Browsing Electronic Theses and Dissertations (ETDs) by Subject "Copula"

Now showing items 1-2 of 2

    • Aligning the economic capital of model risk with the strategic objectives of an enterprise 

      Mashele, Hopolang Phillip (North-West University (South Africa) , Potchefstroom Campus, 2016)
      Enterprise risk management is a method for managing risks associated with strategic objectives of an organisation. Enterprise risk management is designed to identify potential risks affecting the organisation and to manage ...

    • Risk aggregation and capital allocation using copulas 

      Venter, Martinette (North-West University, 2014)
      Banking is a risk and return business; in order to obtain the desired returns, banks are required to take on risks. Following the demise of Lehman Brothers in September 2008, the Basel III Accord proposed considerable ...