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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Detalhes bibliográficos
Autor principal: Barnhill, Theodore M.
Outros Autores: Papapanagiotou, Panagiotis, Schumacher, Liliana
Formato: Livro
Idioma:inglês
Publicado em: Washington International Monetary Fund 2000
Colecção:IMF Working Paper WP/00/212
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245 1 0 |a Measuring integrated market and credit risks in bank portfolio  |b an application to a set of hypothetical banks operating in South Africa  |c Theodore M. Barnhill, Panagiotis Papapanagiotou and Liliana Schumacher 
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490 1 |a IMF Working Paper  |v WP/00/212 
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