Keyword: capital requirements

The optimal monetary and macroprudential policies for the South African economy
We investigate the optimal design and effectiveness of monetary and...
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...
7 August 2018
Working Paper
Welfare analysis of bank capital requirements with endogenous default
This paper presents a tractable framework with endogenous default a...
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...
21 February 2017
Policy Brief
The effectiveness of countercyclical capital requirements and contingent convertible capital: a dual approa...
This paper studies the effectiveness of countercyclical capital req...
23 September 2015
Working Paper
Do Capital Requirements Affect Cost of Intermediation? Evidence from a Panel of South African Banks
Since the 2007 sub-prime financial crisis, world bank capital ratio...
28 August 2015
Working Paper