Measuring integrated market and credit risks in bank portfolios :
an application to a set of hypothetical banks operating in South Africa /
Theodore M. Barnhill Jr., Panagiotis Papapanagiotou, and Liliana Schumacher

Description

Main Author

Barnhill, Theodore M

Related Names

Schumacher, Liliana
Papapanagiotou, Panagiotis
International Monetary Fund. Monetary and Exchange Affairs Dept

Language(s)

English

Published

[Washington, D.C.] : International Monetary Fund, Monetary and Exchange Affairs Dept., c2000

Subjects

Credit > Credit / South Africa > Credit / South Africa / Econometric models
Risk > Risk / South Africa > Risk / South Africa / Econometric models
Capital market > Capital market / South Africa > Capital market / South Africa / Econometric models
Bank investments > Bank investments / South Africa > Bank investments / South Africa / Econometric models
Banks and banking > Banks and banking / South Africa > Banks and banking / South Africa / Econometric models

Physical Description

49 p. : ill. ; 28 cm

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