Similar Items: Macroeconomic stress testing of a corporate credit portfolio
- A macroeconometric framework for credit portfolio modelling in South Africa
- Effective implementation and governance of association rules in credit scoring and default management
- Market and credit risk as components of bank enterprise risk management
- The effect of firm performance and governance indicators on firm's credit rating in the MENA region
- The Section 129(1)(a) notice in terms of the National Credit Act 34 of 2005 and the Constitution
- Valuation models for credit portfolios and collateralised debt obligations
Author: Mare, Eben
- A comparative study of tree - based models and their applications in modern nance
- Trading mortality
- Modelling of financial risk using forward-looking distributions derived from contingent claims
- A case study of arbitrage opportunities and efficiency of the JSE
- A practical implementation of XVA in the new normal
- Long term extrapolation and hedging of the South African yield curve