Browsing Economic and Management Sciences by Subject "Credit risk"
Now showing items 1-4 of 4
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Assessing the suitability of regulatory asset correlations applied to South African loan losses
(2015)The Basel Committee on Banking Supervision (BCBS) designed the Internal Ratings Based (IRB) approach, which is based on a single risk factor model. This IRB approach was de-signed to determine banks’ regulatory capital for ... -
Credit appraisal for working capital finance to agricultural small and medium enterprises at Land Bank
(North-West University (South Africa), 2019)The credit appraisal process plays a crucial role in a bank's lending function. It is part of the bank's risk management system that seeks to reduce exposure to credit risk. The main purpose of this study was to examine ... -
Measuring and mitigating capital procyclicality in South African banks
(North-West University (South Africa) , Potchefstroom Campus, 2017)The regulatory market risk metric – Value at Risk (VaR) – has remained virtually unchanged since its introduction by JP Morgan in 1996. Many prominent examples of market risk underestimation have undermined the credibility ... -
The relationship between political risk, credit risk and profitability in the South African banking sector
(North-West University (South Africa), Vaal Triangle Campus, 2016)As the cornerstone of every economic structure, the financial system is one of the most important key elements in the economic development and economic growth of every country. The structure of the financial system comprises ...