Author Details

van Vuuren, Gary Wayne, North West University & Fitch Ratings, UK, United Kingdom

Vol 11, No 2 (2008) - Original Research
Adapting the Macaulay duration for defaultable and option-embedded bonds
Abstract PDF
Vol 11, No 1 (2008) - Original Research
Calculating operational value-at-risk (OpVaR) in a retail bank
Abstract PDF
Vol 17, No 5 (2014) - Original Research
A primer on counterparty valuation adjustments in South Africa
Abstract PDF
Vol 19, No 1 (2016) - Original Research
Trading book risk metrics: A South African perspective
Abstract PDF

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South African Journal of Economic and Management Sciences | ISSN: 1015-8812 (PRINT) | ISSN: 2222-3436 (ONLINE)