theWestern Cape from a commercial bank's perspective. The study investigated the correlationbetween credit risk and return within … bank. This emphasises the importance of correlationbetween credit risk and pricing and by implication return for … in die Wes-Kaap vanuit die perspektief van 'n kommersiele bank. Dit ondersoek diekorrelasie tussen kredietrisiko en …

claims valuation techniques to derive implied asset variances from bank equity and deposit insurance, and from risk …-premia for bank subordinated debt. Specifically implied asset variances have been calculated from contingent valuation models and …

The rapid growth of OBSA in recent years has concerned bank regulators that such OBSA are risk-increasing and should be … OBSA by employing systematic or total risk as dependent variables, and documented that some OBSA may reduce bank risk. This … paper reexamines the relationship between market values, accounting values of bank stock and OBSA. This paper tests the …

activities represented 58% of total bank assets in 1984 and grew to 176% of total bank assets in 1988. Bank regulators are … concerned that OBS activities increase bank risk, and proposed that some OBS activities be included in the calculation of a risk …, in addition to, equity and systematic risks as proxies for market measures of bank risk. This research contends that …

bank to minimize the losses and adapt it to the bank SEB model. Objectives: to investigate the commercial bank’s exposure … SEB bank model. In Master’s thesis is defined by the commercial banks experienced market risk of SEB bank model. Master … the loss of profit are offered in result part of the model adapted to SEB Bank’s example. Research methods: literature …

Commercial bank credit risk evaluation and management problems, the necessity of loan portfolio analysis and its goals … risk evaluation and management, central bank role in commercial banks credit risk valuation and management improvement. In …, particularly paying attention to changes of these bills over past few years, new ones confirmed in the bank and those changes …