An investigation into the effects of a liquidity draw down by ABCP conduits on South African banks

Master Thesis

2009

Permanent link to this Item
http://hdl.handle.net/11427/10797
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thesis_com_2009_nell_e.pdf (5.5 MB)
Authors
Nell, Erica
Supervisors
Holman, Glen
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University of Cape Town

Department
Department of Finance and Tax
Faculty
Faculty of Commerce
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Abstract
This study investigates whether liquidity draw down requests by South African conduits will have a material financial impact on the South African banks providing such facilities. Using data on the South African conduits and the banks providing liquidity support, the impact was calculated and found to have minimal effect on the banks, concluding that the latter will be able to service liquidity draw down requests in a possible market disruption event.
Description

Includes bibliographical references (leaves 82-84).

Keywords
Financial Management

Reference:

Nell, E. 2009. An investigation into the effects of a liquidity draw down by ABCP conduits on South African banks. University of Cape Town.

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Masters