Browsing Research Articles (Electrical, Electronic and Computer Engineering) by UP Author "Beyers, Conrad F.J."

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A computable general equilibrium model for banking sector risk assessment in South Africa

Beyers, Conrad F.J.; De Freitas, Allan; Essel-Mensah, Kojo Amonkwandoh; Seymore, Reyno; Tsomocos, Dimitrios P. (Springer, 2020-06)

In this article a banking sector Computable general equilibrium (CGE) model for South Africa is developed. The model is used to estimate the potential effect of regulatory policy on the economy and as a risk assessment ...
Simulation-based optimisation of the timing of loan recovery across different portfolios

Botha, Arno; Beyers, Conrad F.J.; De Villiers, Johan Pieter (Elsevier, 2021-09)

A novel procedure is presented for the objective comparison and evaluation of a bank’s decision rules in optimising the timing of loan recovery. This procedure is based on finding a delinquency threshold at which the ...

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