Browsing by Advisor/Supervisor

Now showing items 1-11 of 11

    • Bank loan pricing and profitability and their connections with Basel II and the subprime mortgage crisis 

      Tau, Baetsane Aaron (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 ...

    • Continuous-time stochastic modelling of capital adequacy ratios for banks 

      Fouché, Casper Hendrik (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 

      Mulaudzi, Mmboniseni Phanuel (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 

      Senosi, Mmamontsho Charlotte (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 

      Senosi, Mmamontsho Charlotte (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 

      Fouché, Casper Hendrik (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 ...

    • Management and auditing of bank assets and capital 

      Bosch, Thahir (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 

      Gideon, Frednard (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 

      Thomas, Soby (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 

      De Waal, Bernadine (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 

      Mulaudzi, Mmboniseni Phanuel (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 ...