Models for risk aggregation and sensitivity analysis (Record no. 79713)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 01933ngm a2200361 a 4500 |
| 001 - CONTROL NUMBER | |
| control field | HST3088_1_2 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | UkLoHST |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS | |
| fixed length control field | m c |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr|cna|||a|||| |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | vz|czazum |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 120416s2012 enk|||||||||||s|||v|eng d |
| 028 50 - PUBLISHER NUMBER | |
| Publisher number | 3088 |
| Source | Henry Stewart Talks |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (UkLoHST)2271 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | UkLoHST |
| Language of cataloging | eng |
| Transcribing agency | UkLoHST |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Jacobs, Michael, |
| Affiliation | (Senior Financial Economist, Credit Risk Analysis Division, Office of the Comptroller of the Currency, US Department of the Treasury, USA) |
| Relator code | spk |
| 245 10 - TITLE STATEMENT | |
| Title | Models for risk aggregation and sensitivity analysis |
| Medium | [electronic resource] : |
| Remainder of title | an application to bank economic capital / |
| Statement of responsibility, etc. | Michael Jacobs. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc. | London : |
| Name of publisher, distributor, etc. | Henry Stewart Talks, |
| Date of publication, distribution, etc. | 2012. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource (1 streaming video file (38 min.) : |
| Other physical details | color, sound). |
| 490 1# - SERIES STATEMENT | |
| Series statement | Risk management for sovereign institutions : innovations in strategic risk management for volatile times, |
| International Standard Serial Number | 2056-4570 |
| 500 ## - GENERAL NOTE | |
| General note | Animated audio-visual presentation with synchronized narration. |
| 500 ## - GENERAL NOTE | |
| General note | Title from title frames. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Contents: Value at Risk -- The method of copulas -- Data description -- Call report variables -- Call report and CRSP -- Loss distributions -- Time series -- 5 risk types -- Dependogram of multivariate tests -- Diversification benefit -- Copula goodness of fit (GOF) -- Bootstrap of margins & correlations. |
| 506 ## - RESTRICTIONS ON ACCESS NOTE | |
| Terms governing access | Access restricted to subscribers. |
| 538 ## - SYSTEM DETAILS NOTE | |
| System details note | Mode of access: World Wide Web. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Bank capital. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Banks and banking |
| General subdivision | Risk management. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance |
| General subdivision | Mathematical models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Financial risk management. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Risk assessment |
| General subdivision | Econometric models. |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Henry Stewart talks. |
| Name of part/section of a work | Business & management collection. |
| -- | Risk management for sovereign institutions. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://hstalks.com/bm/2271/">https://hstalks.com/bm/2271/</a> |
| 856 42 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://hstalks.com/bm/p/670/">https://hstalks.com/bm/p/670/</a> |
| Materials specified | Series |
No items available.