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

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090 ‡aHG3810 ‡b.I44 v.2000 no.212
100 1 ‡aBarnhill, Theodore M
245 1 0 ‡aMeasuring integrated market and credit risks in bank portfolios : ‡ban application to a set of hypothetical banks operating in South Africa / ‡cTheodore M. Barnhill Jr., Panagiotis Papapanagiotou, and Liliana Schumacher
260 ‡a[Washington, D.C.] : ‡bInternational Monetary Fund, Monetary and Exchange Affairs Dept., ‡cc2000
300 ‡a49 p. : ‡bill. ; ‡c28 cm
490 0 ‡aIMF working paper ; ‡vWP/00/212
538 ‡aMode of access: Internet.
650 0 ‡aCredit ‡zSouth Africa ‡xEconometric models
650 0 ‡aRisk ‡zSouth Africa ‡xEconometric models
650 0 ‡aCapital market ‡zSouth Africa ‡xEconometric models
650 0 ‡aBank investments ‡zSouth Africa ‡xEconometric models
650 0 ‡aBanks and banking ‡zSouth Africa ‡xEconometric models
700 1 ‡aSchumacher, Liliana
700 1 ‡aPapapanagiotou, Panagiotis
710 2 ‡aInternational Monetary Fund. ‡bMonetary and Exchange Affairs Dept
793 0 ‡aOpen access resource; selected by the UCSD Libraries. ‡pWorking papers (International Monetary Fund)
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DAT 1 ‡a20120815110824.0 ‡b2023-09-19T17:53:42Z
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