Measuring Integrated Market and Credit Risks in Bank Portfolios : An Application to a Set of Hypothetical Banks Operation in South Africa / Panagiotis Papapanagiotou, Theodore Barnhill, Liliana Schumacher.
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| Online Access: |
Full Text (via IMF e-Library) |
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| Main Author: | |
| Other Authors: | , |
| Format: | eBook |
| Language: | English |
| Published: |
Washington, D.C. :
International Monetary Fund,
2000.
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| Series: | IMF working paper ;
WP/2000/212. |