Browsing by Subject "Liquidity risk"

Now showing items 1-5 of 5

    • Evaluating illiquidity and systemic contagion in South African banks 

      Visser, Dirk; Van Vuuren, Gary (University of Johannesburg, 2014)
      A stress-testing model to evaluate liquidity and systemic risk in banks of developed and emerging economies has been assembled and tested. The Liquidity Stress Tester model (LST) was applied to Dutch and UK markets during ...

    • The regulatory treatment of liquidity risk in South Africa 

      Jacobs, Johann Renier Gabriel (North-West University, 2008)
      South Africa will be implementing Basel II on 1 January 2008. Basel II provides regulatory capital requirements for credit risk, market risk and operational risk. The purpose of capital requirements is to level the playing ...

    • The regulatory treatment of liquidity risk in South Africa 

      Jacobs, Johann; Styger, Paul; Van Vuuren, Gary (University of Pretoria. Faculty of Economic and Management Sciences, 2012)
      The Basel accord describes the regulatory capital requirements for credit, market and operational risk. The accord aims to provide guidelines to level the playing field for all internationally active banks and to protect ...

    • Stochastic optimization of subprime residential mortgage loan funding and its risks 

      De Waal, Bernadine (North-West University, 2010)
      The subprime mortgage crisis (SMC) is an ongoing housing and nancial crisis that was triggered by a marked increase in mortgage delinquencies and foreclosures in the U.S. It has had major adverse consequences for banks ...

    • The subprime mortgage crisis : asset securitization and interbank lending 

      Mulaudzi, Mmboniseni Phanuel (North-West University, 2009)
      Subprime residential mortgage loan securitization and its associated risks have been a major topic of discussion since the onset of the subprime mortgage crisis (SMC) in 2007. In this regard, the thesis addresses the issues ...