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Visualisation of Mahalanobis Distances for Trivariate JOINT Distributions.
- Published in:
- International Journal of Economics & Financial Issues (IJEFI), 2024, v. 14, n. 2, p. 203, doi. 10.32479/ijefi.15663
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- Article
Simulating Credit Loss Distributions: Empirical Versus the Vasicek Model.
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- International Journal of Economics & Financial Issues (IJEFI), 2024, v. 14, n. 2, p. 77, doi. 10.32479/ijefi.15698
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- Article
Commodity Prices and the US Business Cycle.
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- Journal of Risk & Financial Management, 2023, v. 16, n. 10, p. 462, doi. 10.3390/jrfm16100462
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- Article
Measurement and Calibration of Regulatory Credit Risk Asset Correlations.
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- Journal of Risk & Financial Management, 2023, v. 16, n. 9, p. 402, doi. 10.3390/jrfm16090402
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- Article
Conduct Risk in South African Banks: Aligning Regulatory Compliance with Business Sustainability.
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- Southern African Business Review, 2018, v. 22, p. 1, doi. 10.25159/1998-8125/4046
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- Article
Exploring South African/USA cryptocurrency arbitrage.
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- African Journal of Innovation & Entrepreneurship (AJIE), 2024, v. 3, n. 2, p. 101, doi. 10.31920/2753-314X/2024/v3n2a5
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- Article
Active Investment Strategies under Tracking Error Constraints.
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- International Advances in Economic Research, 2019, v. 25, n. 3, p. 309, doi. 10.1007/s11294-019-09746-3
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- Article
Combining E-Scores with Scenario Analysis to Evaluate the Impact of Transition Risk on Corporate Client Performance.
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- Climate (2225-1154), 2024, v. 12, n. 7, p. 107, doi. 10.3390/cli12070107
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- Article
Detecting Investment Fraud Using the Bias Ratio.
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- SAGE Open, 2022, v. 12, n. 2, p. 1, doi. 10.1177/21582440221097925
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- Article
A Case for Economic Capital as a Pillar 1 Regulatory Tool.
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- South African Journal of Economics, 2014, v. 82, n. 2, p. 290, doi. 10.1111/saje.12041
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- Article
LIQUIDITY CREATION IN SOUTH AFRICAN BANKS UNDER STRESSED ECONOMIC CONDITIONS.
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- South African Journal of Economics, 2012, v. 80, n. 1, p. 106, doi. 10.1111/j.1813-6982.2011.01286.x
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- Article
THE EFFECT OF STRESSED ECONOMIC CONDITIONS ON SYSTEMIC RISK WITHIN THE SOUTH AFRICAN BANKING SECTOR.
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- South African Journal of Economics, 2011, v. 79, n. 3, p. 270, doi. 10.1111/j.1813-6982.2011.01276.x
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- Article
FURTHER EVIDENCE OF LONG MEMORY IN THE SOUTH AFRICAN STOCK MARKET.
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- South African Journal of Economics, 2009, v. 77, n. 1, p. 81, doi. 10.1111/j.1813-6982.2009.01203.x
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- Article
A regression and comparative study of United States and South African yield curves using principal component analysis.
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- South African Journal of Economic & Management Sciences, 2018, v. 21, n. 1, p. 1, doi. 10.4102/sajems.v21i1.1626
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- Article
PRICING CONTINGENT CONVERTIBLE BONDS IN AFRICAN BANKS.
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- South African Journal of Economic & Management Sciences, 2016, v. 19, n. 3, p. 369, doi. 10.17159/2222-3436/2016/v19n3a5
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- Article
A PROPOSED QUANTITATIVE CREDIT-RATING METHODOLOGY FOR SOUTH AFRICAN PROVINCIAL DEPARTMENTS.
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- South African Journal of Economic & Management Sciences, 2016, v. 19, n. 2, p. 192, doi. 10.17159/2222-3436/2016/v19n2a3
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- Article
TRADING BOOK RISK METRICS: A SOUTH AFRICAN PERSPECTIVE.
