Rossouw van Jaarsveld

Rossouw van Jaarsveld is a Quantitative Analyst at FNB, South Africa, a Research Fellow at the South African Reserve Bank and Stellenbosch University, and also an experienced statistical modeler that is passionate about enabling data-driven decision-making. He obtained his Ph.D. in Econometrics and Quantitative Economics at Stellenbosch University.

A Bank-Level Analysis of Interest Rate Pass-Through in South Africa
We study how changes in the South African Reserve Bank’s policy rat...
Daan Steenkamp, Matthew Greenwood-Nimmo, Rossouw van Jaarsveld
Model Databases
The bond market impact of the South African Reserve Bank bond purchase programme
We use a unique dataset comprising over a million trades and quotes...
Roy Havemann, Rossouw van Jaarsveld, Henk Janse van Vuuren, Daan Steenkamp
Working Paper
Policy Bulletin 05: The impact of global FX liquidity on the rand
The Covid crisis saw significant declines in market liquidity and c...
Tim Olds, Rossouw van Jaarsveld, Daan Steenkamp
Policy Bulletin
Dr Rossouw van Jaarsveld on developing a forex network model: how to highlight risk tra...
Have you ever wondered how sensitive the South African Rand is to s...
Margaux Giannaros, Rossouw van Jaarsveld
Podcast