Measuring Integrated Market and Credit Risks in Bank Portfolios: An Application to a Set of Hypothetical Banks Operation in South Africa
The banking crises of the 1990s emphasize the need to model the connections between volatility and the potential losses faced by financial institutions due to correlated market and credit risks. We present a simulation model that explicitly links changes in the financial environment and the distribu...
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Washington, D.C
International Monetary Fund
2000
|
| Series: | IMF Working Papers
Working Paper No. 00/212 |
| Online Access: | UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext |
| Summary: | The banking crises of the 1990s emphasize the need to model the connections between volatility and the potential losses faced by financial institutions due to correlated market and credit risks. We present a simulation model that explicitly links changes in the financial environment and the distribution of future bank capital ratios. This forward-looking quantitative risk assessment methodology allows banks and regulators to identify risks before they materialize and make appropriate adjustments to banks' portfolios. This model was applied to the study of the risk profile of the largest South African banks in the context of the Financial System Stability Assessment (FSSA) (1999) |
| Physical Description: | 1 Online-Ressource (50 p) |
| ISBN: | 145187488X 9781451874884 |
Staff View
MARC
| LEADER | 00000nmm a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV048350380 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 220713s2000 |||| o||u| ||||||eng d | ||
| 020 | |a 145187488X |c 15.00 USD |9 1-451-87488-X | ||
| 020 | |a 9781451874884 |c 15.00 USD |9 978-1-451-87488-4 | ||
| 035 | |a (ZDB-1-IMF)845902849 | ||
| 035 | |a (OCoLC)1337118408 | ||
| 035 | |a (DE-599)BVBBV048350380 | ||
| 040 | |a DE-604 |b ger | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-20 |a DE-824 |a DE-70 |a DE-155 |a DE-29 |a DE-22 |a DE-473 |a DE-1102 |a DE-703 |a DE-859 |a DE-706 |a DE-384 |a DE-860 |a DE-19 |a DE-739 |a DE-355 |a DE-Aug4 |a DE-1049 |a DE-12 |a DE-91 | ||
| 100 | 1 | |a Papapanagiotou, Panagiotis |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Measuring Integrated Market and Credit Risks in Bank Portfolios |b An Application to a Set of Hypothetical Banks Operation in South Africa |c Papapanagiotou, Panagiotis |
| 264 | 1 | |a Washington, D.C |b International Monetary Fund |c 2000 | |
| 300 | |a 1 Online-Ressource (50 p) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a IMF Working Papers |v Working Paper No. 00/212 | |
| 520 | 3 | |a The banking crises of the 1990s emphasize the need to model the connections between volatility and the potential losses faced by financial institutions due to correlated market and credit risks. We present a simulation model that explicitly links changes in the financial environment and the distribution of future bank capital ratios. This forward-looking quantitative risk assessment methodology allows banks and regulators to identify risks before they materialize and make appropriate adjustments to banks' portfolios. This model was applied to the study of the risk profile of the largest South African banks in the context of the Financial System Stability Assessment (FSSA) (1999) | |
| 533 | |a Online-Ausg | ||
| 700 | 1 | |a Barnhill, Theodore M. |e Sonstige |4 oth | |
| 700 | 1 | |a Schumacher, Liliana |e Sonstige |4 oth | |
| 856 | 4 | 0 | |u http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
| 912 | |a ZDB-1-IMF | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-033729648 | ||
| 966 | e | |u http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml |l UBW01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml |l UEI01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml |l LCO01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml |l SBR01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml |l UER01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml |l SBG01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml |l UBG01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml |l FAN01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml |l UBT01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml |l FKE01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml |l UBY01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml |l UBA01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml |l FLA01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml |l UBM01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml |l UPA01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml |l UBR01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml |l FHA01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml |l FNU01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml |l BSB01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
