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dc.contributor.authorMokatsanyane, Daniel
dc.contributor.authorMuzindutsi, Paul Francois
dc.contributor.authorViljoen, Diana
dc.date.accessioned2018-06-13T08:49:32Z
dc.date.available2018-06-13T08:49:32Z
dc.date.issued2017
dc.identifier.citationMokatsanyane, D. et al. 2017. Credit risk and securitisation in the South African banking sector. Acta Universitatis Danubius. Oeconomica, 13(2):102-121. [http://journals.univ-danubius.ro/index.php/oeconomica/article/view/3865]
dc.identifier.issn2065-0175
dc.identifier.urihttp://journals.univ-danubius.ro/index.php/oeconomica/article/view/3865
dc.identifier.urihttp://hdl.handle.net/10394/27481
dc.description.abstractThis paper investigates the relationship between credit risk and securitisation in the South African banking sector. Panel data analysis was used to analyse annual observations from four major South African banks for a sample period spinning from 2005 to 2014. Results show that source of securitisation variation in the South African banks is capital, bank size and economic growth of the country. A positive impact of securitisation on credit risk was also discovered. The paper revealed that the global financial crisis of 2007-2009 had no effect on the securitization in the South African banking sector, and this is contrary to previous findings. This paper also found that size has a significant effect on capitalization, where big banks tend to securitise more and take on more credit risk compared to small banks. Therefore, banks should increase or maintain an acceptable capital to hedge against any unexpected risks, and proper systems should be established and adopted to encourage repayment of loans by borrows.
dc.language.isoen
dc.publisherDanubius University
dc.subjectBank stability
dc.subjectsolvency risk
dc.subjectcointegration
dc.subjectbank performance
dc.subjectSouth Africa
dc.titleCredit risk and securitisation in the South African banking sector
dc.typeArticle
dc.contributor.researchID22466223 - Mokatsanyane, Daniel
dc.contributor.researchID12586862 - Viljoen, Diana-Joan


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