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~subject:"Basler Akkord"
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Basler Akkord
Portfolio selection
28
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South Africa
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Van Vuuren, Gary
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Verster, Tanja
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Botha, Marius
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De Jongh, Riaan
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Jacobs, Johann
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Jongh, Pieter Juriaan de
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Krebsz, Markus
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Lange, Jaun
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Larney, Janette
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Liebenberg, Francois
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Maré, Eben
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Milonas, Natasa
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Ramadurai, Krishnan
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South African journal of economic and management sciences
3
International business and economics research journal
2
Applied economics
1
Frontiers of risk management : key issues and solutions
1
International journal of economics and financial issues : IJEFI
1
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ECONIS (ZBW)
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1
A case for economic capital as a Pillar 1 regulatory tool
Jacobs, Johann
;
Van Vuuren, Gary
- In:
The South African journal of economics
82
(
2014
)
2
,
pp. 290-314
Persistent link: https://www.econbiz.de/10010502202
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2
Retail credit capital charge optimisation and the new Basel Accord
Botha, Marius
;
Van Vuuren, Gary
- In:
Journal of risk management in financial institutions
2
(
2008/09
)
3
,
pp. 265-283
Persistent link: https://www.econbiz.de/10003865066
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3
The impact of systemic loss given default on economic capital
Van Dyk, Jenni
;
Lange, Jaun
;
Van Vuuren, Gary
- In:
International business and economics research journal
16
(
2017
)
2
,
pp. 87-100
Persistent link: https://www.econbiz.de/10011701563
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4
Contingent convertible bonds as countercyclical capital measures
Liebenberg, Francois
;
Van Vuuren, Gary
;
Heymans, Andre
- In:
South African journal of economic and management sciences
20
(
2017
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011778221
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5
A proposed best practice model validation framework for banks
Jongh, Pieter Juriaan de
;
Larney, Janette
;
Maré, Eben
; …
- In:
South African journal of economic and management sciences
20
(
2017
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011778222
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6
Filter selection for countercyclical capital buffers
Visser, Dirk
;
Van Vuuren, Gary
- In:
South African journal of economic and management sciences
21
(
2018
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011819730
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7
Asset correlations in single factor credit risk models : an empirical investigation
Stoffberg, Hestia Jacomina
;
Van Vuuren, Gary
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1602-1617
Persistent link: https://www.econbiz.de/10011456702
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8
The impact of PD-LGD correlation on expected loss and economic capital
Van Vuuren, Gary
;
De Jongh, Riaan
;
Verster, Tanja
- In:
International business and economics research journal
16
(
2017
)
3
,
pp. 157-170
Persistent link: https://www.econbiz.de/10011965066
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9
Simulating credit loss distributions : empirical versus the Vasicek model
Milonas, Natasa
;
Van Vuuren, Gary
- In:
International journal of economics and financial issues …
14
(
2024
)
2
,
pp. 77-88
Persistent link: https://www.econbiz.de/10014584054
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10
The use of credit rating agencies and their impact on the IRB approach
Krebsz, Markus
;
Vuuren, Gary van
;
Ramadurai, Krishnan
- In:
Frontiers of risk management : key issues and solutions
,
(pp. 154-168)
.
2007
Persistent link: https://www.econbiz.de/10003676347
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