Khadijah Jumanne Kishimba
Biographic Data
| ID | 9719866 |
|---|---|
| NAME | Khadijah Jumanne Kishimba |
| GIVEN NAMES | Khadijah Jumanne |
| FAMILY NAME | Kishimba |
| SIGNATURE | KISHIMBA K J |
| AFFILIATIONS | University of KwaZulu-Natal |
| ORCID | 0009-0005-5875-1522 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2024 |
| LATEST PUBLICATION YEAR | 2024 |
| H-INDEX | 0 |
Macro Credit Risk Stress Testing in Tanzanian Banking Sector
This study conducted a macro credit risk stress testing framework for assessing the impact of global transmissions on Tanzania’s banking sector from Q12006 to Q42020, using the Global Vector Autoregressive Regression (GVAR) model with seven countries. The adoption of the GVAR model enabled us to take into account non-linear relationships, capture business cycle effects and the global interaction. This study focused on assessing the projected resp…
No prominent works on this page.
Macro Credit Risk Stress Testing in Tanzanian Banking Sector
This study conducted a macro credit risk stress testing framework for assessing the impact of global transmissions on Tanzania’s banking sector from Q12006 to Q42020, using the Global Vector Autoregressive Regression (GVAR) model with seven countries. The adoption of the GVAR model enabled us to take into account non-linear relationships, capture business cycle effects and the global interaction. This study focused on assessing the projected resp…
Banking stability, regulation, efficiency (1 work) · Business (1 work) · Credit risk (1 work) · Credit Risk and Financial Regulations (1 work) · Economics (1 work) · Emerging markets (1 work) · Exchange rate (1 work) · Finance (1 work) · Financial system (1 work) · Macroeconomics (1 work)