Measuring and managing credit risk in derivative structures

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dc.contributor.advisorAbraham, Haimen_ZA
dc.contributor.authorMann, Waron Johnen_ZA
dc.date.accessioned2014-08-05T10:12:21Z
dc.date.available2014-08-05T10:12:21Z
dc.date.issued2005en_ZA
dc.descriptionIncludes bibliographical references.
dc.description.abstractThe 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.en_ZA
dc.identifier.apacitationMann, W. J. (2005). <i>Measuring and managing credit risk in derivative structures</i>. (Thesis). University of Cape Town ,Faculty of Commerce ,School of Economics. Retrieved from http://hdl.handle.net/11427/5980en_ZA
dc.identifier.chicagocitationMann, Waron John. <i>"Measuring and managing credit risk in derivative structures."</i> Thesis., University of Cape Town ,Faculty of Commerce ,School of Economics, 2005. http://hdl.handle.net/11427/5980en_ZA
dc.identifier.citationMann, W. 2005. Measuring and managing credit risk in derivative structures. University of Cape Town.en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Mann, Waron John AB - 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. DA - 2005 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2005 T1 - Measuring and managing credit risk in derivative structures TI - Measuring and managing credit risk in derivative structures UR - http://hdl.handle.net/11427/5980 ER - en_ZA
dc.identifier.urihttp://hdl.handle.net/11427/5980
dc.identifier.vancouvercitationMann WJ. Measuring and managing credit risk in derivative structures. [Thesis]. University of Cape Town ,Faculty of Commerce ,School of Economics, 2005 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/5980en_ZA
dc.language.isoengen_ZA
dc.publisher.departmentSchool of Economicsen_ZA
dc.publisher.facultyFaculty of Commerceen_ZA
dc.publisher.institutionUniversity of Cape Town
dc.subject.otherEconomicsen_ZA
dc.titleMeasuring and managing credit risk in derivative structuresen_ZA
dc.typeMaster Thesis
dc.type.qualificationlevelMasters
dc.type.qualificationnameMPhilen_ZA
uct.type.filetypeText
uct.type.filetypeImage
uct.type.publicationResearchen_ZA
uct.type.resourceThesisen_ZA
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