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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Bibliographic Information

Title
"Measuring integrated market and credit risks in bank portfolios : an application to a set of hypothetical banks operating in South Africa"
Statement of Responsibility
prepared by Theodore M. Barnhill, Jr., Panagiotis Papapanagiotou, and Liliana Schumacher
Publisher
  • International Monetary Fund
Publication Year
  • c2000
Book size
28 cm

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Notes

"December 2000"

Includes bibliographical references (p. 24-26)

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Details 詳細情報について

  • CRID
    1130000797935295872
  • NII Book ID
    BA53518113
  • Text Lang
    en
  • Country Code
    us
  • Title Language Code
    en
  • Place of Publication
    • [Washington, D.C.]
  • Data Source
    • CiNii Books
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