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Through-the-cycle to point-in-time probabilities of default conversion : inconsistencies in the Vasicek approach
Basson, L. J.; Van Vuuren, Gary - In: International journal of economics and financial issues … 13 (2023) 6, pp. 42-52
Persistent link: https://www.econbiz.de/10014431298
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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/10003963534
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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. 270-289
Persistent link: https://www.econbiz.de/10009376664
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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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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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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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Development and comparison of payment behaviour prediction models for two South African state departments
Fourie, Erika; Verster, Tanja; Van Vuuren, Gary - In: South African journal of economic and management sciences 20 (2017) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10011778244
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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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A statistical technique to enhance application scorecard monitoring
Kritzinger, Nico; Van Vuuren, Gary - In: The journal of credit risk : published quarterly by … 15 (2019) 2, pp. 45-71
Persistent link: https://www.econbiz.de/10012100624
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Non-capital calibration of bureau scorecards
Kritzinger, Nico; Van Vuuren, Gary - In: The quarterly review of economics and finance : journal … 79 (2021), pp. 260-271
Persistent link: https://www.econbiz.de/10012655043