Learning Commons | Cardinal Cushing Library
Library Catalog - Books/Videos

Königsschlösser und Fabriken - Ludwig II. und die Architektur

Full text (Emmanuel users only)

MOVE - Bewegliche Bauteile und Komponenten in der Architektur : Architecture in Motion - Dynamic Components and Elements. by Schumacher, Michael

Full text (Emmanuel users only)

The Peacock and the Buffalo : the Poetry of Nietzsche. by Nietzsche, Friedrich

Table of Contents: “…; To Hafis; Music of the South; I stand on a bridge; Three broken pieces; Sayings (1869â#x80;#x93;1888); Undaunted, I stood in Basel; Amongst friends; Pine and lightning; Tree in autumn; Amongst enemies; â#x80;#x98;The wanderer and his shadowâ#x80;#x99;; â#x80;#x98;Human, all too humanâ#x80;#x99;; He who once promised much; An example of â#x80;#x98;joyful wisdomâ#x80;#x99;; â#x80;#x98;The joyful wisdomâ#x80;#x99;; Attention: Poison!…”
Full text (Emmanuel users only)

Liquidity risk management : a practitioner's perspective by Venkat, Shyam, 1962-, Baird, Stephen, 1966-

Full text (Emmanuel users only)

The Moorad Choudhry anthology : past, present and future principles of banking and finance by Choudhry, Moorad

Full text (Emmanuel users only)

Building with earth : design and technology of a sustainable architecture / Design and technology of a sustainable architecture by Minke, Gernot

Full text (Emmanuel users only)

Re: Futures : Studio Hani Rashid, University of Applied Arts Vienna

Full text (Emmanuel users only)

Medieval Christianity in practice

Table of Contents: “…Preaching and pastoral care of a devout woman (deo devota) in fifteenth-century Basel / Hans-Jochen Schiewer -- [Pt. 10] Churches, parishes, and daily life : confession and penance -- 18. …”

American multiculturalism in context : views from at Home and Abroad

Full text (Emmanuel users only)

Cva - credit and funding valuation adjustment by Green, Anew

Full text (Emmanuel users only)

Adrian Frutiger - typefaces : the complete works by Frutiger, Adrian, 1928-2015

Full text (Emmanuel users only)

Global financial development report.

Table of Contents: “…3.6 Macroeconomic Factors and Government Bond Markets in Developing Countries4.1 The Correlates of Long-Term Bank Lending; 4.2 The Basel III Framework; 4.3 What Drives Short-Termism in Chilean Mutual and Pension Funds?…”
Full text (Emmanuel users only)

Investigations in medieval stained glass : materials, methods, and expressions

Table of Contents: “…Mans; 4.2 Chemillé-sur-Indrois; 4.3 Chenu; 5 The Final Lights; Bibliography; Chapter 4 Chartres: Glazing the Cathedral; 1 Stained Glass and Relics; 2 Creation of the Stained-Glass Windows; 3 Conclusion; Bibliography; Chapter 5 Design and Execution in Southern German Stained Glass of the Late Middle Ages and the Age of Dürer; 1 Nuremberg: a Model That Can be Applied Elsewhere; 2 Augsburg; 3 Strasbourg, Freiburg, and Basel…”
Full text (Emmanuel users only)

Safe Management of Wastes from Health-care Activities : a Practical Guide. by Y., Chartier

Table of Contents: “…3.3.3 Impacts of genotoxic waste3.3.4 Impacts of radioactive waste; 3.4 Survival of pathogenic microorganisms in the environment; 3.5 The need for further research and epidemiological surveys; 3.6 References and further reading; 4 Legislative, regulatory and policy aspects of health-care waste; 4.1 Importance of a national policy; 4.2 Guiding principles; 4.3 International agreements and conventions; 4.3.1 The Basel Convention; 4.3.2 The Bamako Convention; 4.3.3 The Stockholm Convention; 4.3.4 The environment and sustainable development conferences…”
Full text (Emmanuel users only)

Competing with data quality : concepts, tools, and techniques for building a successful approach to data quality by Jugulum, Rajesh

Full text (Emmanuel users only)

Biomimetics for architecture : learning from nature

Full text (Emmanuel users only)

Credit risk analytics : measurement techniques, applications, and examples in SAS by Baesens, Bart, Roesch, Daniel, 1968-, Scheule, Harald

