| ID | 171100 |
| Title Proper | Measuring integrated market and credit risks in bank portfolios:Application to a set of Hypothetical banks operating in South Africa |
| Language | ENG |
| Author | Barnhill,Theodore M. ; Papapanagiotou,Jr.Panagiotis ; Schumacher,Liliana |
| `In' analytical Note | In Chai,Jingqing & Johnston,R Barry: Incentive approach to identifying financial system vulnerabilities. Washington. International Monetary Fund, 2000. --(IMF WP/00/211-- 254471) |
| Journal Source | In Chai,Jingqing & Johnston,R Barry: Incentive approach to identifying financial system vulnerabilities. Washington. International Monetary Fund, 2000. --(IMF WP/00/211-- 254471) |
| Classification Number | IMF |
| Key Words | VAR ; Credit risk ; Market risk |