Measuring integrated market and credit risks in bank portfolios : an application to a set of hypothetical banks operating in South Africa

Author(s)

• Barnhill, Theodore M., Jr.
• Papapanagiotou, Panagiotis
• Schumacher, Liliana
• International Monetary Fund. Monetary and Exchange Affairs Dept

Bibliographic Information

Measuring integrated market and credit risks in bank portfolios : an application to a set of hypothetical banks operating in South Africa

prepared by Theodore M. Barnhill, Jr., Panagiotis Papapanagiotou, and Liliana Schumacher

（IMF working paper, WP/00/212）

International Monetary Fund, c2000

Note

"December 2000"

Includes bibliographical references (p. 24-26)

Details

• NCID: BA53518113
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: [Washington, D.C.]
• Pages/Volumes: 49 p.
• Size: 28 cm
• Parent Bibliography ID:
  • BA27768827