Browsing Research Output by Subject "credit risk"
Now showing items 1-3 of 3
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Economic capital for credit risk in the trading book
(2011)The Basel II accord sets out detailed formulations (in its Internal Ratings Based approaches) for determining credit risk capital in the banking book, but until recently, credit risk in the trading-book was largely ignored. ... -
Evaluating the credit assessment criteria used by financiers to assess credit applications in Mozambique
(LLC “СPС “Business Perspectives”, 2014)Africa is the ideal location for agricultural investment to address the growing concern of food insecurity worldwide. South African agricultural producers and agricultural financiers are strategically positioned to expand ... -
Stochastic control of credit default insurance for subprime residential mortgage-backed securities
(Wiley, 2012)Subprime residential mortgage securitization and its associated risks have been a major topic of discussion since the onset of the mortgage crisis in July 2007. In this paper, we provide a stochastic dynamic model for ...