Table of Contents: “…Title Page; Copyright; Table of Contents; Dedication; Acknowledgments; About the Authors; Chapter 1: Introduction to Credit Risk Analytics; Why This Book Is Timely; The Current Regulatory Regime: Basel Regulations; Introduction to Our Data Sets; Housekeeping; Chapter 2: Introduction to SAS Software; SAS versus Open Source Software; Base SAS; SAS/STAT; Macros in Base SAS; SAS Output Delivery System (ODS); SAS/IML; SAS Studio; SAS Enterprise Miner; Other SAS Solutions for Credit Risk Management; Reference; Chapter 3: Exploratory Data Analysis; Introduction; One-Dimensional Analysis.…”
Full text (Emmanuel users only)

Securitisation Swaps : a Practitioner's Handbook. by Aarons, Mark

Table of Contents: “…A Simple Pricing Framework for 1-Factor Stochastic FXFull Pricing Framework in A Multi-Factor Setting; Mitigation Strategies; Pre-Trade Structuring versus Real-Time Hedging; Pre-Trade Structuring; Real-Time Hedging; Stress Testing; Chapter 7 Downgrade Risk; Rating Agency Criteria; Criteria Specifics; Examples; Legal Aspects; Updates of Counterparty Criteria; Trade Capture and System Challenges; The Competitive Landscape for Third-Party Swap Providers; Basel III and The Liquidity Coverage Ratio; Liquidity Transfer Pricing; Constructing the LTP Curve; Updating the LTP Curve…”
Full text (Emmanuel users only)

Seamless care, safe care : the challenges of interoperability and patient safety in health care : proceedings of the EFMI Special Topic Conference, June 2-4, 2010, Reykjavik, Icela...

Table of Contents: “…Elkin [and others] -- The role of architecture and ontology for interoperability / Bernd Blobel [and others] -- Patients' empowerment of their personal health record requires strong traceability to guarantee patients health care security / François André Allaert, Catherine Quantin -- Empowering patients with COPD using Tele-homecare technology / Lotte Huniche [and others] -- Language games and patient-centred eHealth / Chris Showell, Elizabeth Cummings, Paul Turner -- Electronic interchange of lab test orders and results between laboratories reduces errors and gives full traceability / Ib Johansen, Margit Rasmussen -- Quality Improvements based on detailed and precise terminology / Ida Tvede, Kirsten Bredegaard, Jakob Steen Andersen -- Risk sssessment of integrated electronic health records / Bjarni Thor Bjornsson, Gudlaug Sigurdardottir, Stefan Orri Stefansson -- Meeting EHR security requirements: SeAAS approach / Basel Katt [and others] -- Improvement of cross-sector communication in the integrated health environment / Hans Demski [and others] -- Design and implementation of a health data interoperability mediator / Mu-Hsing Kuo, Andre William Kushniruk, Elizabeth Marie Borycki -- Ontology-based interoperability service for HL7 interfaces implementation / Carolina González, Bernd Blobel, Diego M. …”
Full text (Emmanuel users only)

Bank recovery and resolution : a conference book

Table of Contents: “…Cover; Title Page; Table of Contents; Notes on contributors; Series Preface; Editorial Preface; A note on the NACIIL and the HCFL; Part 1 Introduction; 1 Work of International Organizationson Bank Recovery and Resolution: an Overview; 1 Introduction; 1.1 The earliest history of bank insolvencies; 1.2 Background of recent legislative initiatives; 1.3 Theme of today's conference; 2 Territorial; 2.1 General; 2.2 Global; 2.2.1 FSF/FSB; 2.2.2 Basel Committee on Banking Supervision (BIS); 2.2.3 IMF; 2.2.4 UNCITRAL; 2.3 Regional; 2.3.1 EU; 2.3.2 United States; 2.4 National; 2.4.1 United Kingdom.…”
Full text (Emmanuel users only)

Handbook of market risk by Szylar, Christian

Table of Contents: “…1, Introduction to financial markets – 2, The efficient markets theory – 3, Return and volatility estimates - 4 Diversification, portfolios of risky assets, and the efficient frontier – 5, The capital asset pricing model and the arbitrage pricing theory – 6, Market risk and fundamental multifactors model – 7, Market risk: a historical perspective from market events and diverse mathematics to the value-at-risk – 8, Financial derivative instruments -- 9 Fixed income and interest rate risk – 10, Liquidity risk – 11, Alternatives investment: targeting alpha, idiosyncratic risk – 12, Stress testing and back testing – 13, Banks and Basel II/III.…”
Full text (Emmanuel users only)

