The Practice of risk management : implementing processes for managing firmwide market risk

<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.loc.gov/MARC21/slim http://www.loc.gov/standards/marcxml/schema/MARC21slim.xsd">
  <record>
    <leader>00000nam a2200000 i 4500</leader>
    <controlfield tag="001">MAP20070034730</controlfield>
    <controlfield tag="003">MAP</controlfield>
    <controlfield tag="005">20080417184910.0</controlfield>
    <controlfield tag="008">010509s1998    gbr            000|0eng  </controlfield>
    <datafield tag="020" ind1=" " ind2=" ">
      <subfield code="a">1-85564-627-7</subfield>
    </datafield>
    <datafield tag="040" ind1=" " ind2=" ">
      <subfield code="a">MAP</subfield>
      <subfield code="b">spa</subfield>
    </datafield>
    <datafield tag="084" ind1=" " ind2=" ">
      <subfield code="a">7</subfield>
    </datafield>
    <datafield tag="245" ind1="1" ind2="4">
      <subfield code="a">The Practice of risk management</subfield>
      <subfield code="b">: implementing processes for managing firmwide market risk</subfield>
      <subfield code="c">Goldman Sachs & Co and SBC Warburg Dillon Read</subfield>
    </datafield>
    <datafield tag="260" ind1=" " ind2=" ">
      <subfield code="a">London</subfield>
      <subfield code="b">Euromoney</subfield>
      <subfield code="c">2001</subfield>
    </datafield>
    <datafield tag="300" ind1=" " ind2=" ">
      <subfield code="a">XIV, 265 p.</subfield>
      <subfield code="c">27 cm</subfield>
    </datafield>
    <datafield tag="520" ind1="8" ind2=" ">
      <subfield code="a">Risk management in context : A day in the life of the risk manager. The beginnings of risk management. The framework for firmwide risk management. A taxonomy of market risk -- The toolkit for measuring market risk : The challenge of risk measurement. Stress testing. VaR. Scenario analysis. Specific risk -- Risk management in the real world : The risk management function. Risk analysis and reporting. Backtesting. Inventory pricing and price verification. Derivatives models and validation. The flow of risk information. Risk management for other users -- The changing world of risk management : The regulation of financial firms. Reporting and disclosure. Managing risk capital. Life in the year 2008</subfield>
    </datafield>
    <datafield tag="650" ind1="0" ind2="1">
      <subfield code="0">MAPA20080591182</subfield>
      <subfield code="a">Gerencia de riesgos</subfield>
    </datafield>
    <datafield tag="650" ind1="0" ind2="1">
      <subfield code="0">MAPA20080588953</subfield>
      <subfield code="a">Análisis de riesgos</subfield>
    </datafield>
    <datafield tag="650" ind1="0" ind2="1">
      <subfield code="0">MAPA20080604394</subfield>
      <subfield code="a">Valoración de riesgos</subfield>
    </datafield>
    <datafield tag="650" ind1="1" ind2="1">
      <subfield code="0">MAPA20080582418</subfield>
      <subfield code="a">Riesgo financiero</subfield>
    </datafield>
    <datafield tag="650" ind1="1" ind2="1">
      <subfield code="0">MAPA20080571566</subfield>
      <subfield code="a">Casos prácticos</subfield>
    </datafield>
    <datafield tag="710" ind1="2" ind2=" ">
      <subfield code="0">MAPA20080449698</subfield>
      <subfield code="a">Goldman Sachs International</subfield>
    </datafield>
    <datafield tag="710" ind1="2" ind2=" ">
      <subfield code="0">MAPA20080445775</subfield>
      <subfield code="a">Swiss Bank Corporation</subfield>
    </datafield>
    <datafield tag="856" ind1=" " ind2=" ">
      <subfield code="y">MÁS INFORMACIÓN</subfield>
      <subfield code="u">mailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%20%0A%0A%5Banote%20aqu%C3%AD%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%20y%20nos%20pondremos%20en%20contacto%20con%20usted%5D%20%0A%0AGracias%20%0A</subfield>
    </datafield>
  </record>
  <record>
    <leader>00000nxm a22000001n 4500</leader>
    <controlfield tag="001">MAPF20080319298</controlfield>
    <controlfield tag="003">MAPF</controlfield>
    <controlfield tag="004">MAP20070034730</controlfield>
    <controlfield tag="005">20080417223326.0</controlfield>
    <controlfield tag="008">0804170u    8   0001bbspa0080417</controlfield>
    <datafield tag="040" ind1=" " ind2=" ">
      <subfield code="a">MAP</subfield>
      <subfield code="b">spa</subfield>
    </datafield>
    <datafield tag="852" ind1=" " ind2=" ">
      <subfield code="a">MAP</subfield>
      <subfield code="9">031261</subfield>
      <subfield code="p">0000031261000</subfield>
      <subfield code="h">7 PRA PRA</subfield>
    </datafield>
  </record>
</collection>