Browsing by Advisor/Supervisor
Now showing items 1-4 of 4
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Combining data sources to be used in quantitative operational risk models
(North-West University (South Africa), 2022)The management of financial losses is crucial for banks as they are required to set aside regulatory capital to absorb unexpected losses. Banks also need to calculate economic capital to ensure solvency according to their ... -
Estimation techniques for deriving the Basel and IFRS 9 LGD estimates on retail bank portfolios
(North-West University (South Africa), 2019)A stable financial system is essential for growth in banks. A financial crisis can damage banks, as was seen in the financial crisis of 2008. Banks are subject to government regulation to reduce the risk of future financial ... -
The management, mitigation and measurement of model risk in financial risk models
(North-West University, 2018)Financial risk models are simplifications of complex real-world phenomena used to better understand the intricate nature of an underlying process such as the loss generating process in financial risk analyses. Due to this ... -
Quantitative response to the operational risk problems of external data scaling and dependence structure optimization for capital diversification
(North-West University, 2018)In this study we aim to provide a quantitative response to the two respective operational risk problems of i) external data scaling, and ii) dependence structure optimization for capital diversi cation. The study is hosted ...
