Financial risk management : (Record no. 6924)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02679nam a22002297a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | NUBALIWAG |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250207063915.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 250207b ph ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781119885290 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | NUBLRC |
| 050 ## - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | RA 972 .M38 2024 c.1 |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Mauren, Frantz. |
| Relator term | Auhtor |
| 245 ## - TITLE STATEMENT | |
| Title | Financial risk management : |
| Remainder of title | from metrics to human conduct / |
| Statement of responsibility, etc. | Frantz Maurer. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Hoboken : |
| Name of publisher, distributor, etc. | John Wiley & Sons, Inc., |
| Date of publication, distribution, etc. | c2024. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xx, 194 pages : |
| Other physical details | illustrations ; |
| Dimensions | 23 cm. |
| 365 ## - TRADE PRICE | |
| Price amount | PHP 2,999.00 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc. note | Includes index. |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Part 1. Navigating banking regulation.--Chapter 1. A brief history of the basel framework.--Chapter 2. The basel I regulatory framework and cooke ratio.--Chapter 3. Amendment to the basel I framework to incorporate market risks.--Chapter 4. Implementation of the basel II framework.--Chapter 5. A guided tour of the basel III framework.--Chapter 6. Climate-related financial risks.--Part 2. The financial risk measurement landscape.--Chapter 7. Historical approach to risk.--Chapter 8. The guassian framework.--Chapter 9. The brief overview of monte Carlo simulation.--Chapter 10. Risk contribution.--Chapter 11. Shortcomings of rish metrics.--Chapter 12. Ex-post evolution of a risk model: backtestinfg.--Chapter 13. A forward-looking evaluation of rish: stress testing.--Part 3. Getting conduct risk to scale.--Chapter 14. The picture of conduct risk.--Chapter 15. Markers of conduct risk.--Chapter 16. Worked example 7. Building a conduct risk score.--Chapter 17. Fostering a culture of appropriate conduct outcomes.--Chapter 18. Worked example 8: calclating a risk-taker's conduct risk index.--Chapter 19. Hot questions still pending.--Chapter 20. 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 |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | FINANCIAL RISK MANAGEMENT. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Library of Congress Classification |
| Koha item type | Books |
| Suppress in OPAC | No |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Total checkouts | Full call number | Barcode | Date last seen | Copy number | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Library of Congress Classification | Financial Management | NU BALIWAG | NU BALIWAG | General Circulation | 01/10/2025 | Purchased- Sketchbooks | GC RA 972 .M38 2024 c.1 | NUBUL000005271 | 02/07/2025 | c.1 | 02/07/2025 | Books |