Crossing Traditions : In Honour of Irena Backus. by Pitassi, Maria Cristina

Table of Contents: “…LittératureLooking Over the Past: The Reception of the Church Fathers and the History of Biblical Hermeneutics; Erasmus (1515) between the Bible and the Fathers: Threshold of a Hermeneutic; 1 Basel 1515; 2 Beyond Folly; 3 Aliquid novum; 4 Erasmus between the Bible and the Fathers; Bibliography; Printed sources; Literature; Voix sans vertu. …”
Full text (Emmanuel users only)

Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives by Gregory, Jon, 1971-

Table of Contents: “…Clearnet and SwapClear; 4.1.5 Lehman and other CCPs; 4.1.6 Responses; 4.1.7 Objections; 4.2 Regulatory changes; 4.2.1 Basel III; 4.2.2 Dodd-Frank; 4.2.3 EMIR; 4.2.4 Differences between the US and Europe.…”
Full text (Emmanuel users only)

Professional Financial Computing Using Excel and VBA by Tung, Humphrey K. K. (Humphrey Kwong Kwai)

Table of Contents: “…Professional Financial Computing Using Excel & VBA; Contents; Preface; CHAPTER 1: Financial Engineering and Computing; 1.1 Financial Engineering and Spreadsheet Modeling; 1.2 Lehman Brothers' Products for Retail Investors; 1.3 Risk Management and Basel II; 1.4 About the Book; 1.5. Chapter Highlights; 1.6 Other Remarks; CHAPTER 2: The GARCH(1,1) Model; 2.1. …”
Full text (Emmanuel users only)

Operational risk modeling in financial services : the exposure, occurrence, impact method by Naïm, Patrick, Condamin, Laurent

Full text (Emmanuel users only)

Grundlagen der Finanzierung und Investition : Mit Fallbeispielen und Übungen. by Pape, Ulrich

Table of Contents: “…5.2.3 Finanzierung aus Abschreibungsgegenwerten5.2.4 Finanzierung aus den Gegenwerten von Rückstellungen; 5.3 Finanzierung aus Vermögensumschichtung; 5.3.1 Reduzierung des gebundenen Kapitals; 5.3.2 Sale-and-Lease-Back; 5.4 Fragen und Aufgaben zur Innenfinanzierung; 5.4.1 Verständnisfragen; 5.4.2 Übungsaufgaben; 6 Finanzwirtschaftliche Unternehmensanalyse; 6.1 Bedeutung der finanzwirtschaftlichen Kennzahlenanalyse; 6.1.1 Adressaten und Zielsetzung; 6.1.2 Baseler Eigenkapitalakkord; 6.1.3 Informationsquellen; 6.2 Erfolgsanalyse; 6.2.1 Absolute Erfolgskennzahlen.…”
Full text (Emmanuel users only)

Risk management in banking by Bessis, Joël

Full text (Emmanuel users only)

A guide to financial regulation for fintech entrepreneurs by Loesch, Stefan, 1969-

Table of Contents: “…Sheet 5: Consumer Contracts Directive5.1 Definition and Scope; Sheet 6: Consumer Credit Directive; 6.1 Definition and Scope; 6.2 Information to Be Provided Before Concluding an Agreement; 6.3 Credit Assessment and Credit Databases; 6.4 Information to Be Provided with Agreements; 6.5 Consumer Rights Under Credit Agreements; 6.6 Annual Percentage Rate of Charge (APR); Sheet 7: Capital Requirements Directives; 7.1 General Background on Basel and CRD; 7.3 Capital Requirements Overview; 7.4 Capital Requirements for Credit Risk; 7.5 Capital Requirements for Non-credit Risk; 7.6 Leverage Ratio.…”
Full text (Emmanuel users only)

Xenopus development

Full text (Emmanuel users only)

Introduction to Bayesian estimation and copula models of dependence by Shemyakin, Arkady

Full text (Emmanuel users only)

