|Project goal: Absa is interested in alternative methodologies that strive towards ensuring accurate point in time (PiT) LGDs for IFRS9 impairment LGD models.
|Project goal: MTN is interested into the investigation of developing fraud models to mitigate future risks of fraud events occurring.
|Project goal: Absa is interested in the investigation of customer utilisation of increased credit card limits.
|Project goal: Absa is interested into the investigation of developing models to predict the take-up of a home loan offered.
|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.
|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.
|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.