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

著者

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

書誌事項

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

注記

"December 2000"

Includes bibliographical references (p. 24-26)

詳細情報

• NII書誌ID(NCID): BA53518113
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: [Washington, D.C.]
• ページ数/冊数: 49 p.
• 大きさ: 28 cm
• 親書誌ID:
  • BA27768827