MARC details
| 000 -LEADER |
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| fixed length control field |
03699nam a22003257a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
ZW-GwMSU |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20240502142037.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
240502b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780123749017 (hbk. : alk. paper) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
0123749018 (hbk. : alk. paper) |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
rda |
| Transcribing agency |
MSULIB |
| Language of cataloging |
English |
| Description conventions |
rda |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG1616.C34 KLA |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Klaassen, Pieter. |
| Relator term |
author |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Economic capital : |
| Remainder of title |
how it works and what every manager needs to know / |
| Statement of responsibility, etc |
Pieter Klaassen and Idzard van Eeghen. |
| 260 #1 - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
Burlington, MA : |
| Name of publisher, distributor, etc |
Elsevier, |
| Date of publication, distribution, etc |
2009. |
| 264 #4 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Date of production, publication, distribution, manufacture, or copyright notice |
©2009. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xv, 285 pages : |
| Other physical details |
illustrations |
| Dimensions |
24 cm. |
| 336 ## - CONTENT TYPE |
|---|
| Source |
rdacontent |
| content type term |
text |
| 337 ## - MEDIA TYPE |
|---|
| source |
rdamedia |
| media type term |
unmediated |
| media type code |
n |
| 338 ## - CARRIER TYPE |
|---|
| source |
rdacarrier |
| carrier type term |
volume |
| carrier type code |
nc |
| 490 1# - SERIES STATEMENT |
|---|
| Series statement |
[Elsevier finance] |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references and index. |
| 505 ## - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 1: Measuring the Unexpected: Understanding Economic Capital Chapter 2: Show Me the Money: The Purpose of Economic Capital Chapter 3: You Manage What You Measure: Defining Economic Capital Chapter 4: Running the Numbers: Measuring Economic Capital Chapter 5: Facing Reality: Implementing Economic Capital Chapter 6: Team play: Economic Capital and its Context Chapter 7: What's Next? The Future of Economic Capital |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
Economic Capital: How It Works and What Every Manager Needs to Know clarifies how economic capital can be defined, measured, and implemented in a manner that adds value to an organization. It does so in a way that is accessible to a broad audience, including senior managers of financial institutions, supervisors, analysts, and risk modelers. The book illustrates main concepts and choices with many examples and actual events in financial markets, including those in the recent sub-prime crisis. The authors also discuss the role of economic capital within the broader context of management responsibilities and activities, and its relation to other risk management tools that are available to the modern risk manager. Takes a managerial view on economic capital in relation to capital adequacy, risk management, and performance management, which aids management understanding of how risk modelling and economic capital can help to control risk and balance risk and return. Presents real dilemmas and discusses possible solutions when setting up an economic capital framework in an institution, which helps managers to make informed choices for a consistent and effective risk and performance framework within their institution. The Non-mathematical and intuitive discussion of topics that are otherwise the exclusive domain of mathematicians creates a book that is accessible to a broad audience in financial sector, from managers and supervisors who want to understand and control the risk models that financial institutions use, to analysts and modelers. Structured and complete discussion of all relevant aspects of economic capital, from purpose and definition to measurement, implementation, and use can be utilized as a source of reference for discussions between managers, supervisors and modelers. Illustrations with many actual events from the sub-prime and other financial crisis explain what risks caused these crises and how risk models and managers can identify these risks and reflect them in an economic capital framework. Contains description of risk modelling approaches for a large number of risks, which enables consistent risk modelling for large number of risks within an economic capital framework |
| 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 |
Bank management. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Banks and banking |
| General subdivision |
Risk management. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Eeghen, Idzard van. |
| Relator term |
author |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Library of Congress Classification |
| Koha item type |
Book |