Browsing Research Output by Author "Esterhuysen, Janel"

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The effect of stressed economic conditions on operational risk loss distributions

Esterhuysen, Janel; Styger, Paul; Van Vuuren, Gary Wayne (Faculty of Economic and Management Sciences, University of Pretoria, 2010)
The effect of stressed economic conditions on operational risk loss distributions

Esterhuysen, Janel; Styger, Paul; Van Vuuren, Gary Wayne (Faculty of Economic and Management Sciences, University of Pretoria, 2010)
The effect of stressed economic conditions on systemic risk within the South African banking sector

Esterhuysen, Janel; Styger, Paul; Van Vuuren, Gary Wayne (Wiley-Blackwell, 2011)

The credit crisis resulted in increases in credit, market and operational risk, but it may also have precipitated a surge in systemic risk. Measuring systemic risk as the price of insurance against distressed losses in the ...