Browsing Faculty of Economic and Management Sciences by Subject "Liquidity risk"
Now showing items 1-2 of 2
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Evaluating illiquidity and systemic contagion in South African banks
(University of Johannesburg, 2014)A stress-testing model to evaluate liquidity and systemic risk in banks of developed and emerging economies has been assembled and tested. The Liquidity Stress Tester model (LST) was applied to Dutch and UK markets during ... -
The regulatory treatment of liquidity risk in South Africa
(University of Pretoria. Faculty of Economic and Management Sciences, 2012)The Basel accord describes the regulatory capital requirements for credit, market and operational risk. The accord aims to provide guidelines to level the playing field for all internationally active banks and to protect ...