1. Measuring integrated market and credit risks in bank portfolio
Title | Measuring integrated market and credit risks in bank portfolio : an application to a set of hypothetical banks operating in South Africa |
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Author info | Theodore M. Barnhill, Panagiotis Papapanagiotou and Liliana Schumacher |
Author | Barnhill Theodore M. |
Co-authors | Papapanagiotou Panagiotis |
Schumacher Liliana | |
Issue data | Washington : International Monetary Fund , 2000. - 49 s. |
Edition | IMF Working Paper , WP/00/212 |
Document kind | správy výskumné |
Language | English |
Country of Edition | United States of America |
systematics | 336.76 - Burzovníctvo. Peňažný trh |
Keywords | banky * portfólio * riziko bankové * Afrika |
Database | BOOKS |
Copy count | 1, currently available 1, at library only 0 |
Call number | 771232 |