The implications of bank risk-weighted capital and ownership on portfolio rebalancing, profitability, and stability: evidence from Tanzania

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dc.contributor.advisorToerien, Francois
dc.contributor.advisorNdlovu Godfrey
dc.contributor.authorMchembe, Renatus Anathory
dc.date.accessioned2025-03-03T08:43:25Z
dc.date.available2025-03-03T08:43:25Z
dc.date.issued2024
dc.date.updated2025-02-28T13:50:04Z
dc.description.abstractBanks are vital for economic growth and development as they mobilise and channel the flow of funds from surplus to deficit units and help to finance government expenditure by investing in government securities, among other activities. Bank activities are especially crucial in developing countries, due to underdeveloped financial markets, as they often dominate the financial sector. The banking crises of the last three decades have resulted in increased macroprudential regulations to protect the banking sector against the risk of failure emanating from banks' loan portfolios. A key element of these regulations is usually the prescription of minimum risk-weighted capital ratios. However, this can potentially affect bank profitability and in an attempt to rebalance their capital risk profile to match regulatory requirements, banks may alter the balance between bank lending (higher risk activities) and low risk activities, such as investment in government securities. Contradictory evidence exists on the relations
dc.identifier.apacitationMchembe, R. A. (2024). <i>The implications of bank risk-weighted capital and ownership on portfolio rebalancing, profitability, and stability: evidence from Tanzania</i>. (). University of Cape Town ,Faculty of Commerce ,Department of Finance and Tax. Retrieved from http://hdl.handle.net/11427/41068en_ZA
dc.identifier.chicagocitationMchembe, Renatus Anathory. <i>"The implications of bank risk-weighted capital and ownership on portfolio rebalancing, profitability, and stability: evidence from Tanzania."</i> ., University of Cape Town ,Faculty of Commerce ,Department of Finance and Tax, 2024. http://hdl.handle.net/11427/41068en_ZA
dc.identifier.citationMchembe, R.A. 2024. The implications of bank risk-weighted capital and ownership on portfolio rebalancing, profitability, and stability: evidence from Tanzania. . University of Cape Town ,Faculty of Commerce ,Department of Finance and Tax. http://hdl.handle.net/11427/41068en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Mchembe, Renatus Anathory AB - Banks are vital for economic growth and development as they mobilise and channel the flow of funds from surplus to deficit units and help to finance government expenditure by investing in government securities, among other activities. Bank activities are especially crucial in developing countries, due to underdeveloped financial markets, as they often dominate the financial sector. The banking crises of the last three decades have resulted in increased macroprudential regulations to protect the banking sector against the risk of failure emanating from banks' loan portfolios. A key element of these regulations is usually the prescription of minimum risk-weighted capital ratios. However, this can potentially affect bank profitability and in an attempt to rebalance their capital risk profile to match regulatory requirements, banks may alter the balance between bank lending (higher risk activities) and low risk activities, such as investment in government securities. Contradictory evidence exists on the relations DA - 2024 DB - OpenUCT DP - University of Cape Town KW - Tanzania KW - Basel Accord KW - risk-weighted KW - capital requirements KW - portfolio rebalancing KW - lending KW - government securities KW - profitability KW - stability KW - simultaneous KW - fixed effects KW - Sys-GMM LK - https://open.uct.ac.za PB - University of Cape Town PY - 2024 T1 - The implications of bank risk-weighted capital and ownership on portfolio rebalancing, profitability, and stability: evidence from Tanzania TI - The implications of bank risk-weighted capital and ownership on portfolio rebalancing, profitability, and stability: evidence from Tanzania UR - http://hdl.handle.net/11427/41068 ER - en_ZA
dc.identifier.urihttp://hdl.handle.net/11427/41068
dc.identifier.vancouvercitationMchembe RA. The implications of bank risk-weighted capital and ownership on portfolio rebalancing, profitability, and stability: evidence from Tanzania. []. University of Cape Town ,Faculty of Commerce ,Department of Finance and Tax, 2024 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/41068en_ZA
dc.language.isoen
dc.language.rfc3066eng
dc.publisher.departmentDepartment of Finance and Tax
dc.publisher.facultyFaculty of Commerce
dc.publisher.institutionUniversity of Cape Town
dc.subjectTanzania
dc.subjectBasel Accord
dc.subjectrisk-weighted
dc.subjectcapital requirements
dc.subjectportfolio rebalancing
dc.subjectlending
dc.subjectgovernment securities
dc.subjectprofitability
dc.subjectstability
dc.subjectsimultaneous
dc.subjectfixed effects
dc.subjectSys-GMM
dc.titleThe implications of bank risk-weighted capital and ownership on portfolio rebalancing, profitability, and stability: evidence from Tanzania
dc.typeThesis / Dissertation
dc.type.qualificationlevelDoctoral
dc.type.qualificationlevelPhD
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