Browsing by Subject "Liquidity"
Now showing items 1-6 of 6
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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 ... -
A comprehensive stress testing model to evaluate systemic contagion and market illiquidity in banks
(2013)This dissertation presents a liquidity stress-testing model for evaluating liquidity and systemic risk in banks from developed and emerging economies respectively. The model further relies on simulations to generate ... -
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 ... -
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 ... -
Evaluating how the management of working capital policies affects liquidity in non-profit welfare organisations in South Africa
(North-West University (South Africa), 2023)South Africa has over 250 000 registered non-profit organisations, with over 60% facing financial liquidity challenges. This study examines the impact of working capital policies on liquidity within the countrys welfare ... -
An evaluation of financial distress prediction measures for listed companies in South Africa
(North-West University (South Africa), 2020)The need for additional measures of financial distress for listed companies is tantamount and stems from the ever-increasing number of business failures in South Africa’s current economic climate. This study investigates ...
