Measuring and managing credit risk in derivative structures

The problem being addressed in the dissertation originates from the fact that the risk of default between counterparties are increasing, and becoming more complex and interrelated. Due to global changes like globalisation, deregulation, increasingly competitive markets, process improvements, changing customer bases, changing workforces and changing markets, the increase of credit risk within the financial system is inevitable.

Grantor dc:publisher.institution

School of Economics

Year dc:date.issued

2005

Author dc:creator

• Mann, Waron John

Advisor dc:contributor.advisor

• Abraham, Haim

Language dc:language.iso

eng

Handle dc:identifier.uri

http://hdl.handle.net/11427/5980

OAI identifier oai:identifier

oai:open.uct.ac.za:11427/5980