000 02765cam^a2200421^a^4500
001 UDM01000129997
003 UDM
005 20210531213043.0
008 100504s2008^^^^njua^^^^^b^^^^001^0^eng^^
020 _a0470118725
_q(cloth)
020 _a9780470118726
_q(cloth)
040 _aDLC
_cDLC
_dYDXCP
_dBAKER
_dBTCTA
_dUKM
_dC#P
_dBWX
_dVP@
_dSOI
_dCDX
_dUN@
082 0 4 _a332.7
_bM266 2008
245 1 0 _aManaging credit risk :
_bthe great challenge for global financial markets /
_cJohn B. Caouette ... [et al.].
250 _a2nd ed.
264 3 1 _aHoboken, N.J. :
_bJ. Wiley,
_cc2008.
300 _axxvi, 627 páginas :
_bilustraciones
336 _atexto
_btxt
_2rdacontent
337 _ano mediado
_bn
_2rdamedia
338 _avolumen
_bnc
_2rdacarrier
490 0 _aWiley finance series
500 _aRev. ed. of: Managing credit risk / John B. Caouette, Edward I. Altman, Paul Narayanan. c1998.
504 _aIncluye bibliografía.
505 0 _aCredit risk: the great challenge for the global economy -- Credit culture -- Classic industry players: banks, savings institutions, insurance: companies, finance companies, and special purpose entities -- The portfolio managers: investment managers, mutual funds, pension funds, and hedge funds -- Structural hubs: clearinghouses, derivative product companies, and exchanges -- The rating agencies -- Classic credit analysis -- Asset-based lending and lease finance -- Introduction to credit risk models -- Credit risk models based upon accounting data and market values -- Corporate credit risk models based on stock price -- Consumer finance models -- Credit models for small business, real estate, and financial institutions -- Testing and implementation of credit risk models -- About corporate default rates -- Default recovery rates and LGD in credit risk modeling and practice -- Credit risk migration -- Introduction to portfolio approaches -- Economic capital and capital allocation -- Application of portfolio approaches -- Credit derivatives -- Counterparty risk -- Country risk models -- Structured finance -- New markets, new players, new ways to play -- Market chaos and a reversion to the mean: the rediscovery of culture as a credit risk management tool.
650 1 4 _987300
_aAdministración de créditos.
650 1 4 _981017
_aAdministración de riesgos.
650 1 4 _9315875
_aDerivados financieros.
700 1 _9183559
_aCaouette, John B.,
_d1944- .
_eautor
856 _a_
_yTabla de contenido
_uhttp://www.loc.gov/catdir/enhancements/fy0826/2007047647-t.html
942 _2ddc
_cGEN
991 _aC0
_bUN@
991 _aCAIA
997 _aHZ
_b00
_c20140722
_lUDM01
_h1026
998 _aBATCH
_b00
_c20140911
_lUDM01
_h0527
999 _c118045
_d118045
900 _aECO
900 _aCNT