Browsing Research Output by Subject "Credit risk"

Now showing items 1-2 of 2

    • The effect of stressed economic conditions on credit risk in Basel II 

      Styger, Paul; Van Vuuren, Gary Wayne (Sabomet, 2011)
      The robustness of the Basel II accord in protecting banks during volatile economic periods has been challenged during the ongoing credit crisis. In particular, advanced approaches to measuring and managing credit risk have ...

    • An optimised credit scorecard to enhance cut-off score determination 

      Kritzinger, Nico; Van Vuuren, Gary W. (AOSIS, 2018)
      Background: Credit scoring is a statistical tool allowing banks to distinguish between good and bad clients. However, literature in the world of credit scoring is limited. In this article parametric and non-parametric ...