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Modelling systemic liquidity r...
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Credit risk
Portfolio selection
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16
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Van Vuuren, Gary
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Botha, Marius
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Foggitt, Gregory M.
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Kritzinger, Nico
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Verster, Tanja
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De Jongh, Riaan
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Applied economics
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Journal of risk management in financial institutions
2
South African journal of economic and management sciences
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The South African journal of economics
2
Cogent economics & finance
1
Frontiers of risk management : key issues and solutions
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International journal of economics and financial issues : IJEFI
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The journal of credit risk : published quarterly by Incisive Media
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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Retail credit capital charge optimisation and the new Basel Accord
Botha, Marius
;
Van Vuuren, Gary
- In:
Journal of risk management in financial institutions
2
(
2008/09
)
3
,
pp. 265-283
Persistent link: https://www.econbiz.de/10003865066
Saved in:
2
Implied asset correlation in retail loan portfolios
Botha, Marius
;
Van Vuuren, Gary
- In:
Journal of risk management in financial institutions
3
(
2009/10
)
2
,
pp. 156-173
Persistent link: https://www.econbiz.de/10003963534
Saved in:
3
The effect of stressed economic conditions on systemic risk within the South African banking sector
Esterhuysen, Ja'nel
;
Van Vuuren, Gary
;
Styger, Paul
- In:
The South African journal of economics
79
(
2011
)
3
,
pp. 270-289
Persistent link: https://www.econbiz.de/10009376664
Saved in:
4
Asset correlations in single factor credit risk models : an empirical investigation
Stoffberg, Hestia Jacomina
;
Van Vuuren, Gary
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1602-1617
Persistent link: https://www.econbiz.de/10011456702
Saved in:
5
A case for economic capital as a Pillar 1 regulatory tool
Jacobs, Johann
;
Van Vuuren, Gary
- In:
The South African journal of economics
82
(
2014
)
2
,
pp. 290-314
Persistent link: https://www.econbiz.de/10010502202
Saved in:
6
Non-capital calibration of bureau scorecards
Kritzinger, Nico
;
Van Vuuren, Gary
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 260-271
Persistent link: https://www.econbiz.de/10012655043
Saved in:
7
The impact of systemic loss given default on economic capital
Van Dyk, Jenni
;
Lange, Jaun
;
Van Vuuren, Gary
- In:
International business and economics research journal
16
(
2017
)
2
,
pp. 87-100
Persistent link: https://www.econbiz.de/10011701563
Saved in:
8
A statistical technique to enhance application scorecard monitoring
Kritzinger, Nico
;
Van Vuuren, Gary
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
2
,
pp. 45-71
Persistent link: https://www.econbiz.de/10012100624
Saved in:
9
The impact of PD-LGD correlation on expected loss and economic capital
Van Vuuren, Gary
;
De Jongh, Riaan
;
Verster, Tanja
- In:
International business and economics research journal
16
(
2017
)
3
,
pp. 157-170
Persistent link: https://www.econbiz.de/10011965066
Saved in:
10
Measuring the systemic risk transfer from the United States to the South African financial sector
Foggitt, Gregory M.
;
Heymans, André
;
Van Vuuren, Gary
- In:
Applied economics
51
(
2019
)
27
,
pp. 2934-2944
Persistent link: https://www.econbiz.de/10012196765
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