Van Eyden, Renee; Gupta, Rangan; De Wet, Albertus Hendrik(University of Pretoria, Department of Economics, 2008-07)
Active credit portfolio management is becoming a central part of capital and credit
management within the banking industry. Stimulated by the Basel II capital accord the
estimation of risk sensitive credit and capital ...
Van Eyden, Renee; De Wet, Albertus Hendrik(University of Pretoria, Department of Economics, 2007-09)
Driven by intense competition for market share banks across the globe have increasingly allowed credit portfolios to become less diversified (across all dimensions - country, industry, sector and size) and were willing to ...
