Empirical evidence of aggregate credit supply by South African banks since the introduction of international risk based capital regulation

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dc.contributor.advisorDe Jager, Phillipen_ZA
dc.contributor.authorNeethling, Sean Bretten_ZA
dc.date.accessioned2014-10-17T10:13:01Z
dc.date.available2014-10-17T10:13:01Z
dc.date.issued2014en_ZA
dc.descriptionIncludes bibliographical references.en_ZA
dc.description.abstractThis paper reviews the empirical evidence of how South African banks have changed credit supply since the introduction of risk based capital regulation through the Basel Accords. The primary objective is to analyse empirical trends in on-balance sheet lending between 1994 and 2013 and to establish whether the propensity for banks to extend credit at the aggregate industry level can be partly attributed to the increased regulatory requirements of target capital adequacy ratios or is more dependent on other demand and supply side variables. The extent to which compliance with regulated capital reforms has been satisfied by contracting credit supply, increasing qualifying capital or changing the composition of on-balance sheet lending portfolios through substituting between risk weighted assets is analysed. Furthermore, the risk weighted assets component of capital adequacy is reviewed to more critically understand risk taking and arbitrage in both retail and commercial lending portfolios over the full observation period. A vector auto regression (VAR) model is used to test the dependency of bank lending on both bank specific and macroeconomic variables and to quantify their individual effects at the aggregate industry level.en_ZA
dc.identifier.apacitationNeethling, S. B. (2014). <i>Empirical evidence of aggregate credit supply by South African banks since the introduction of international risk based capital regulation</i>. (Thesis). University of Cape Town ,Faculty of Commerce ,Department of Finance and Tax. Retrieved from http://hdl.handle.net/11427/8569en_ZA
dc.identifier.chicagocitationNeethling, Sean Brett. <i>"Empirical evidence of aggregate credit supply by South African banks since the introduction of international risk based capital regulation."</i> Thesis., University of Cape Town ,Faculty of Commerce ,Department of Finance and Tax, 2014. http://hdl.handle.net/11427/8569en_ZA
dc.identifier.citationNeethling, S. 2014. Empirical evidence of aggregate credit supply by South African banks since the introduction of international risk based capital regulation. University of Cape Town.en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Neethling, Sean Brett AB - This paper reviews the empirical evidence of how South African banks have changed credit supply since the introduction of risk based capital regulation through the Basel Accords. The primary objective is to analyse empirical trends in on-balance sheet lending between 1994 and 2013 and to establish whether the propensity for banks to extend credit at the aggregate industry level can be partly attributed to the increased regulatory requirements of target capital adequacy ratios or is more dependent on other demand and supply side variables. The extent to which compliance with regulated capital reforms has been satisfied by contracting credit supply, increasing qualifying capital or changing the composition of on-balance sheet lending portfolios through substituting between risk weighted assets is analysed. Furthermore, the risk weighted assets component of capital adequacy is reviewed to more critically understand risk taking and arbitrage in both retail and commercial lending portfolios over the full observation period. A vector auto regression (VAR) model is used to test the dependency of bank lending on both bank specific and macroeconomic variables and to quantify their individual effects at the aggregate industry level. DA - 2014 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2014 T1 - Empirical evidence of aggregate credit supply by South African banks since the introduction of international risk based capital regulation TI - Empirical evidence of aggregate credit supply by South African banks since the introduction of international risk based capital regulation UR - http://hdl.handle.net/11427/8569 ER - en_ZA
dc.identifier.urihttp://hdl.handle.net/11427/8569
dc.identifier.vancouvercitationNeethling SB. Empirical evidence of aggregate credit supply by South African banks since the introduction of international risk based capital regulation. [Thesis]. University of Cape Town ,Faculty of Commerce ,Department of Finance and Tax, 2014 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/8569en_ZA
dc.language.isoengen_ZA
dc.publisher.departmentDepartment of Finance and Taxen_ZA
dc.publisher.facultyFaculty of Commerceen_ZA
dc.publisher.institutionUniversity of Cape Town
dc.titleEmpirical evidence of aggregate credit supply by South African banks since the introduction of international risk based capital regulationen_ZA
dc.typeMaster Thesis
dc.type.qualificationlevelMasters
dc.type.qualificationnameMComen_ZA
uct.type.filetypeText
uct.type.filetypeImage
uct.type.publicationResearchen_ZA
uct.type.resourceThesisen_ZA
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