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Tanja Verster
Tanja Verster
Professor at Centre for BMI Research, Potchefstroom campus, NWU, South Africa
Verified email at nwu.ac.za - Homepage
Title
Cited by
Cited by
Year
The good, the bad and the ugly of South African fatal road accidents
T Verster, E Fourie
South African Journal of Science 114 (7-8), 63-69, 2018
552018
A proposed benchmark model using a modularised approach to calculate IFRS 9 expected credit loss
WD Schutte, T Verster, D Doody, H Raubenheimer, PJ Coetzee
Cogent Economics & Finance 8 (1), 1735681, 2020
312020
A proposed best practice model validation framework for banks
PJ De Jongh, J Larney, E Mare, GW Van Vuuren, T Verster
South African Journal of Economic and Management Sciences 20 (1), 1-15, 2017
272017
Making use of survival analysis to indirectly model loss given default
M Joubert, T Verster, H Raubenheimer
ORiON 34 (2), 107-132, 2018
132018
An empirical investigation of alternative semi-supervised segmentation methodologies
DG Breed, T Verster
South African Journal of Science 115 (3-4), 1-7, 2019
102019
A Critical Review Of The Basel Margin Of Conservatism Requirement In A Retail Credit Context
R de Jongh, T Verster, E Reynolds, M Joubert, H Raubenheimer
International Business & Economics Research Journal 16 (4), https://doi.org …, 2017
92017
Developing an impairment loss given default model using weighted logistic regression illustrated on a secured retail bank portfolio
DG Breed, T Verster, WD Schutte, N Siddiqi
Risks 7 (4), 123, 2019
82019
Default weighted survival analysis to directly model loss given default
M Joubert, T Verster, H Raubenheimer
South African Statistical Journal 52 (2), 173-202, 2018
82018
The benefits of segmentation: Evidence from a South African bank and other studies
DG Breed, T Verster
South African Journal of Science 113 (9-10), 1-7, 2017
82017
A proposed quantitative credit rating methodology for South African provincial departments
G FOURIE, E., VERSTER T., and VAN VUUREN
SAJEMS (South African Journal of Economic and Management Sciences) 19 (2 …, 2016
8*2016
An investigation into the use of generalized additive neural networks in credit scoring
DA De Waal, JV Du Toit, T De La Rey
Proceedings of IX Credit Scoring & Credit Control Conference, 1-10, 2005
82005
Autobin: A predictive approach towards automatic binning using data splitting
T Verster
South African Statistical Journal 52 (2), 139-155, 2018
72018
Adapting the default weighted survival analysis modelling approach to model ifrs 9 lgd
M Joubert, T Verster, H Raubenheimer, WD Schutte
Risks 9 (6), 103, 2021
62021
A motivation for banks in emerging economies to adapt agency ratings when assessing corporate credit
T Verster, R De Jongh, S Greenberg, E Fourie, D de Wet
South African Journal of Economic and Management Sciences 22 (1), 1-11, 2019
62019
The impact of PD-LGD correlation on expected loss and economic capital
G Van Vuuren, R De Jongh, T Verster
Klute Institute, 2017
62017
Credit price optimisation within retail banking
SE Terblanche, T De la Rey
ORiON 30 (2), 85-102, 2014
62014
Review of subnational credit rating methodologies and the applicability in the South African context
E Fourie, P Styger, T de la Rey, G van Vuuren
South African Journal for Political Science and Public Administration …, 2013
52013
Detecting outliers using weights
JH Venter, T De la Rey
South African Statistical Journal 41 (2), 127-160, 2007
52007
Customer comfort limit utilisation: Management tool informing credit limit-setting strategy decisions to improve profitability
K Visser, G Swart, J Pretorius, LM Esterhuyzen, T Verster, E Fourie
Cogent Economics & Finance 10 (1), 2056362, 2022
42022
The use of different clustering algorithms and distortion functions in semi supervised segmentation
G Breed, T de la Rey, F Terblanche
Proceedings of the 42st ORSSA Annual Conference, 2013
42013
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