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Liquidity creation in South African banks under stressed economic conditions
(Wiley, 2012)
The financial crisis placed severe pressure on global bank liquidity. Many banks were unable to create sufficient liquidity and had to receive government support or face default. This paper attempts to determine the impact ...
Banking competition and misconduct: how dire economic conditions affect banking behavior
(Business Perspectives, 2016)
Increasingly, in the last decade, largely due to perceived greater shareholder pressures for more profitable performance, compensation maximization has taken center stage in some segments of the banking industry. Banks ...
A primer on counterparty valuation adjustments in South Africa
(University of Pretoria, 2014)
Counterparty valuation adjustment (CVA) risk accounts for losses due to the deterioration in credit quality of derivative counterparties with large credit spreads. Of the losses attributed to counterparty credit risk ...