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THE EFFECT OF STRESSED ECONOMIC CONDITIONS ON SYSTEMIC RISK WITHIN THE SOUTH AFRICAN BANKING SECTOR
ESTERHUYSEN, JA'NEL; VAN VUUREN, GARY; STYGER, PAUL - In: The South African journal of economics 79 (2011) 3, pp. 270-290
Persistent link: https://www.econbiz.de/10009289197
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LIQUIDITY CREATION IN SOUTH AFRICAN BANKS UNDER STRESSED ECONOMIC CONDITIONS
ESTERHUYSEN, JA'NEL; VUUREN, GARY VAN; STYGER, PAUL - In: The South African journal of economics 80 (2012) 1, pp. 106-123
Persistent link: https://www.econbiz.de/10009843815
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Calculating operational value-at-risk (OpVaR) in a retail bank
Esterhuysen, Ja'nel; Styger, Paul; Vuuren, Gary van - In: South African journal of economic and management sciences 11 (2008) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10009057304
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Mean reversion of rates and prices in the South African market
Botha, M.; Vuuren, G. van; Styger, P. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 24 (2000) 1, pp. 55-67
Persistent link: https://www.econbiz.de/10009952085
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FURTHER EVIDENCE OF LONG MEMORY IN THE SOUTH AFRICAN STOCK MARKET
morris, quinton; vanvuuren, gary; styger, paul - In: The South African journal of economics 77 (2009) 1, pp. 81-101
Persistent link: https://www.econbiz.de/10008236033
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Modelling systemic liquidity risk with feedback effects in the UK banking sector
Vuuren, Gary van - In: Journal of risk management in financial institutions 5 (2011/12) 1, pp. 36-59
Persistent link: https://www.econbiz.de/10009883709
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Implied asset correlation in retail loan portfolios
Botha, Marius; Van Vuuren, Gary - In: Journal of risk management in financial institutions 3 (2009/10) 2, pp. 156-173
Persistent link: https://www.econbiz.de/10009883662
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Retail credit capital charge optimisation and the new Basel Accord
Botha, Marius; Vuuren, Gary van - In: Journal of risk management in financial institutions 2 (2008/09) 3, pp. 265-283
Persistent link: https://www.econbiz.de/10009883637
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Securisation in South Africa : historic deficiencies and future outlook
Saayman, A.; Styger, P. - In: South African journal of economic and management sciences 6 (2003) 4, pp. 744-764
Persistent link: https://www.econbiz.de/10009082951
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Structural default models applied to South African banks
Venter, J. H.; Styger, P. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 32 (2008) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10009952224