Measuring integrated market and credit risks in bank portfolio an application to a set of hypothetical banks operating in South Africa

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Bibliographic Details
Main Author: Barnhill, Theodore M.
Other Authors: Papapanagiotou, Panagiotis, Schumacher, Liliana
Format: Book
Language:English
Published: Washington International Monetary Fund 2000
Series:IMF Working Paper WP/00/212
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