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Arno Botha

Observed names: A Botha, Botha, Arno, Dr Arno Botha
ORCID: 0000-0002-1708-0153
Observed ORCID: 0000-0002-1708-0153
OpenAlex ID: A5058278697
Simulation-based optimisation of the timing of loan recovery across different portfolios
2021 · Arno Botha, Conrad Beyers, et al. · Expert Systems with Applications · 18
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Approaches for modelling the term-structure of default risk under IFRS 9: a tutorial using discrete-time survival analysis
2026 · Arno Botha, Tanja Verster · International Journal of Data Science and Analytics · 10
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Defining and comparing SICR-events for classifying impaired loans under IFRS 9
2025 · Arno Botha, Esmerelda Oberholzer, et al. · Annals of Operations Research · 10
Modelling the term-structure of default risk under IFRS 9 within a multistate regression framework
2026 · Arno Botha, Tanja Verster, et al. · Journal of Applied Statistics · 5
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The loss optimization of loan recovery decision times using forecast cashflows
2022 · Arno Botha, Conrad Beyers, et al. · The Journal of Credit Risk · 5
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Exploring different subtypes of recurrent event Cox-regression models in modelling lifetime default risk: A tutorial
2025 · Botha, Arno, Verster, Tanja, et al. · arXiv (Cornell University) · 2
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arnobotha/LGD-Modelling-Mortgages: Deriving the term-structure of loan write-off risk under IFRS 9 by using survival analysis [Source Code]
2026 · Marcel Muller, Dr Arno Botha, et al. · Zenodo (CERN European Organization for Nuclear Research) · 1
A cost of capital approach to determining the LGD discount rate
2025 · J Larney, A Botha, et al. · South African Actuarial Journal · 1
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The TruEnd-procedure: treating trailing zero-valued balances in credit data
2025 · Arno Botha, Tanja Verster, et al. · Journal of the Operational Research Society · 1
A procedure for loss-optimising default definitions across simulated credit risk scenarios
2019 · Botha, Arno, Beyers, Conrad, et al. · RePEc: Research Papers in Economics · 1
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Comparing two approaches for modelling the loss given default of credit cards: Run-off triangles vs regression
2026 · Botha, Arno, Crewe, Henko, et al. · arXiv (Cornell University)
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An extendable, integrated, and dynamic approach to forecasting and stress-testing credit risk
2026 · Muller, Marcel, Botha, Arno, et al. · arXiv (Cornell University)
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Deriving the term-structure of loan write-off risk under IFRS 9 by using survival analysis: A benchmark study
2026 · Botha, Arno, Gabru, Mohammed, et al. · arXiv (Cornell University)
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Works count: 22
Citation count: 66
H-index: 5
I10-index: 3
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