Zobrazeno 1 - 10
of 35
pro vyhledávání: '"Helgard Raubenheimer"'
Publikováno v:
Climate, Vol 12, Iss 7, p 107 (2024)
Scenario analysis is a comprehensive approach to assess the impact of climate-related transition risk on businesses. Environmental, social, and governance (ESG) scores are popular tools with financial institutions (FI’s) for green-scoring practices
Externí odkaz:
https://doaj.org/article/d11ef031826546b28b36212b8a548243
Autor:
Douw Gerbrand Breed, Jacques Hurter, Mercy Marimo, Matheba Raletjene, Helgard Raubenheimer, Vibhu Tomar, Tanja Verster
Publikováno v:
Risks, Vol 11, Iss 3, p 59 (2023)
The International Financial Reporting Standard (IFRS) 9 relates to the recognition of an entity’s financial asset/liability in its financial statement, and includes an expected credit loss (ECL) framework for recognising impairment. The quantificat
Externí odkaz:
https://doaj.org/article/18623df009c34c85962913a513725e7f
Autor:
Willem Daniel Schutte, Tanja Verster, Derek Doody, Helgard Raubenheimer, Peet Jacobus Coetzee
Publikováno v:
Cogent Economics & Finance, Vol 8, Iss 1 (2020)
The objective of this paper is to develop a methodology to calculate expected credit loss (ECL) using a transparent-modularised approach utilising three components: probability of default (PD), loss given default (LGD) and exposure at default (EAD).
Externí odkaz:
https://doaj.org/article/9211979dc331402e85770e08fa122f16
Publikováno v:
Risks, Vol 9, Iss 11, p 208 (2021)
A new methodology to derive IFRS 9 PiT PDs is proposed. The methodology first derives a PiT term structure with accompanying segmented term structures. Secondly, the calibration of credit scores using the Lorenz curve approach is used to create accou
Externí odkaz:
https://doaj.org/article/691ef2f6d6d84d608ad13459a11f9993
Publikováno v:
Risks, Vol 9, Iss 6, p 103 (2021)
Survival analysis is one of the techniques that could be used to predict loss given default (LGD) for regulatory capital (Basel) purposes. When using survival analysis to model LGD, a proposed methodology is the default weighted survival analysis (DW
Externí odkaz:
https://doaj.org/article/a2d1f270a76c494a8bc49062294de62a
Publikováno v:
South African Journal of Science, Vol 116, Iss 5/6, Pp 1-2 (2020)
Externí odkaz:
https://doaj.org/article/968b172e4f094ce1a054bcd873e1cf40
Publikováno v:
South African Journal of Economic and Management Sciences, Vol 18, Iss 1, Pp 105-127 (2015)
The Basel II regulatory framework significantly increased the resilience of the banking system, but proved ineffective in preventing the 2008/9 financial crisis. The subsequent introduction of Basel III aimed, inter alia, to supplement bank capital u
Externí odkaz:
https://doaj.org/article/7667be8aa512417bb06d89207d224021
Publikováno v:
South African Journal of Science, Vol 107, Iss 3/4 (2011)
The ever-increasing role of homogeneous gold catalysis in organic synthesis and the consequent need to be able to rationally control the rate and outcome of such reactions has emphasised the importance of each successive metal - carbon coordination s
Externí odkaz:
https://doaj.org/article/13e6d02ba3fb41648edb9a7fa70c2064
Publikováno v:
Risks, Vol 9, Iss 208, p 208 (2021)
Risks
Volume 9
Issue 11
Risks
Volume 9
Issue 11
A new methodology to derive IFRS 9 PiT PDs is proposed. The methodology first derives a PiT term structure with accompanying segmented term structures. Secondly, the calibration of credit scores using the Lorenz curve approach is used to create accou
Publikováno v:
Risks
Volume 9
Issue 6
Risks, Vol 9, Iss 103, p 103 (2021)
Volume 9
Issue 6
Risks, Vol 9, Iss 103, p 103 (2021)
Survival analysis is one of the techniques that could be used to predict loss given default (LGD) for regulatory capital (Basel) purposes. When using survival analysis to model LGD, a proposed methodology is the default weighted survival analysis (DW