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Calculating operational value-at-risk (OpVaR) in a retail bank
Esterhuysen, Ja'nel; Styger, Paul; Van Vuuren, Gary - In: South African journal of economic and management sciences 11 (2008) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10003711377
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Calculating operational value-at-risk (OpVaR) in a retail bank
Esterhuysen, Ja'nel; Styger, Paul; Vuuren, Gary van - In: South African journal of economic and management sciences 11 (2008) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10009057304
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Assembly of a conduct risk regulatory model for developing market banks
Hargarter, Antje; Van Vuuren, Gary - In: South African journal of economic and management sciences 20 (2017) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10011773304
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Contingent convertible bonds as countercyclical capital measures
Liebenberg, Francois; Van Vuuren, Gary; Heymans, Andre - In: South African journal of economic and management sciences 20 (2017) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10011778221
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A proposed best practice model validation framework for banks
Jongh, Pieter Juriaan de; Larney, Janette; Maré, E.; … - In: South African journal of economic and management sciences 20 (2017) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10011778222
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Development and comparison of payment behaviour prediction models for two South African state departments
Fourie, Erika; Verster, Tanja; Van Vuuren, Gary - In: South African journal of economic and management sciences 20 (2017) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10011778244
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Measuring the systemic risk in the South African banking sector
Foggitt, Gregory M.; Heymans, Andre; Van Vuuren, Gary; … - In: South African journal of economic and management sciences 20 (2017) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10011778245
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A regression and comparative study of United States and South African yield curves using principal component analysis
Patel, Kavir; Mohamed, Ashfaaq; Van Vuuren, Gary - In: South African journal of economic and management sciences 21 (2018) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10011819375
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Filter selection for countercyclical capital buffers
Visser, Dirk; Van Vuuren, Gary - In: South African journal of economic and management sciences 21 (2018) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10011819730