Browsing by Subject "Credit ratings"
Now showing items 1-5 of 5
-
A proposed quantitative credit-rating methodology for South African provincial departments
(AOSIS, 2016)The development of subnational credit-rating methodologies affords benefits for subnationals, the sovereign and its citizens. Trusted credit ratings facilitate access to financial markets and above-average ratings allow ... -
Development and comparison of payment behaviour prediction models for two South African state departments
(AOSIS, 2017)Background: No credit rating methodology currently exists for any of South Africa’s sub nationals. Aim: To develop a generic, quantitative credit rating methodology for the Department of Health and the Department of ... -
Die toepassing op en validering van ’n voorgestelde subnasionale kredietgraderingsmetodologie vir die Departement van Onderwys, met ’n gevallestudie
(LitNet, 2017)The development of subnational credit rating methodologies provides benefits for subnationals, the sovereign and its citizens. Trusted credit ratings facilitate access to financial markets, and superior ratings allow for ... -
A motivation for banks in emerging economies to adapt agency ratings when assessing corporate credit
(AOSIS, 2019)Background: This article considers whether South African banks should utilise the credit ratings provided by US-based credit rating agencies when assessing the creditworthiness of corporate borrowers. Aim: A review is ... -
Optimal mortgage loan securitization and the subprime crisis
(Springer, 2010)We analyze the process of mortgage loan securitization that has been a root cause of the current subprime mortgage crisis (SMC). In particular, we solve an optimal securitization problem for banks that has the cash outflow ...