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Further evidence of long memory in the South African stock market
Morris, Quinton; Van Vuuren, Gary; Styger, Paul - In: The South African journal of economics 77 (2009) 1, pp. 81-101
Persistent link: https://www.econbiz.de/10003837750
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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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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
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Liquidity creation in South African banks under stressed economic conditions
Esterhuysen, Ja'nel; Van Vuuren, Gary; Styger, Paul - In: The South African journal of economics 80 (2012) 1, pp. 106-122
Persistent link: https://www.econbiz.de/10009540436
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The effect of stressed economic conditions on credit risk in Basel II
Ja’nel Esterhuysen; Vuuren, Gary van; Styger, Paul - In: South African Journal of Economic and Management Sciences 14 (2011) 2, pp. 122-137
Persistent link: https://www.econbiz.de/10010538829
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Economic capital for credit risk in the trading book
Smit, Wynand; Vuuren, Gary van; Styger, Paul - In: South African Journal of Economic and Management Sciences 14 (2011) 2, pp. 138-152
Persistent link: https://www.econbiz.de/10010538831
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LIQUIDITY CREATION IN SOUTH AFRICAN BANKS UNDER STRESSED ECONOMIC CONDITIONS
JA'NEL ESTERHUYSEN; VUUREN, GARY VAN; STYGER, PAUL - In: South African Journal of Economics 80 (2012) 1, pp. 106-122
Persistent link: https://www.econbiz.de/10010545614
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LIQUIDITY CREATION IN SOUTH AFRICAN BANKS UNDER STRESSED ECONOMIC CONDITIONS
ESTERHUYSEN, JA'NEL; VUUREN, GARY VAN; STYGER, PAUL - In: The South African journal of economics 80 (2012) 1, pp. 106-123
Persistent link: https://www.econbiz.de/10009843815
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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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THE EFFECT OF STRESSED ECONOMIC CONDITIONS ON SYSTEMIC RISK WITHIN THE SOUTH AFRICAN BANKING SECTOR
JA'NEL ESTERHUYSEN; VUUREN, GARY VAN; STYGER, PAUL - In: South African Journal of Economics 79 (2011) 3, pp. 270-289
Persistent link: https://www.econbiz.de/10010627257