The effect of stressed economic conditions on credit risk in Basel II
Year of publication: |
2011
|
---|---|
Authors: | Ja’nel Esterhuysen ; Vuuren, Gary van ; Styger, Paul |
Published in: |
South African Journal of Economic and Management Sciences. - Department of Economics. - Vol. 14.2011, 2, p. 122-137
|
Publisher: |
Department of Economics |
Subject: | credit risk | loss and frequency distributions | credit crisis | Basel II |
-
Stages of the 2007/2008 Global Financial Crisis Is There a Wandering Asset-Price Bubble?
Orlowski, Lucjan T., (2008)
-
Stages of the ongoing global financial crisis: Is there a wandering asset-price bubble?
Orlowski, Lucjan T., (2008)
-
Stages of the 2007/2008 Global Financial Crisis Is There a Wandering Asset-Price Bubble?
Orlowski, Lucjan T., (2008)
- More ...
-
Duration analysis in South Africa : the search for superior measures
Vuuren, Gary van, (2006)
-
Further evidence of long memory in the South African stock market
Morris, Quinton, (2009)
-
Calculating operational value-at-risk (OpVaR) in a retail bank
Esterhuysen, Ja'nel, (2008)
- More ...