000			01933ngm a2200361 a 4500
001			HST3088_1_2
003			UkLoHST
006			m c
007			cr|cna|||a||||
007			vz|czazum
008			120416s2012 enk|||||||||||s|||v|eng d
028	5	0	_a3088 _bHenry Stewart Talks
035			_a(UkLoHST)2271
040			_aUkLoHST _beng _cUkLoHST
100	1		_aJacobs, Michael, _u(Senior Financial Economist, Credit Risk Analysis Division, Office of the Comptroller of the Currency, US Department of the Treasury, USA) _4spk
245	1	0	_aModels for risk aggregation and sensitivity analysis _h[electronic resource] : _ban application to bank economic capital / _cMichael Jacobs.
260			_aLondon : _bHenry Stewart Talks, _c2012.
300			_a1 online resource (1 streaming video file (38 min.) : _bcolor, sound).
490	1		_aRisk management for sovereign institutions : innovations in strategic risk management for volatile times, _x2056-4570
500			_aAnimated audio-visual presentation with synchronized narration.
500			_aTitle from title frames.
505	0		_aContents: 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			_aAccess restricted to subscribers.
538			_aMode of access: World Wide Web.
650		0	_aBank capital.
650		0	_aBanks and banking _xRisk management.
650		0	_aFinance _xMathematical models.
650		0	_aFinancial risk management.
650		0	_aRisk assessment _xEconometric models.
830		0	_aHenry Stewart talks. _pBusiness & management collection. _pRisk management for sovereign institutions.
856	4	0	_uhttps://hstalks.com/bm/2271/
856	4	2	_uhttps://hstalks.com/bm/p/670/ _3Series
999			_c79713 _d79713