Chondrogiannis, Ilias;
Merrino, Serena;
(2024)
Did Basel III reduce bank spillovers in South Africa?
(South African Reserve Bank Working Paper Series
WP/24/07).
South African Reserve Bank: Pretoria, South Africa.
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Abstract
We examine the effect of post-2010 banking regulation in South Africa on financial stability, macroeconomic variables and bank performance. We focus on risk spillovers and increased network and tail connectedness between banks, using a sample of 9 listed South African banks in 2008-2023. The implementation of Basel III regulation, particularly capital adequacy ratios, has reduced connectedness related risks but there is weak evidence of an effect on bank performance.
| Type: | Working / discussion paper |
|---|---|
| Title: | Did Basel III reduce bank spillovers in South Africa? |
| Open access status: | An open access version is available from UCL Discovery |
| DOI: | 10.14324/000.wp.10181392 |
| Publisher version: | https://www.resbank.co.za/en/home/publications/pub... |
| Language: | English |
| Additional information: | This version is the author accepted manuscript. For information on re-use, please refer to the publisher’s terms and conditions. |
| Keywords: | Systemic Risk, Financial Stability, Interconnectedness, South African banking sector, Basel III regulation |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices > UCL SLASH UCL > Provost and Vice Provost Offices > UCL SLASH > Faculty of Arts and Humanities |
| URI: | https://discovery.ucl.ac.uk/id/eprint/10181392 |
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