Keyword: capital requirements

The optimal monetary and macroprudential policies for the South African economy
We investigate the optimal design and effectiveness of monetary and...
Published: 7 February 2020
Working Paper
Is Basel III counter-cyclical: The case of South Africa?
This paper develops a dynamic general equilibrium model with bankin...
Published: 7 August 2018
Working Paper
Welfare analysis of bank capital requirements with endogenous default
This paper presents a tractable framework with endogenous default a...
Published: 12 June 2017
Working Paper
Can bank capital adequacy changes amplify the business cycle in South Africa?
The phenomenon of bank regulation procyclicality requires very care...
Published: 21 February 2017
Policy Brief
The effectiveness of countercyclical capital requirements and contingent convertible ca...
This paper studies the effectiveness of countercyclical capital req...
Published: 23 September 2015
Working Paper
Do Capital Requirements Affect Cost of Intermediation? Evidence from a Panel of South A...
Since the 2007 sub-prime financial crisis, world bank capital ratio...
Published: 28 August 2015
Working Paper
Business Cycle and Bank Capital Regulation: Basel II Procyclicality
This paper studies the impacts of bank capital regulation on busine...
Published: 23 September 2012
Working Paper