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

APA Citation

Barnhill, T. M., Schumacher, L., Papapanagiotou, P., International Monetary Fund. Monetary and Exchange Affairs Dept. (2000). Measuring integrated market and credit risks in bank portfolios: an application to a set of hypothetical banks operating in South Africa. [Washington, D.C.]: International Monetary Fund, Monetary and Exchange Affairs Dept..

MLA Citation

Barnhill, Theodore M, Liliana Schumacher, Panagiotis Papapanagiotou, and International Monetary Fund. Monetary and Exchange Affairs Dept. Measuring Integrated Market And Credit Risks In Bank Portfolios: an Application to a Set of Hypothetical Banks Operating In South Africa. [Washington, D.C.]: International Monetary Fund, Monetary and Exchange Affairs Dept., 2000.