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Measuring and managing credit risk in derivative structures
Includes bibliographical references.
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| Main Author: | |
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| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
School of Economics
2014
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| _version_ | 1867613198859894786 |
|---|---|
| access_status_str | Open Access |
| author | Mann, Waron John |
| author2 | Abraham, Haim |
| author_browse | Abraham, Haim Mann, Waron John |
| author_facet | Abraham, Haim Mann, Waron John |
| author_sort | Mann, Waron John |
| collection | Thesis |
| description | Includes bibliographical references. |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/5980 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:32:20.328Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2014 |
| publishDateRange | 2014 |
| publishDateSort | 2014 |
| publisher | School of Economics |
| publisherStr | School of Economics |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/5980 Measuring and managing credit risk in derivative structures Mann, Waron John Abraham, Haim Economics Includes bibliographical references. The problem being addressed in the dissertation originates from the fact that the risk of default between counterparties are increasing, and becoming more complex and interrelated. Due to global changes like globalisation, deregulation, increasingly competitive markets, process improvements, changing customer bases, changing workforces and changing markets, the increase of credit risk within the financial system is inevitable. 2014-08-05T10:12:21Z 2014-08-05T10:12:21Z 2005 Master Thesis Masters MPhil http://hdl.handle.net/11427/5980 eng application/pdf School of Economics Faculty of Commerce University of Cape Town |
| spellingShingle | Economics Mann, Waron John Measuring and managing credit risk in derivative structures |
| thesis_degree_str | Master's |
| title | Measuring and managing credit risk in derivative structures |
| title_full | Measuring and managing credit risk in derivative structures |
| title_fullStr | Measuring and managing credit risk in derivative structures |
| title_full_unstemmed | Measuring and managing credit risk in derivative structures |
| title_short | Measuring and managing credit risk in derivative structures |
| title_sort | measuring and managing credit risk in derivative structures |
| topic | Economics |
| url | http://hdl.handle.net/11427/5980 |
| work_keys_str_mv | AT mannwaronjohn measuringandmanagingcreditriskinderivativestructures |