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1
Modeling Correlated Systemic Liquidity and Solvency Risks in a Financial
Environment
with Incomplete Information
by
Schumacher, Liliana
Published 2011
International Monetary Fund
Subjects:
“
...Financial services
law
& regulation...
”
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2
Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic
Environment
, Under Which Brazilian Banks Operate
by
Souto, Marcos
Published 2007
International Monetary Fund
Subjects:
“
...Financial services
law
& regulation...
”
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3
Measuring Integrated Market and Credit Risks in Bank Portfolios : An Application to a Set of Hypothetical Banks Operation in South Africa
by
Papapanagiotou, Panagiotis
Published 2000
International Monetary Fund
Subjects:
“
...Financial services
law
& regulation...
”
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330 - Economics
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3
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International Monetary Fund
3
Author
Barnhill, Theodore
Schumacher, Liliana
2
Papapanagiotou, Panagiotis
1
Souto, Marcos
1
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