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Actions	Details Title Measuring Integrated Market and Credit Risks in Bank Portfolios - An Application to a Set of Hypothetical Banks Operating in South Africa Reference 481013 Board DOC ID WP/00/212 Date December 1 2000 Level of description item Material Electronic Records Language English Subject Banking, Capital markets, South Africa, Credit risk, Economic models, Executive Board Document (Country), IMF Working Papers (WP) Creator Theodore Barnhill, Panagiotis Papapanagiotou, Liliana Schumacher, Monetary and Exchange Affairs Department External document Download PDF Hierarchy browser Ref:865759 \| Level: Executive Board Documents Ref:169321 \| Level:collection contains 61 IMF Working Papers (WP) Ref:337593 \| Level:series contains 28 2000 - IMF Working Papers (WP) Ref:477350 \| Date(s):2000 \| Level:sub-series contains 225 Measuring Integrated Market and Credit Risks in Bank Portfolios - An Application to a Set of Hypothetical Banks Operating in South Africa Ref:481013 \| Date(s):December 1 2000 \| Level:item Ref:865790 \| Level: IMF Working Papers (WP) Ref:337593 \| Level:series contains 28 2000 - IMF Working Papers (WP) Ref:477350 \| Date(s):2000 \| Level:sub-series contains 225 Measuring Integrated Market and Credit Risks in Bank Portfolios - An Application to a Set of Hypothetical Banks Operating in South Africa Ref:481013 \| Date(s):December 1 2000 \| Level:item Ref:865850 \| Level: IMF Working Papers (WP) Ref:337593 \| Level:series contains 28 2000 - IMF Working Papers (WP) Ref:477350 \| Date(s):2000 \| Level:sub-series contains 225 Measuring Integrated Market and Credit Risks in Bank Portfolios - An Application to a Set of Hypothetical Banks Operating in South Africa Ref:481013 \| Date(s):December 1 2000 \| Level:item Ref:865910 \| Level: IMF Working Papers (WP) Ref:337593 \| Level:series contains 28 2000 - IMF Working Papers (WP) Ref:477350 \| Date(s):2000 \| Level:sub-series contains 225 Measuring Integrated Market and Credit Risks in Bank Portfolios - An Application to a Set of Hypothetical Banks Operating in South Africa Ref:481013 \| Date(s):December 1 2000 \| Level:item Ref:867035 \| Level: 2000 - IMF Working Papers (WP) Ref:477350 \| Date(s):2000 \| Level:sub-series contains 225 Measuring Integrated Market and Credit Risks in Bank Portfolios - An Application to a Set of Hypothetical Banks Operating in South Africa Ref:481013 \| Date(s):December 1 2000 \| Level:item

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Title
Measuring Integrated Market and Credit Risks in Bank Portfolios - An Application to a Set of Hypothetical Banks Operating in South Africa
Reference
481013
Board DOC ID
WP/00/212
Date
December 1 2000
Level of description
item
Material
Electronic Records
Language
English
Subject
Banking, Capital markets, South Africa, Credit risk, Economic models, Executive Board Document (Country), IMF Working Papers (WP)
Creator
Theodore Barnhill, Panagiotis Papapanagiotou, Liliana Schumacher, Monetary and Exchange Affairs Department
External document
Download PDF

Hierarchy browser

Ref:865759 | Level:
- Executive Board Documents
  Ref:169321 | Level:collection
  contains 61
  - IMF Working Papers (WP)
    Ref:337593 | Level:series
    contains 28
    
    2000 - IMF Working Papers (WP)
    Ref:477350 | Date(s):2000 | Level:sub-series
    contains 225
    
    Measuring Integrated Market and Credit Risks in Bank Portfolios - An Application to a Set of Hypothetical Banks Operating in South Africa
    Ref:481013 | Date(s):December 1 2000 | Level:item

Ref:865790 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:series
  contains 28
  - 2000 - IMF Working Papers (WP)
    Ref:477350 | Date(s):2000 | Level:sub-series
    contains 225
    
    Measuring Integrated Market and Credit Risks in Bank Portfolios - An Application to a Set of Hypothetical Banks Operating in South Africa
    Ref:481013 | Date(s):December 1 2000 | Level:item

Ref:865850 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:series
  contains 28
  - 2000 - IMF Working Papers (WP)
    Ref:477350 | Date(s):2000 | Level:sub-series
    contains 225
    
    Measuring Integrated Market and Credit Risks in Bank Portfolios - An Application to a Set of Hypothetical Banks Operating in South Africa
    Ref:481013 | Date(s):December 1 2000 | Level:item

Ref:865910 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:series
  contains 28
  - 2000 - IMF Working Papers (WP)
    Ref:477350 | Date(s):2000 | Level:sub-series
    contains 225
    
    Measuring Integrated Market and Credit Risks in Bank Portfolios - An Application to a Set of Hypothetical Banks Operating in South Africa
    Ref:481013 | Date(s):December 1 2000 | Level:item

Ref:867035 | Level:
- 2000 - IMF Working Papers (WP)
  Ref:477350 | Date(s):2000 | Level:sub-series
  contains 225
  - Measuring Integrated Market and Credit Risks in Bank Portfolios - An Application to a Set of Hypothetical Banks Operating in South Africa
    Ref:481013 | Date(s):December 1 2000 | Level:item

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