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150128 ||| eng |
| 020 |
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|a 9781451874884
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| 100 |
1 |
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|a Papapanagiotou, Panagiotis
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| 245 |
0 |
0 |
|a Measuring Integrated Market and Credit Risks in Bank Portfolios
|b An Application to a Set of Hypothetical Banks Operation in South Africa
|c Panagiotis Papapanagiotou, Theodore Barnhill, Liliana Schumacher
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| 260 |
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|a Washington, D.C.
|b International Monetary Fund
|c 2000
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| 300 |
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|a 50 pages
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| 651 |
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4 |
|a South Africa
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| 653 |
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|a Financial regulation and supervision
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| 653 |
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|a Banking
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| 653 |
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|a Financial risk management
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| 653 |
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|a Depository Institutions
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| 653 |
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|a Credit risk
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| 653 |
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|a Banks and banking
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| 653 |
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|a Bankruptcy
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| 653 |
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|a Mortgages
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| 653 |
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|a Industries: Financial Services
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| 653 |
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|a Monetary economics
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| 653 |
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|a Financial services law & regulation
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| 653 |
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|a Goodwill
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| 653 |
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|a Finance
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| 653 |
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|a Micro Finance Institutions
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| 653 |
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|a Capital and Ownership Structure
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| 653 |
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|a Financial institutions
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| 653 |
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|a Market risk
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| 653 |
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|a Loans
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| 653 |
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|a Financial Risk and Risk Management
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| 653 |
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|a Monetary Policy, Central Banking, and the Supply of Money and Credit: General
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| 653 |
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|a Credit
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| 653 |
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|a Money and Monetary Policy
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| 653 |
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|a Money
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| 653 |
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|a Banks
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| 653 |
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|a Financing Policy
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| 653 |
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|a Liquidation
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| 653 |
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|a Banks and Banking
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| 653 |
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|a Value of Firms
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| 700 |
1 |
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|a Barnhill, Theodore
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| 700 |
1 |
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|a Schumacher, Liliana
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| 041 |
0 |
7 |
|a eng
|2 ISO 639-2
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| 989 |
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|b IMF
|a International Monetary Fund
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| 490 |
0 |
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|a IMF Working Papers
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| 028 |
5 |
0 |
|a 10.5089/9781451874884.001
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| 856 |
4 |
0 |
|u https://elibrary.imf.org/view/journals/001/2000/212/001.2000.issue-212-en.xml?cid=3931-com-dsp-marc
|x Verlag
|3 Volltext
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| 082 |
0 |
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|a 330
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| 520 |
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|a The banking crises of the 1990s emphasize the need to model the connections between volatility and the potential losses faced by financial institutions due to correlated market and credit risks. We present a simulation model that explicitly links changes in the financial environment and the distribution of future bank capital ratios. This forward-looking quantitative risk assessment methodology allows banks and regulators to identify risks before they materialize and make appropriate adjustments to banks’ portfolios. This model was applied to the study of the risk profile of the largest South African banks in the context of the Financial System Stability Assessment (FSSA) (1999)
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