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Now showing items 1-4 of 4
Optimal provisioning for deposit withdrawals and loan losses in the banking industry
(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 ...
Bank loan pricing and profitability and their connections with Basel II and the subprime mortgage crisis
(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 ...
Management and auditing of bank assets and capital
(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 ...
Discrete dynamics of bank credit and capital and their cyclicality
(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 ...