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

50 Pages Posted: 11 Aug 2009

See all articles by Theodore Barnhill

Theodore Barnhill

George Washington University - Department of Finance

Panagiotis Papapanagiotou

George Washington University

Liliana B. Schumacher

International Monetary Fund (IMF) - Asia and Pacific Department; George Washington University - Department of International Business

Date Written: December 2000

Abstract

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

Suggested Citation

Barnhill, Theodore and Papapanagiotou, Panagiotis and Schumacher, Liliana, "Measuring Integrated Market and Credit Risks in Bank Portfolios: An Application to a Set of Hypothetical Banks Operation in South Africa" (December 2000). IMF Working Papers, Vol. , pp. 1-0, 2000. Available at SSRN: https://ssrn.com/abstract=1445741

Theodore Barnhill

George Washington University - Department of Finance ( email )

2023 G Street
Washington, DC 20052
United States

Panagiotis Papapanagiotou

George Washington University

710 21st Street NW
Washington, DC 20052
United States

Liliana Schumacher

International Monetary Fund (IMF) - Asia and Pacific Department ( email )

700 19th Street NW
Washington, DC 20431
United States

George Washington University - Department of International Business ( email )

2023 G Street NW
Washington, DC 20052
United States
202-244-3971 (Phone)
202-244-3971 (Fax)

Register to save articles to
your library

Register

Paper statistics

Downloads
38
Abstract Views
421
PlumX Metrics