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Riaan de Jongh, Tanja Verster, Elzabe Reynolds, Morne Joubert, Helgard Raubenheimer
The Basel II accord (2006) includes guidelines to financial institutions for the estimation of regulatory capital (RC) for retail credit risk. Under the advanced Internal Ratings Based (IRB) approach, the formula suggested for calculating RC is based on ...
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Elsje Raubenheimer
AbstractAccounting estimates form part of the preparation of financial statements and should not affect faithful representation. The use of accounting estimates does not yield exact amounts, but, rather, amounts based on assumptions. The frequency of use...
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H. Raubenheimer
AbstractModern portfolio theory is founded on an understanding of longitudinal volatility but it is the cross-sectional dispersion among investment returns that provide active portfolio managers with their competitive investment opportunities. The varyin...
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H. Raubenheimer
AbstractSouth Afric's Equity market provides a large (in terms of volume) but concentrated investment environment. Domestic pension funds are restricted from diversifying globally and are thus faced with a restricted set of investment opportunities. This...
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H. Raubenheimer
AbstractIndex or passive fund managers and investors analyse the interim volatility of the difference between their fund?s returns and the index?s returns, i.e. the fund?s tracking error variance** (TEV) in order to monitor the success with which tracker...
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C. J. Kroon,J. R. Raubenheimer
AbstractThis paper first analyses the demographic data and training environment of South African university graduates in Economics and/or Business Economics on the basis of information extracted from the HSRC register of graduates. Next, it analyses the ...
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