Continuous-time stochastic modelling of capital adequacy ratios for banks / Casper Hendrik Fouché

Continuous-time stochastic modelling of capital adequacy ratios for banks / Casper Hendrik Fouché

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Regulering van die kapitaal benodighede vir banke is besonder belangrik in vandag se banksektor. In hierdie opsig is een maatstaf om bank solvensie te meet die Kapitaal Bevoegdheidsverhouding (KBV). Ons beskou twee tipes KBV's, een wat risiko gebaseer is en een wat nie-risiko gebaseer is nie....

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Bibliographic Details
Main Author:	Fouché, Casper Hendrik
Published:	North-West University 2009
Online Access:	http://hdl.handle.net/10394/1221

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