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Actions	Details Title Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, Under Which Brazilian Banks Operate Reference 623750 Board DOC ID WP/07/290 Date December 21 2007 Level of description item Material Electronic Records Language English Subject Emerging markets, Brazil, Banks, Interest rates, Credit risk, Executive Board Document (Policy), IMF Working Papers (WP) Creator Theodore M. Barnhill, Marcos Souto 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 2007 - IMF Working Papers (WP) Ref:529910 \| Date(s):2007 \| Level:sub-series contains 306 Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, Under Which Brazilian Banks Operate Ref:623750 \| Date(s):December 21 2007 \| Level:item Ref:865790 \| Level: IMF Working Papers (WP) Ref:337593 \| Level:series contains 28 2007 - IMF Working Papers (WP) Ref:529910 \| Date(s):2007 \| Level:sub-series contains 306 Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, Under Which Brazilian Banks Operate Ref:623750 \| Date(s):December 21 2007 \| Level:item Ref:865850 \| Level: IMF Working Papers (WP) Ref:337593 \| Level:series contains 28 2007 - IMF Working Papers (WP) Ref:529910 \| Date(s):2007 \| Level:sub-series contains 306 Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, Under Which Brazilian Banks Operate Ref:623750 \| Date(s):December 21 2007 \| Level:item Ref:865910 \| Level: IMF Working Papers (WP) Ref:337593 \| Level:series contains 28 2007 - IMF Working Papers (WP) Ref:529910 \| Date(s):2007 \| Level:sub-series contains 306 Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, Under Which Brazilian Banks Operate Ref:623750 \| Date(s):December 21 2007 \| Level:item Ref:867487 \| Level: 2007 - IMF Working Papers (WP) Ref:529910 \| Date(s):2007 \| Level:sub-series contains 306 Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, Under Which Brazilian Banks Operate Ref:623750 \| Date(s):December 21 2007 \| Level:item

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Details

Title
Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, Under Which Brazilian Banks Operate
Reference
623750
Board DOC ID
WP/07/290
Date
December 21 2007
Level of description
item
Material
Electronic Records
Language
English
Subject
Emerging markets, Brazil, Banks, Interest rates, Credit risk, Executive Board Document (Policy), IMF Working Papers (WP)
Creator
Theodore M. Barnhill, Marcos Souto
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
    
    2007 - IMF Working Papers (WP)
    Ref:529910 | Date(s):2007 | Level:sub-series
    contains 306
    
    Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, Under Which Brazilian Banks Operate
    Ref:623750 | Date(s):December 21 2007 | Level:item

Ref:865790 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:series
  contains 28
  - 2007 - IMF Working Papers (WP)
    Ref:529910 | Date(s):2007 | Level:sub-series
    contains 306
    
    Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, Under Which Brazilian Banks Operate
    Ref:623750 | Date(s):December 21 2007 | Level:item

Ref:865850 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:series
  contains 28
  - 2007 - IMF Working Papers (WP)
    Ref:529910 | Date(s):2007 | Level:sub-series
    contains 306
    
    Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, Under Which Brazilian Banks Operate
    Ref:623750 | Date(s):December 21 2007 | Level:item

Ref:865910 | Level:
- IMF Working Papers (WP)
  Ref:337593 | Level:series
  contains 28
  - 2007 - IMF Working Papers (WP)
    Ref:529910 | Date(s):2007 | Level:sub-series
    contains 306
    
    Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, Under Which Brazilian Banks Operate
    Ref:623750 | Date(s):December 21 2007 | Level:item

Ref:867487 | Level:
- 2007 - IMF Working Papers (WP)
  Ref:529910 | Date(s):2007 | Level:sub-series
  contains 306
  - Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, Under Which Brazilian Banks Operate
    Ref:623750 | Date(s):December 21 2007 | Level:item

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