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pro vyhledávání: '"Botha, Arno"'
A novel procedure is presented for finding the true but latent endpoints within the repayment histories of individual loans. The monthly observations beyond these true endpoints are false, largely due to operational failures that delay account closur
Externí odkaz:
http://arxiv.org/abs/2404.17008
The IFRS 9 accounting standard requires the prediction of credit deterioration in financial instruments, i.e., significant increases in credit risk (SICR). However, the definition of such a SICR-event is inherently ambiguous, given its current relian
Externí odkaz:
http://arxiv.org/abs/2303.03080
Publikováno v:
Journal of Credit Risk (2020)
A theoretical method is empirically illustrated in finding the best time to forsake a loan such that the overall credit loss is minimised. This is predicated by forecasting the future cash flows of a loan portfolio up to the contractual term, as a re
Externí odkaz:
http://arxiv.org/abs/2010.05601
Publikováno v:
Expert Systems with Applications (2021)
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 financial loss of a loan portfoli
Externí odkaz:
http://arxiv.org/abs/2009.11064
A new procedure is presented for the objective comparison and evaluation of default definitions. This allows the lender to find a default threshold at which the financial loss of a loan portfolio is minimised, in accordance with Basel II. Alternative
Externí odkaz:
http://arxiv.org/abs/1907.12615
Publikováno v:
In Expert Systems With Applications 1 September 2021 177
Akademický článek
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Autor:
Visser, Jacobus Krige, Botha, Arnold
Publikováno v:
South African Journal of Industrial Engineering, Vol 26, Iss 1, Pp 44-58 (2015)
The Global Forum on Maintenance and Asset Management (GFMAM) was formed in 2011 to bring together various experts, practitioners, academics, and other professionals who are active in the field of asset and maintenance management. The primary mission
Externí odkaz:
https://doaj.org/article/afe7066643e8461bac52506ef16765c9