Measuring Integrated Market and Credit Risks in Bank Portfolios: An Application to a Set of Hypothetical Banks Operation in South Africa
Volume/Issue:
Volume 2000
Issue 212
Publication date: December 2000
ISBN: 9781451874884
$20.00
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Topics covered in this book
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Business and Economics , Money and Monetary Policy , Banks and Banking , WP , credit rating , business loan , bank portfolio , risk level , hypothetical bank , VaR , market risk , credit risk , quality distribution , credit quality , bank assets , bank portfolio risk , term structure , bank risk level , Loans , Mortgages , Credit , Africa
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