Classification			Finance & Accounting	TB2584	24-12-2022	Indian Institute of Management LRC	Indian Institute of Management LRC	General Stacks	01/04/2023	Technical Bureau India Pvt. Ltd.	9665.25		332.7 CAR	004133	01/04/2023	1	14700.00	01/04/2023	Book