Browsing by Subject "Economic capital"
Now showing items 1-6 of 6
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Aligning the economic capital of model risk with the strategic objectives of an enterprise
(North-West University (South Africa) , Potchefstroom Campus, 2016)Enterprise risk management is a method for managing risks associated with strategic objectives of an organisation. Enterprise risk management is designed to identify potential risks affecting the organisation and to manage ... -
The impact of PD-LGD correlation on expected loss and economic capital
(Klute Institute, 2017)The Basel regulatory credit risk rules for expected losses require banks use downturn loss given default (LGD) estimates because the correlation between the probability of default (PD) and LGD is not captured, even though ... -
The impact of systemic loss given default on economic capital
(Klute Institute, 2017)Empirical studies have demonstrated that loan default probabilities (PD) and loss given defaults (LGD) are positively correlated because of a common, business cycle, dependency. Regulatory capital requirements demand that ... -
An investigation into Loss Given Default modelling and Economic Capital for Recovery Risk
(North-West University (South Africa), 2023)Risk management in the credit risk environment has advanced considerably over the last few decades. During the same time, statistical models developed for this purpose have grown in variety and sophistication. Initially, ... -
Lessons learnt from the deficiencies of the Basel Accords as they apply to Solvency II
(2013)Solvency II is the new European Union (EU) legislation which will replace the capital adequacy regime for the insurance industry. Considering that the banking sector has experienced a similar change through the different ... -
The principals’ role in developing social capital for the promotion of healthy school environments
(INTERNATIONAL JOURNAL OF SOCIAL SCIENCES AND HUMANITY STUDIES, 2017)School leaders’ individual and collective efforts are essential in the promotion of healthy school environments. In this respect, the building of social capital is very important for a school’s improvement. The aim of this ...