Browsing Research Output by Subject "credit crisis"
Now showing items 1-3 of 3
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The effect of stressed economic conditions on credit risk in Basel II
(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 ... -
The effect of stressed economic conditions on systemic risk within the South African banking sector
(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 ... -
A review of operational risk in banks and its role in the financial crisis
(AOSIS, 2013)The role of operational risk in the 2007/2008 financial crisis is explored. The factors that gave rise to the crisis are examined and it is found that although the event is largely regarded as a credit crisis, operational ...