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STYGER, PAUL [Author]
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van Vuuren, Gary and Styger, Paul
Adapting the Macaulay duration for defaultable and option-embedded bonds
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S. Afr. j. econ. manag. sci.
, July 2008, vol.11, no.2, p.172-189. ISSN 2222-3436
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Esterhuysen, Ja'nel, Styger, Paul and van Vuuren, Gary
Calculating operational value-at-risk (OpVaR) in a retail bank
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S. Afr. j. econ. manag. sci.
, Apr 2008, vol.11, no.1, p.1-16. ISSN 2222-3436
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Esterhuysen, Ja'nel, van Vuuren, Gary and Styger, Paul
The effect of stressed economic conditions on operational risk loss distributions
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S. Afr. j. econ. manag. sci. (Online)
, 2010, vol.13, no.4, p.577-592. ISSN 2222-3436
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Jacobs, Johann, Styger, Paul and van Vuuren, Gary
The regulatory treatment of liquidity risk in South Africa
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S. Afr. j. econ. manag. sci. (Online)
, 2012, vol.15, no.3, p.294-308. ISSN 2222-3436
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Smit, Wynand, van Vuuren, Gary and Styger, Paul
Economic capital for credit risk in the trading book
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S. Afr. j. econ. manag. sci. (Online)
, 2011, vol.14, no.2, p.138-154. ISSN 2222-3436
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Esterhuysen, Ja'nel, van Vuuren, Gary and Styger, Paul
The effect of stressed economic conditions on credit risk in Basel II
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S. Afr. j. econ. manag. sci. (Online)
, 2011, vol.14, no.2, p.122-137. ISSN 2222-3436
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