1. Measuring integrated market and credit risks in bank portfolio
:BARNHILL, Theodore M. - PAPAPANAGIOTOU, Panagiotis - SCHUMACHER, Liliana. Measuring integrated market and credit risks in bank portfolio : an application to a set of hypothetical banks operating in South Africa. Washington : International Monetary Fund, 2000. 49 s. IMF Working Paper, WP/00/212. [Copy count : 1, currently available 1, at library only 0]