Barnhill, Theodore M.
Measuring integrated market & credit risks in bank of Portfolios : An Application to a set of hypothetical banks operating in south africa / Theodore M. Barnhill & Panagiotis Papapanagiotou - Washington : International Monetary Fund (IMF) , 2001 - 49p : ill. ; 30 cm. - IMF Working Paper No. 01/212 .
Includes bibliographical references.
Market risk
Credit risk
UN IMF WP-01/212
Measuring integrated market & credit risks in bank of Portfolios : An Application to a set of hypothetical banks operating in south africa / Theodore M. Barnhill & Panagiotis Papapanagiotou - Washington : International Monetary Fund (IMF) , 2001 - 49p : ill. ; 30 cm. - IMF Working Paper No. 01/212 .
Includes bibliographical references.
Market risk
Credit risk
UN IMF WP-01/212