Now showing items 1-5 of 5

    • Assessing the suitability of regulatory asset correlations applied to South African loan losses 

      Stoffberg, Hestia Jacomina (2015)
      The Basel Committee on Banking Supervision (BCBS) designed the Internal Ratings Based (IRB) approach, which is based on a single risk factor model. This IRB approach was de-signed to determine banks’ regulatory capital for ...
    • Discrete time modeling of subprime mortgage credit 

      Senosi, Mmamontsho Charlotte (North-West University, 2010)
      Many analysts believe that problems in the United States housing market initiated the 2007-2009 global financial crisis. In this regard, the subprime mortgage crisis (SMC) shook the foundations of the financial industry ...
    • The effect of stressed economic conditions on credit risk in Basel II 

      Styger, Paul; Van Vuuren, Gary Wayne (Sabomet, 2011)
      The robustness of the Basel II accord in protecting banks during volatile economic periods has been challenged during the ongoing credit crisis. In particular, advanced approaches to measuring and managing credit risk have ...
    • Residential mortgage loan securitization and the subprime crisis 

      Thomas, Soby (North-West University, 2010)
      Many analysts believe that problems in the U.S. housing market initiated the 2008–2010 global financial crisis. In this regard, the subprime mortgage crisis (SMC) shook the foundations of the financial industry by causing ...
    • The subprime mortgage crisis : asset securitization and interbank lending 

      Mulaudzi, Mmboniseni Phanuel (North-West University, 2009)
      Subprime residential mortgage loan securitization and its associated risks have been a major topic of discussion since the onset of the subprime mortgage crisis (SMC) in 2007. In this regard, the thesis addresses the issues ...