M.Sc. (Statistics) / Most people in the world rely on a well-functioning and stable financial system. Problems experienced by financial institutions, such as too little liquidity or large amounts of bad debt, can easily influence companies and individuals, creating a chain reaction comparable to an avalanche. Financial institutions are faced with a very difficult constrained optimization problem - generating as much profit as possible while staying in business by limiting the amount of risk taken.
Identifer | oai:union.ndltd.org:netd.ac.za/oai:union.ndltd.org:uj/uj:7703 |
Date | 29 July 2013 |
Creators | Sonnekus, Hélène |
Source Sets | South African National ETD Portal |
Detected Language | English |
Type | Thesis |
Rights | University of Johannesburg |
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