Measuring the systemic risk in the South African banking sector

Measuring the systemic risk in the South African banking sector

Background: In the aftermath of the sub-prime crisis, systemic risk has become a greater priority for regulators, with the National Treasury (2011) stating that regulators should proactively monitor changes in systemic risk. Aim: The aim is to quantify systemic risk as the capital shortfall an inst...

Full description

Bibliographic Details
Main Authors: Gregory M. Foggitt, Andre Heymans, Gary W. van Vuuren, Anmar Pretorius
Format: Article
Language:English
Published: AOSIS 2017-10-01
Series:South African Journal of Economic and Management Sciences
Subjects:
systemic risk
banks
regulation
SRISK
MES
South Africa
Online Access:https://sajems.org/index.php/sajems/article/view/1619

Internet

https://sajems.org/index.php/sajems/article/view/1619

Similar Items