Panagiotis Papapanagiotou

George Washington University

710 21st Street NW

Washington, DC 20052

United States

SCHOLARLY PAPERS

2

DOWNLOADS

298

SSRN CITATIONS

0

CROSSREF CITATIONS

5

Scholarly Papers (2)

1.

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
Theodore Barnhill, Panagiotis Papapanagiotou and Liliana B. Schumacher
George Washington University - Department of Finance, George Washington University and International Monetary Fund (IMF) - Asia and Pacific Department
Downloads 260 (120,142)

Abstract:

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VaR, market risk, credit risk

2.

"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
Theodore Barnhill, Panagiotis Papapanagiotou and Liliana B. Schumacher
George Washington University - Department of Finance, George Washington University and International Monetary Fund (IMF) - Asia and Pacific Department
Downloads 38 (442,574)

Abstract:

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