| 966 | e | |u http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml |l TUM01 |p ZDB-1-IMF |x Verlag |3 Volltext | |
Record in the Search Index
| _version_ | 1804184204272992256 |
|---|---|
| adam_txt | |
| any_adam_object | |
| any_adam_object_boolean | |
| author | Papapanagiotou, Panagiotis |
| author_facet | Papapanagiotou, Panagiotis |
| author_role | aut |
| author_sort | Papapanagiotou, Panagiotis |
| author_variant | p p pp |
| building | Verbundindex |
| bvnumber | BV048350380 |
| collection | ZDB-1-IMF |
| ctrlnum | (ZDB-1-IMF)845902849 (OCoLC)1337118408 (DE-599)BVBBV048350380 |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>05241nmm a2200601 cb4500</leader><controlfield tag="001">BV048350380</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">220713s2000 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">145187488X</subfield><subfield code="c">15.00 USD</subfield><subfield code="9">1-451-87488-X</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781451874884</subfield><subfield code="c">15.00 USD</subfield><subfield code="9">978-1-451-87488-4</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-1-IMF)845902849</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1337118408</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV048350380</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-20</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-70</subfield><subfield code="a">DE-155</subfield><subfield code="a">DE-29</subfield><subfield code="a">DE-22</subfield><subfield code="a">DE-473</subfield><subfield code="a">DE-1102</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-859</subfield><subfield code="a">DE-706</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-860</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-Aug4</subfield><subfield code="a">DE-1049</subfield><subfield code="a">DE-12</subfield><subfield code="a">DE-91</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Papapanagiotou, Panagiotis</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Measuring Integrated Market and Credit Risks in Bank Portfolios</subfield><subfield code="b">An Application to a Set of Hypothetical Banks Operation in South Africa</subfield><subfield code="c">Papapanagiotou, Panagiotis</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Washington, D.C</subfield><subfield code="b">International Monetary Fund</subfield><subfield code="c">2000</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (50 p)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">IMF Working Papers</subfield><subfield code="v">Working Paper No. 00/212</subfield></datafield><datafield tag="520" ind1="3" ind2=" "><subfield code="a">The banking crises of the 1990s emphasize the need to model the connections between volatility and the potential losses faced by financial institutions due to correlated market and credit risks. We present a simulation model that explicitly links changes in the financial environment and the distribution of future bank capital ratios. This forward-looking quantitative risk assessment methodology allows banks and regulators to identify risks before they materialize and make appropriate adjustments to banks' portfolios. This model was applied to the study of the risk profile of the largest South African banks in the context of the Financial System Stability Assessment (FSSA) (1999)</subfield></datafield><datafield tag="533" ind1=" " ind2=" "><subfield code="a">Online-Ausg</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Barnhill, Theodore M.</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Schumacher, Liliana</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-1-IMF</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-033729648</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml</subfield><subfield code="l">UBW01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml</subfield><subfield code="l">UEI01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml</subfield><subfield code="l">LCO01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml</subfield><subfield code="l">SBR01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml</subfield><subfield code="l">UER01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml</subfield><subfield code="l">SBG01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml</subfield><subfield code="l">UBG01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml</subfield><subfield code="l">FAN01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml</subfield><subfield code="l">UBT01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml</subfield><subfield code="l">FKE01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml</subfield><subfield code="l">UBY01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml</subfield><subfield code="l">UBA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml</subfield><subfield code="l">FLA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml</subfield><subfield code="l">UBM01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml</subfield><subfield code="l">UPA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml</subfield><subfield code="l">UBR01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml</subfield><subfield code="l">FHA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml</subfield><subfield code="l">FNU01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml</subfield><subfield code="l">BSB01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml</subfield><subfield code="l">TUM01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV048350380 |
