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
By: Barnhill, Theodore M.
Contributor(s): Papapanagiotou, Panagiotis.
Material type: BookSeries: IMF Working Paper No. 01/212.Publisher: Washington : International Monetary Fund (IMF) , 2001Description: 49p : ill. ; 30 cm.Subject(s): Market risk | Credit riskItem type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode |
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Documents | BIDS Library and Documentation Center | Non-fiction | UN IMF WP-01-212 (Browse shelf) | C-01 | Available | 102615 |
Includes bibliographical references.