Browsing Department of Mathematics by Subject "Bank capital"
Now showing items 1-2 of 2
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Estimating the cost of deposit insurance for a commercial bank following an optimal investment strategy
(University of Western Cape, 2020)Commercial banks play a dominant role in facilitating the economic growth of a country by acting as an intermediary between the de cit spending unit (borrowers) and the surplus spending unit (lenders). In particular, ... -
Mathematical models for optimal management of bank capital, reserves and liquidity
(University of the Western Cape, 2019)The aim of this study is to construct and propose continuous-time mathematical models for optimal management of bank capital, reserves and liquidity. This aim emanates from the global financial crisis of 2007 − 2009. In ...