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

481013

WP/00/212

December 1 2000

item

Electronic Records

English

Banking, Capital markets, South Africa, Credit risk, Economic models, Executive Board Document (Country), IMF Working Papers (WP)

Theodore Barnhill, Panagiotis Papapanagiotou, Liliana Schumacher, Monetary and Exchange Affairs Department