Browsing by Advisor/Supervisor
Now showing items 1-20 of 20
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Bank loan pricing and profitability and their connections with Basel II and the subprime mortgage crisis
(North-West University, 2008)A topical issue in financial economics is the development of appropriate stochastic dynamic models for banking items and behavior. The issue here is to fulfill the need to generalize the more traditional discrete-time ... -
Basel III and asset securitization
(North-West University (South Africa), 2015)Asset securitization via special purpose entities involves the process of transforming receivable assets into sellable securities that are issued to investors. These investors hold the rights to payments supported by the ... -
Continuous-time stochastic modelling of capital adequacy ratios for banks
(North-West University, 2005)Regulering van die kapitaal benodighede vir banke is besonder belangrik in vandag se banksektor. In hierdie opsig is een maatstaf om bank solvensie te meet die Kapitaal Bevoegdheidsverhouding (KBV). Ons beskou twee tipes ... -
A decision making problem in the banking industry
(North-West University, 2007)The main categories of assets held by banks are risky assets (loans and intangible assets), Treasuries (bonds issued by the national Treasury) and reserves. Our contribution models how decisions about the allocation of ... -
Discrete dynamics of bank credit and capital and their cyclicality
(North-West University, 2008)With the unravelling of the global subprime mortgage crisis (SMC) in 2007 and 2008 and the worldwide implementation of new banking regulation in the form of the Basel II Capital Accord, issues related to bank valuation and ... -
Discrete time modeling of subprime mortgage credit
(North-West University, 2010)Many analysts believe that problems in the United States housing market initiated the 2007-2009 global financial crisis. In this regard, the subprime mortgage crisis (SMC) shook the foundations of the financial industry ... -
Dynamic modelling of banking activities
(North-West University, 2007)We investigate the discrete-time dynamics of banking items such as loan demand and supply, deposits, treasury securities, capital and bank value under the influence of macroeconomic factors. These models enable us to ... -
An econometric analysis of the eurozone sovereign debt crisis : the case of Greece
(2012)The European sovereign debt crisis started. in 2008 with the collapse of Iceland's banking system. Subsequently, several European countries faced the implosion of financial institutions, high government debt and rapidly ... -
An econometric analysis of the eurozone sovereign debt crisis : the case of Greece
(2012)The European sovereign debt crisis started. in 2008 with the collapse of Iceland's banking system. Subsequently, several European countries faced the implosion of financial institutions, high government debt and rapidly ... -
Effects of working capital management on corporate profitability
(2014)Working capital management is considered to be a vital issue in financial management decisions and it has its effect on the liquidity as well as on the profitability of a firm. A liquidity crisis is prevalent worldwide ... -
Financial crisis and household indebtedness in South Africa : an econometric analysis
(2012)The 2007-2008 US subprime mortgage crisis evolved into a financial crisis that negatively affected many economies in the world and therefore it was widely referred to as the global financial crisis. Since the beginning ... -
The impact of economic shocks on assets and their derivatives
(North-West University (South Africa), 2012)In this dissertation, we investigate dealers that securitize assets into derivatives. These assets are both a means of generating derivatives as well as a source of collateral for interbank borrowing. The main result ... -
The impact of the global financial crisis on the South African steel trade industry
(2012)The USA's financial and economic crisis spilled over and resulted into a "global" financial crisis (GFC) that impacted several developed and developing countries. Regarding the latter, trade affairs have been identified ... -
Liquidity, banking and financial crises
(2013)Some financial experts have blamed deficiencies in Basel II capital regulation for the exacerbation of financial crises in 2007 to 2012. In response to this, new proposals in the form of Basel III attempt to raise the ... -
Management and auditing of bank assets and capital
(North-West University, 2008)As a result of the new regulatory prescripts for banks, known as the Basel II Capital Accord, there has been a heightened interest in the auditing process. We consider this issue with a particular emphasis on the auditing ... -
Optimal provisioning for deposit withdrawals and loan losses in the banking industry
(North-West University, 2008)With the acceptance of the new Basel II banking regulation (implemented in South Africa in January 2008) the search for improved ways of modeling the most important banking activities has become very topical. Since the ... -
Residential mortgage loan securitization and the subprime crisis
(North-West University, 2010)Many analysts believe that problems in the U.S. housing market initiated the 2008–2010 global financial crisis. In this regard, the subprime mortgage crisis (SMC) shook the foundations of the financial industry by causing ... -
Stochastic optimization of subprime residential mortgage loan funding and its risks
(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
(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 ...