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A decision making problem in the banking industry
(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 ...
Dynamic modelling of banking activities
(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 ...