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