| illustrated | Not Illustrated |
| index_date | 2024-07-03T20:13:28Z |
| indexdate | 2024-07-10T09:35:37Z |
| institution | BVB |
| isbn | 145187488X 9781451874884 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-033729648 |
| oclc_num | 1337118408 |
| open_access_boolean | |
| owner | DE-20 DE-824 DE-70 DE-155 DE-BY-UBR DE-29 DE-22 DE-BY-UBG DE-473 DE-BY-UBG DE-1102 DE-703 DE-859 DE-706 DE-384 DE-860 DE-19 DE-BY-UBM DE-739 DE-355 DE-BY-UBR DE-Aug4 DE-1049 DE-12 DE-91 DE-BY-TUM |
| owner_facet | DE-20 DE-824 DE-70 DE-155 DE-BY-UBR DE-29 DE-22 DE-BY-UBG DE-473 DE-BY-UBG DE-1102 DE-703 DE-859 DE-706 DE-384 DE-860 DE-19 DE-BY-UBM DE-739 DE-355 DE-BY-UBR DE-Aug4 DE-1049 DE-12 DE-91 DE-BY-TUM |
| physical | 1 Online-Ressource (50 p) |
| psigel | ZDB-1-IMF |
| publishDate | 2000 |
| publishDateSearch | 2000 |
| publishDateSort | 2000 |
| publisher | International Monetary Fund |
| record_format | marc |
| series2 | IMF Working Papers |
| spelling | Papapanagiotou, Panagiotis Verfasser aut Measuring Integrated Market and Credit Risks in Bank Portfolios An Application to a Set of Hypothetical Banks Operation in South Africa Papapanagiotou, Panagiotis Washington, D.C International Monetary Fund 2000 1 Online-Ressource (50 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 00/212 The banking crises of the 1990s emphasize the need to model the connections between volatility and the potential losses faced by financial institutions due to correlated market and credit risks. We present a simulation model that explicitly links changes in the financial environment and the distribution of future bank capital ratios. This forward-looking quantitative risk assessment methodology allows banks and regulators to identify risks before they materialize and make appropriate adjustments to banks' portfolios. This model was applied to the study of the risk profile of the largest South African banks in the context of the Financial System Stability Assessment (FSSA) (1999) Online-Ausg Barnhill, Theodore M. Sonstige oth Schumacher, Liliana Sonstige oth http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Papapanagiotou, Panagiotis Measuring Integrated Market and Credit Risks in Bank Portfolios An Application to a Set of Hypothetical Banks Operation in South Africa |
| title | Measuring Integrated Market and Credit Risks in Bank Portfolios An Application to a Set of Hypothetical Banks Operation in South Africa |
| title_auth | Measuring Integrated Market and Credit Risks in Bank Portfolios An Application to a Set of Hypothetical Banks Operation in South Africa |
| title_exact_search | Measuring Integrated Market and Credit Risks in Bank Portfolios An Application to a Set of Hypothetical Banks Operation in South Africa |
| title_exact_search_txtP | Measuring Integrated Market and Credit Risks in Bank Portfolios An Application to a Set of Hypothetical Banks Operation in South Africa |
| title_full | Measuring Integrated Market and Credit Risks in Bank Portfolios An Application to a Set of Hypothetical Banks Operation in South Africa Papapanagiotou, Panagiotis |
| title_fullStr | Measuring Integrated Market and Credit Risks in Bank Portfolios An Application to a Set of Hypothetical Banks Operation in South Africa Papapanagiotou, Panagiotis |
| title_full_unstemmed | Measuring Integrated Market and Credit Risks in Bank Portfolios An Application to a Set of Hypothetical Banks Operation in South Africa Papapanagiotou, Panagiotis |
| title_short | Measuring Integrated Market and Credit Risks in Bank Portfolios |
| title_sort | measuring integrated market and credit risks in bank portfolios an application to a set of hypothetical banks operation in south africa |
| title_sub | An Application to a Set of Hypothetical Banks Operation in South Africa |
| url | http://elibrary.imf.org/view/IMF001/00005-9781451874884/00005-9781451874884/00005-9781451874884.xml |
| work_keys_str_mv | AT papapanagiotoupanagiotis measuringintegratedmarketandcreditrisksinbankportfoliosanapplicationtoasetofhypotheticalbanksoperationinsouthafrica AT barnhilltheodorem measuringintegratedmarketandcreditrisksinbankportfoliosanapplicationtoasetofhypotheticalbanksoperationinsouthafrica AT schumacherliliana measuringintegratedmarketandcreditrisksinbankportfoliosanapplicationtoasetofhypotheticalbanksoperationinsouthafrica |