Now showing items 1-3 of 3

    • Bank loan pricing and profitability and their connections with Basel II and the subprime mortgage crisis 

      Tau, Baetsane Aaron (North-West University, 2008)
      A topical issue in financial economics is the development of appropriate stochastic dynamic models for banking items and behavior. The issue here is to fulfil the need to generalize the more traditional discrete-time models ...
    • 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 ...
    • Subprime mortgage funding and liquidity risk 

      Petersen, Mark Adam; Fourie, Bernadine; Mukuddem-petersen, Janine; Mulaudzi, Mmboniseni Phanuel (Taylor and Francis Online, 2014)
      In this article, we use actuarial methods to solve a nonlinear stochastic optimal liquidity risk management problem for subprime originators with deposit inflow rates and marketable securities allocation as controls. The ...