- PS 2019
PS 2019
pdf
PS19001_Methodology-to-model-loss-given-default-for-impairments
Project goal: Absa is interested in alternative methodologies that strive towards ensuring accurate point in time (PiT) LGDs for IFRS9 impairment LGD models.
Problem statement
Problem statement
Size: 78.42 KB
Hits: 338
Date added: 04-02-2020
Date modified: 04-02-2020
pdf
PS19002_Fraud-models-for-telecommunications
Project goal: MTN is interested into the investigation of developing fraud models to mitigate future risks of fraud events occurring.
Problem statement
Problem statement
Size: 67.39 KB
Hits: 281
Date added: 04-02-2020
Date modified: 04-02-2020
pdf
PS19003_Investigation-into-customer-utilisation-of-increased-credit-card-limits
Project goal: Absa is interested in the investigation of customer utilisation of increased credit card limits.
Problem statement
Problem statement
Size: 21.61 KB
Hits: 207
Date added: 04-02-2020
Date modified: 04-02-2020
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PS19004_Predicting-the-take-up-of-homeloans
Project goal: Absa is interested into the investigation of developing models to predict the take-up of a home loan offered.
Problem statement
Problem statement
Size: 70.54 KB
Hits: 293
Date added: 04-02-2020
Date modified: 04-02-2020
pdf
PS19005_Top-down-stress-testing-of-the-South-African-banking-system
Project goal: Develop top-down bank stress test methodologies and models that can be used by banks to test their bottom-up models and regulators to investigate the drivers of risk to banks and to test the stress test result submissions from banks.
Problem statement
Problem statement
Size: 95.98 KB
Hits: 445
Date added: 04-02-2020
Date modified: 04-02-2020
pdf
PS19006_Quantitative-analysis-of-financial-fraud-networks
Project goal: To identify entities and clusters of entities within broader networks, that commit financial fraud, e.g. through false loan applications, fraudulent insurance claims and money laundering activities.
Problem statement
Problem statement
Size: 76.37 KB
Hits: 338
Date added: 04-02-2020
Date modified: 04-02-2020
pdf
PS19007_The-effectiveness-of-technical-analysis-trading-strategies-in-the-SA-investment-market
Project goal: Determine if active investment strategies, such as technical analysis techniques, can outperform a passive investment strategy, such as a buy-and-hold portfolio.
Problem statement
Problem statement
Size: 81.40 KB
Hits: 199
Date added: 04-02-2020
Date modified: 04-02-2020