Liquidity management : a funding risk handbook by Soprano, Aldo

Full text (Emmanuel users only)

Boom Basics Dutch Financial Supervision Act by Stegeman, Rezah

Table of Contents: “…Introduction -- Scope -- International sources (Basel III and CRD IV) -- 39. Group finance companies -- Dispensation -- 40. …”
Full text (Emmanuel users only)

Lessons from the financial crisis : causes, consequences, and our economic future

Table of Contents: “…Curbing optimism in managerial estimates through transparent accounting: the case of securitizations / Stephen Bryan, Steven Lilien, and Bharat Sarath -- 46. Basel II put on trial: what role in the financial crisis? …”
Full text (Emmanuel users only)

Credit securitizations and derivatives : challenges for the global markets

Table of Contents: “…Market Credit Risk Pricing -- Regulation -- Developments in Structured Finance Markets -- Impairments of Asset-Backed Securities and Outstanding Ratings -- Issuance of Asset-backed Securities and Outstanding Volume -- Global CDO Issuance and Outstanding Volume -- PART II CREDIT PORTFOLIO RISK MEASUREMENT -- Mortgage Credit Risk -- Five C's of Credit and Mortgage Credit Risk -- Determinants of Mortgage Default, Loss Given Default and Exposure at Default -- Determinants of Mortgage Default -- Determinants of Mortgage LGD -- Determinants of Mortgage EAD -- Modeling Methods for Default, LGD and EAD -- Model Risk Management -- Credit Portfolio Correlations and Uncertainty -- Introduction -- Gaussian and Semi-Gaussian Single Risk Factor Model -- Individual and Simultaneous Confidence Bounds and Intervals -- Confidence Intervals for Asset Correlations -- Confidence Intervals for Default and Survival Time Correlations -- Confidence Intervals for Default Correlations -- Confidence Intervals for Survival Time Correlations -- Credit Portfolio Correlations with Dynamic Leverage Ratios -- The Hui et al. (2007) Model -- The Method of Images for Constant Coefficients -- The Method of Images for Time-Varying Coefficients -- Modelling Default Correlations in a Two-Firm Model -- Default Correlations -- A Two-Firm Model with Dynamic Leverage Ratios -- Method of Images for Constant Coefficients -- Method of Images for Time-Varying Coefficients -- Alternative Methodologies for General Values -- Numerical Results -- Accuracy -- The Impact of Correlation between Two Firms -- The Impact of Different Credit Quality Paired Firms -- The Impact of Volatilities -- The Impact of Drift Levels -- The Impact of Initial Value of Leverage Ratio Levels -- Impact of Correlation between Firms and Interest Rates -- The Price of Credit-Linked Notes -- A Hierarchical Model of Tail-Dependent Asset Returns -- The Variance Compound Gamma Model -- Multivariate Process for Logarithmic Asset Returns -- Dependence Structure -- Sampling -- Copula Properties -- An Application Example -- Portfolio Setup -- Test Portfolios -- Parameter Setup -- Simulation Results -- Importance Sampling Algorithm -- Conclusions -- Appendix A: The VCG Probability Distribution Function Appendix B: HAC Representation for the VCG Framework -- Monte Carlo Methods for Portfolio Credit Risk -- Modeling Credit Portfolio Losses -- Risk Measures -- Modeling Dependency -- Estimating Risk Measures via Monte Carlo -- Crude Monte Carlo Estimators -- Importance Sampling -- Specific Models -- The Bernoulli Mixture Model -- Factor Models -- Copula Models -- Intensity Models -- An Example Point Process Model -- Appendix A: A Primer on Rare-event Simulation -- Efficiency -- Importance Sampling -- The Choice of g -- Adaptive Importance Sampling -- Importance Sampling for Stochastic Processes -- Credit Portfolio Risk and Diversification -- Introduction -- Model Setup -- Independent Asset Values -- Correlated Asset Values -- Large Portfolio Limit -- Correlated Diffusion -- Correlated GARCH Process -- Applications of the Structural Recovery Rate -- Conclusions -- PART III CREDIT PORTFOLIO RISK SECURITIZATION AND TRANCHING -- Differences in Tranching Methods: Some Results and Implications -- Defining a Tranche -- The Mathematics of Tranching -- PD-based Tranching -- EL-based Tranching -- The EL of a Tranche Necessarily Increases When Either the Attachment Point or the Detachment Point is Decreased -- Upper Bound on Tranche Expected LGD (LGDt) Assumption Given EL-based Tranches -- Skipping of Some Tranches in the EL-based Approach -- Global Structured Finance Rating -- Asset-Backed Securities -- The ABS Structure for the Experiment -- Cash Flow Modeling -- Modeling and Simulating Defaults -- Expected Loss Rating -- Global Sensitivity Analysis -- Elementary Effects -- Variance-based Method -- Global Sensitivity Analysis Results -- Uncertainty Analysis -- Sensitivity Analysis -- Global Rating -- PART IV CREDIT DERIVATIVES -- Analytic Dynamic Factor Copula Model -- Pricing Equations -- One-factor Copula Model -- Multi-period Factor Copula Models -- Calibration -- Dynamic Modeling of Credit Derivatives -- General Model Choice -- Modeling Option Prices -- Modeling Credit Risk -- Portfolio Credit Derivatives -- Modeling Asset Dynamics -- The Market Model -- The Asset-value Model -- Empirical Analysis -- Elementary Data -- Implied Dividends -- Market Dynamics -- Asset Value Model -- Tranche Pricing -- Out-of-time Application -- Pricing and Calibration in Market Models -- Basic notions -- The model -- Modeling Assumptions -- Absence of Arbitrage -- An affine specification -- Pricing -- Calibration -- Calibration Procedure -- Calibration Results -- Appendix A: Computations -- Counterparty Credit Risk and Clearing of Derivatives -- From the Perspective of an Industrial Corporate with a Focus on Commodity Markets -- Credit exposures in commodity business -- Settlement Exposure -- Performance Exposure -- Example of Fixed Price Deal with Performance Exposure -- Example of a Floating Price Deal with Performance Exposure -- General Remarks on Credit Exposure Concepts -- Ex Ante exposure-reducing techniques -- Payment Terms -- Material Adverse Change Clauses -- Master Agreements -- Netting -- Margining -- Close Out Exposure and Threshold -- Ex Ante risk-reducing techniques -- Credit Enhancements in General -- Parent Company Guarantees -- Letters of Credit -- Credit Insurance -- Clearing via a Central Counterparty -- Ex Post risk-reducing techniques -- Factoring -- Novation -- Risk-reducing Trades -- Hedging with CDS -- Hedging with Contingent-CDS -- Hedging with Puts on Equity -- Ex Post work out considerations -- Practical credit risk management and pricing Peculiarities of commodity markets -- Peculiarities of commodity related credit portfolios -- Credit Risk Capital for a commodity related portfolio measured with an extension of CreditMetrics -- CreditRisk+ study: applied to a commodity related credit portfolio -- CDS Industrial Sector Indices, Credit and Liquidity Risk -- The Data -- Methodology and Results -- Preliminary Analysis -- Common Factor Analysis -- Stability of Relations -- Risk Transfer and Pricing of Illiquid Assets with Loan CDS -- Shipping Market -- Loan Credit Default Swaps -- LCDS Pricing -- Modeling LCDS Under the Intensity-based Model -- Valuation Framework for LCDS -- The Structural Approach -- Credit Risk in Shipping Loans -- Valuation of LCDS on Shipping Loans -- Simulation Model -- Numerical Results -- Appendix A: Monte Carlo Parameterization PART V REGULATION -- Regulatory Capital Requirements for Securitizations -- Regulatory Approaches for Securitizations -- Ratings Based Approach (RBA) -- Supervisory Formula Approach (SFA) -- Standardized Approach (SA) -- Post-crisis Revisions to the Basel Framework -- Regulating OTC Derivatives -- The Wall Street Transparency and Accountability Part of the Dodd-Frank Act of 2010 -- Which Derivatives Will Be Affected? …”
Full text (Emmanuel users only)

International documents on environmental liability by Descamps, Hannes

Table of Contents: “…Transboundary Movements of Hazardous Wastes -- 18. Basel Liability Protocol -- 18.1 General Information -- 18.2 Protocol of 10 December 1999 on Liability and Compensation for Damage Resulting from Transboundary Movements to the Convention on the Control of Transboundary Movements of Hazardous Wastes and Their Disposal -- VIII. …”
Full text (Emmanuel users only)