Concepedia

Collateral in Loan Classification and Provisioning

Inwon Song

IMF Working Paper · 2002 · 10 citations · 2 references

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Abstract

The views expressed in this Working Paper are those of the author(s) amI do not necessarily represent those of the IMF or IMF policy. Working Papers describe research in progress by thc

References

2

Measuring Integrated Market and Credit Risk in Bank Portfolios: An Application to a Set of Hypothetical Banks Operating in South Africa

Theodore M. Barnhill, Panagiotis Papapanagiotou, Liliana Schumacher · Financial Markets Institutions and Instruments · 2002 · 40 citations

, , +17

Measuring Integrated Market and Credit Risks in Bank Portfolios: An Application to a Set of Hypothetical Banks Operating in South Africa

Theodore M. Barnhill, Panagiotis Papapanagiotou, Liliana Schumacher · SSRN Electronic Journal · 2000 · 15 citations · Full text

, , +17