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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

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BookSeries: IMF Working Paper No. 01/212.Publisher: Washington : International Monetary Fund (IMF) , 2001Description: 49p : ill. ; 30 cm.Subject(s): Market risk | Credit risk

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Item type	Current location	Collection	Call number	Copy number	Status	Date due	Barcode
Documents	BIDS Library and Documentation Center	Non-fiction	UN IMF WP-01-212 (Browse shelf)	C-01	Available		102615

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Previous	UN IMF WP-01-20 Flight to quality or to captivity? information and credit allocation /	UN IMF WP-01-200 Risk diversification in the credit portfolio :	UN IMF WP-01-21 Bank competition & firm creation /	UN IMF WP-01-212 Measuring integrated market & credit risks in bank of Portfolios :	UN IMF WP-01-22 Electoral systems & public spending /	UN IMF WP-01-23 Competitiveness & the equilibrium exchange rate in costa rica /	UN IMF WP-01-24 A quest for revenue & tax incidence in uganda /	Next

Includes bibliographical references.

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