Browsing by Subject "Liquidity Risk"

Now showing items 1-2 of 2

    • Investigating Liquidity Risk Management in the Namibian Banking System 

      Kamuinjo, Albert Vetjitiraiye (North-West University (South Africa), 2021)
      Liquidity dried up in the 2007-2009 global financial crisis as banks were not able to borrow money from each other or either obtain money from the inter-market, which led to the closure and bailing out of various financial ...

    • Subprime mortgage funding and liquidity risk 

      Petersen, Mark Adam; Fourie, Bernadine; Mukuddem-Petersen, Janine; Mulaudzi, Mmboniseni Phanuel (Taylor & Francis Online, 2014)
      In this article, we use actuarial methods to solve a nonlinear stochastic optimal liquidity risk management problem for subprime originators with deposit inflow rates and marketable securities allocation as controls. The ...