Minimizing Banking Risk in a Lévy Process Setting

by F. Gideon, J. Mukuddem-Petersen, M. A. Petersen
Published 2007-01-01

Basel III and Asset Securitization

by M. Mpundu, M. A. Petersen, J. Mukuddem-Petersen, F. Gideon
Published 2013-01-01

Maximizing Banking Profit on a Random Time Interval

by J. Mukuddem-Petersen, M. A. Petersen, I. M. Schoeman, B. A. Tau
Published 2007-01-01

Bank Valuation and Its Connections with the Subprime Mortgage Crisis and Basel II Capital Accord

by C. H. Fouche, J. Mukuddem-Petersen, M. A. Petersen, M. C. Senosi
Published 2008-01-01

Basel III Liquidity Risk Measures and Bank Failure

by L. N. P. Hlatshwayo, M. A. Petersen, J. Mukuddem-Petersen, C. Meniago
Published 2013-01-01

Profit and Risk under Subprime Mortgage Securitization

by M. A. Petersen, J. Mukuddem-Petersen, B. De Waal, M. C. Senosi, S. Thomas
Published 2011-01-01

Subprime Risk and Insurance with Regret

by M. A. Petersen, J. Mukuddem-Petersen, M. P. Mulaudzi, B. de Waal, I. M. Schoeman
Published 2010-01-01

Did Bank Capital Regulation Exacerbate the Subprime Mortgage Crisis?

by M. A. Petersen, M. C. Senosi, J. Mukuddem-Petersen, M. P. Mulaudzi, I. M. Schoeman
Published 2009-01-01