Theodore Barnhill

George Washington University - Department of Finance

2023 G Street

Washington, DC 20052

United States

SCHOLARLY PAPERS

6

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SSRN CITATIONS
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CROSSREF CITATIONS

12

Scholarly Papers (6)

1.

Assessing Fiscal Sustainability Under Uncertainty

IMF Working Paper No. 03/79
Number of pages: 34 Posted: 29 Jan 2006
Theodore Barnhill and George Kopits
George Washington University - Department of Finance and International Monetary Fund (IMF)
Downloads 450 (69,680)

Abstract:

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fiscal policy, Value-at-Risk analysis, vulnerability to crises, emerging markets

2.

Measuring Integrated Market and Credit Risks in Bank Portfolios: An Application to a Set of Hypothetical Banks Operating in South Africa

IMF Working Paper No. 00/212
Number of pages: 50 Posted: 14 Feb 2006
George Washington University - Department of Finance, George Washington University and International Monetary Fund (IMF) - Asia and Pacific Department
Downloads 262 (127,949)

Abstract:

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VaR, market risk, credit risk

3.

Modeling Correlated Systemic Liquidity and Solvency Risks in a Financial Environment with Incomplete Information

IMF Working Paper No. 11/263
Number of pages: 50 Posted: 20 Dec 2011
Theodore Barnhill and Liliana B. Schumacher
George Washington University - Department of Finance and International Monetary Fund (IMF) - Asia and Pacific Department
Downloads 187 (176,728)

Abstract:

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Banking systems, Credit risk, Economic models, External shocks, Liquidity, United States

4.

Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, Under Which Brazilian Banks Operate

IMF Working Paper No. 07/290
Number of pages: 54 Posted: 27 Dec 2007
Theodore Barnhill and Marcos Souto
George Washington University - Department of Finance and George Washington University - School of Business
Downloads 92 (304,951)

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Emerging markets, Brazil, Banks, Interest rates, Credit risk

5.

"Measuring Integrated Market and Credit Risks in Bank Portfolios: An Application to a Set of Hypothetical Banks Operation in South Africa"

IMF Working Paper No. 00/212
Number of pages: 50 Posted: 11 Aug 2009
George Washington University - Department of Finance, George Washington University and International Monetary Fund (IMF) - Asia and Pacific Department
Downloads 39 (465,954)

Abstract:

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Banking, Capital markets, South Africa, Credit risk, Economic models

6.

The Survival Zone for a Bond with Both Call and Put Options Embedded

Posted: 14 Sep 1998
Theodore Barnhill and Spiros Martzoukos
George Washington University - Department of Finance and University of Cyprus - Department of Public and Business Administration

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