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- South African Journal of Economic & Management Sciences, 2016, v. 19, n. 1, p. 118, doi. 10.17159/2222-3436/2016/v19n1a8
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- Article
IMPLEMENTING THE COUNTERCYCLICAL CAPITAL BUFFER IN SOUTH AFRICA: PRACTICAL CONSIDERATIONS.
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- South African Journal of Economic & Management Sciences, 2015, v. 18, n. 1, p. 105, doi. 10.17159/2222-3436/2015/v18n1a8
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- Article
THE ROLE OF COST OF CAPITAL IN REGULATORY CAPITAL DISCREPANCIES AMONG DEVELOPING COUNTRIES.
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- South African Journal of Economic & Management Sciences, 2015, v. 18, n. 1, p. 84, doi. 10.17159/2222-3436/2015/v18n1a7
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- Article
A PRIMER ON COUNTERPARTY VALUATION ADJUSTMENTS IN SOUTH AFRICA.
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- South African Journal of Economic & Management Sciences, 2014, v. 17, n. 5, p. 584, doi. 10.4102/sajems.v17i5.648
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- Article
IS REGULATORY CAPITAL A LEGITIMATE, COMPARABLE AND OBJECTIVE GLOBAL STANDARD? EVIDENCE FROM 51 INSTITUTIONS ACROSS 17 COUNTRIES.
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- South African Journal of Economic & Management Sciences, 2014, v. 17, n. 3, p. 266, doi. 10.4102/sajems.v17i3.568
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- Article
A REVIEW OF OPERATIONAL RISK IN BANKS AND ITS ROLE IN THE FINANCIAL CRISIS.
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- South African Journal of Economic & Management Sciences, 2013, v. 16, n. 4, p. 364, doi. 10.4102/sajems.v16i4.440
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- Article
BASEL III COUNTERCYCLICAL CAPITAL RULES: IMPLICATIONS FOR SOUTH AFRICA.
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- South African Journal of Economic & Management Sciences, 2012, v. 15, n. 3, p. 309, doi. 10.4102/sajems.v15i3.235
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- Article
THE REGULATORY TREATMENT OF LIQUIDITY RISK IN SOUTH AFRICA.
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- South African Journal of Economic & Management Sciences, 2012, v. 15, n. 3, p. 294, doi. 10.4102/sajems.v15i3.209
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- Article
Exploring Hedging Strategies Identified by Fractal Dimensions.
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- Scientific Annals of Economics & Business, 2020, v. 67, n. 1, p. 1, doi. 10.47743/saeb-2020-0001
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- Article
Metal price behaviour during recent crises: COVID-19 and the Russia–Ukraine conflict.
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- Journal of Economic & Financial Sciences, 2023, v. 16, n. 1, p. 1, doi. 10.4102/jef.v16i1.819
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- Article
Environmental, social and governance-efficient frontiers in an emerging market milieu.
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- Journal of Economic & Financial Sciences, 2022, v. 15, n. 1, p. 1, doi. 10.4102/jef.v15i1.758
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- Article
Review of subnational credit rating methodologies and the applicability in the South African context.
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- Politeia (02568845), 2013, v. 32, n. 3, p. 76
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- Article
Implied asset correlation in retail loan portfolios.
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- Journal of Risk Management in Financial Institutions, 2010, v. 3, n. 2, p. 156, doi. 10.69554/yckw8811
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- Article
Retail credit capital charge optimisation and the new Basel Accord.
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- Journal of Risk Management in Financial Institutions, 2009, v. 2, n. 3, p. 265, doi. 10.69554/isca4504
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- Article
DURATION ANALYSIS IN SOUTH AFRICA: THE SEARCH FOR SUPERIOR MEASURES.
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- South African Journal of Economics, 2006, v. 74, n. 2, p. 266, doi. 10.1111/j.1813-6982.2006.00074.x
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- Article
INVESTMENT IMPLICATIONS OF THE FRACTAL MARKET HYPOTHESIS.
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- Annals of Financial Economics, 2019, v. 14, n. 1, p. N.PAG, doi. 10.1142/S2010495219500015
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- Article