Barnhill, Theodore M. <br/><br/>
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 
 - Washington :  International Monetary Fund (IMF) ,  2001 
 - 49p :  ill. ;  30 cm. 
 - IMF Working Paper  No. 01/212 .
<br/><br/>Includes bibliographical references. 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Market risk<br/>Credit risk
<br/><br/><label>Gov. Doc. Class. No.: </label>UN IMF WP-01/212