Browsing by Subject "Credit Risk"
Now showing items 1-5 of 5
-
A dynamic model approach of securitization and the financial crisis
(Econ Journals, 2016)Securitization involves the transformation of illiquid assets into liquid and easy to sell ones. The paper focuses on the effect of unexpected negative shocks on Low Quality-asset price and input, Collateralized Debt ... -
Analysis of Bank Failure: An Application of CVAR Methodology On Liquidity
(Virtus Interpress, 2017)In this paper, balance sheet liquidity data was analyzed comprising of 157 Class I and 234 Class II banks. Class I banks are categorized as those with tier 1 capital in excess of $4 billion and internationally active while ... -
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 ... -
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 ... -
Improving credit risk measurement and management : a new application of statistical techniques
(North-West University, 2017)In an ever-growing economy, increased competition and pressures for increased revenue has led financial institutions to search for more effective ways to attract creditworthy clients. Since the 1950s, credit scoring has ...