PS 2019
| Title | Description | |
|---|---|---|
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| 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 |