Browsing by Subject "Systemic risk"
Now showing items 1-4 of 4
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A comprehensive stress testing model to evaluate systemic contagion and market illiquidity in banks
(2013)This dissertation presents a liquidity stress-testing model for evaluating liquidity and systemic risk in banks from developed and emerging economies respectively. The model further relies on simulations to generate ... -
Evaluating the determinants of systemic risk in the South African financial sector
(North-West University (South Africa), 2020)Systemic risk affects the aggregate global financial sector – banking and non-banking financial institutions – and is seen as one of the most important financial risks, yet it remains one of the least understood. The ... -
The financial crisis : reforming the South African risk management environment
(North-West University, 2010)The global financial crisis that commenced in June 2007 has been described as the most serious financial crisis since the Great Depression of the 1930s. It resulted in considerable international distress with almost all ... -
Measuring the systemic risk in the South African and United States banking sectors
(North-West University (South Africa) , Potchefstroom Campus, 2016)Systemic risk can affect the entire global financial system and may therefore be one of the most important financial risks – yet it remains one of the least understood. The sub-prime crisis in 2008 illustrated how systemic ...