Keyword: Banking Regulation

Effects of South African Monetary Policy Implementation on the CMA: A Panel Vector Auto...
The paper investigates the effects of South African monetary policy...
Monaheng Seleteng
Working Paper
An application of Panzar-Rosse Approach in assessing banking sector competition in Zimb...
An assessment of bank competition is important for a number of reas...
Pierre Le Roux, Sanderson Abel
Policy Brief
An evaluation of the cost and revenue efficiency of the banking sector in Zimbabwe
The study was meant to evaluate the cost and revenue efficiency of ...
Sanderson Abel, Pierre Le Roux
Working Paper
What Price-Level Data Tells Us About Consumer Price Rigidity in Zimbabwe: Evidence From...
This paper documents the price setting behaviour, and the change in...
Mike Nyawo, Neil Rankin
Working Paper
Determinants of Cross-Border Mergers and Acquisitions Targeting Africa: 1991-2011
The fast output growth that a number of countries in Sub-Saharan Af...
‪Magdalene K. Wilson, Désiré J. M. Vencatachellum
Working Paper
Assessing banking sector competition in Zimbabwe using a Panzar-Rosse Approach
This paper assesses the level of competition in Zimbabwe’s banking ...
Sanderson Abel, Pierre Le Roux
Working Paper
Fiscal Consolidation, Fiscal Policy Transmission, and Current Account Dynamics in South...
The debate on global current account imbalances continues to develo...
John P. Dunne, Christine S. Makanza
Working Paper
Private Wealth in a Developing Country: A South African Perspective on Piketty
The point of departure of Thomas Piketty’s influential Capital in t...
Anna Orthofer
Working Paper
On the Term Structure of South African Interest Rates: Cointegration and Threshold Adju...
This paper explores the correlations of the short- and long-term in...
Bernard N. Iyke
Working Paper
The effectiveness of countercyclical capital requirements and contingent convertible ca...
This paper studies the effectiveness of countercyclical capital req...
Hylton Hollander
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...
Andrew Maredza
Working Paper
Debt must be invested, not consumed
We look at recent trends in debt, government consumption and invest...
Michael E. Rose, Hylton Hollander, Co-Pierre Georg
Policy Brief
What we talk about when we talk about saving: Concepts and measures of household saving...
South African household savings rates have been declining steadily ...
Anna Orthofer
Working Paper
The role of banks in money creation
The phrase “banks create money” forms part of popular discourse, bu...
Nicholas Spearman
Policy Brief
The Cape of Perfect Storms: Colonial Africa’s first financial crash, 1788-1793
This paper investigates the causes and consequences of colonial Afr...
Roy Havemann, Johan Fourie
Working Paper
A Network View on Interbank Market Freezes
We study the liquidity allocation among European banks around the L...
Silvia Gabrieli, Co-Pierre Georg
Working Paper
Counter-Cyclical Capital Buffers and Interest-Rate Policy as Complements – The Experien...
Counter-cyclical capital buffers are increasingly popular new ̶...
Roy Havemann
Working Paper
Contagious Synchronization and Endogenous Network Formation in Financial Networks
When banks choose similar investment strategies the financial syste...
Christoph Aymanns, Co-Pierre Georg
Working Paper
Contagious Synchronization and Endogenous Network Formation in Financial Networks
When banks choose similar investment strategies the financial syste...
Christoph Aymanns, Co-Pierre Georg
Working Paper
A Note on the (continued) Ability of the Yield Curve to Forecast Economic Downturns in ...
In 2002/03 the yield spread falsely signalled a downswing that neve...
Ferdi Botha, Gavin Keeton
Working Paper
Credit Procyclicality and Financial Regulation in South Africa
This study assesses the behaviour of credit extension over the econ...
James Bernstein, Eric Schaling, Leroi Raputsoane
Working Paper
Credit Procyclicality and Financial Regulation in South Africa
This study assesses the behaviour of credit extension over the econ...
James Bernstein, Eric Schaling, Leroi Raputsoane
Working Paper
The Welfare Cost of Sovereign Default and Liquidity Injections
This paper develops a dynamic general equilibrium model with endoge...
Guangling Liu
Working Paper
The Welfare Cost of Sovereign Default and Liquidity Injections
This paper develops a dynamic general equilibrium model with endoge...
Guangling Liu
Working Paper
Promotion and Relegation between Country Risk Classes as Maintained by Country Risk Rat...
Credit rating agency assessments of sovereign risk bear weak statis...
Johannes W. Fedderke
Working Paper
The Equity Price Channel in a New-Keynesian DSGE Model with Financial Frictions and Ban...
This paper studies the role of the equity price channel in business...
Hylton Hollander, Guangling Liu
Working Paper
The Impact of the Global Financial Crisis on Efficiency and Productivity of the Banking...
South Africa‘s financial sector is believed to have weathered the c...
Sylvanus Ikhide, Andrew Maredza
Working Paper
Retirement Date Effects on Saving Behavior: The Case of Non-Separable Preferences
In this paper we demonstrate that the magnitude of the reaction of ...
Aylit T. Romm
Working Paper
The High-Frequency Response of the Rand-Dollar rate to Inflation Surprises
We examine the high-frequency response of the rand-dollar nominal r...
Nicola Viegi, Greg Farrell, Shakill Hassan
Working Paper
The Impact of Later Retirement Ages on Aggregate Household Savings and Saving Rates: An...
As a result of population aging, governments of many OECD countries...
Aylit T. Romm, Martha Wolny
Working Paper
Bank concentration and the interest rate pass-through in Sub-Saharan African countries
This study investigates the link between bank concentration and int...
Tadiwa Mangwengwende, Zivanemoyo Chinzara, Heinrich Nel
Working Paper
Business Cycle and Bank Capital Regulation: Basel II Procyclicality
This paper studies the impacts of bank capital regulation on busine...
Nkhahle E. Seeiso, Guangling Liu
Working Paper
A Comparison of Inflation Expectations and Inflation Credibility in South Africa: Resul...
This paper reports a comparison of South African household inflatio...
Vishnu Padayachee, Jannie Rossouw, Adél Bosch
Policy Brief
Antitrust Analysis for the Internet Upstream Market: a BGP Approach
In this paper we study concentration in the European Internet upstr...
Emanuele Giovannetti, Alessio D’Ignazio
Working Paper
‘Who replies in brackets and what are the implications for earnings estimates? An analy...
In household surveys, earnings data typically can be reported as po...
Dorrit Posel, Daniela Casale
Working Paper