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Empirical evidence of aggregate credit supply by South African banks since the introduction of international risk based capital regulation
Includes bibliographical references.
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| Main Author: | |
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| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
Department of Finance and Tax
2014
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| _version_ | 1867614250698014720 |
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| access_status_str | Open Access |
| author | Neethling, Sean Brett |
| author2 | De Jager, Phillip |
| author_browse | De Jager, Phillip Neethling, Sean Brett |
| author_facet | De Jager, Phillip Neethling, Sean Brett |
| author_sort | Neethling, Sean Brett |
| collection | Thesis |
| description | Includes bibliographical references. |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/8569 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:49:03.845Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2014 |
| publishDateRange | 2014 |
| publishDateSort | 2014 |
| publisher | Department of Finance and Tax |
| publisherStr | Department of Finance and Tax |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/8569 Empirical evidence of aggregate credit supply by South African banks since the introduction of international risk based capital regulation Neethling, Sean Brett De Jager, Phillip Includes bibliographical references. 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. 2014-10-17T10:13:01Z 2014-10-17T10:13:01Z 2014 Master Thesis Masters MCom http://hdl.handle.net/11427/8569 eng application/pdf Department of Finance and Tax Faculty of Commerce University of Cape Town |
| spellingShingle | Neethling, Sean Brett Empirical evidence of aggregate credit supply by South African banks since the introduction of international risk based capital regulation |
| thesis_degree_str | Master's |
| title | Empirical evidence of aggregate credit supply by South African banks since the introduction of international risk based capital regulation |
| title_full | Empirical evidence of aggregate credit supply by South African banks since the introduction of international risk based capital regulation |
| title_fullStr | Empirical evidence of aggregate credit supply by South African banks since the introduction of international risk based capital regulation |
| title_full_unstemmed | Empirical evidence of aggregate credit supply by South African banks since the introduction of international risk based capital regulation |
| title_short | Empirical evidence of aggregate credit supply by South African banks since the introduction of international risk based capital regulation |
| title_sort | empirical evidence of aggregate credit supply by south african banks since the introduction of international risk based capital regulation |
| url | http://hdl.handle.net/11427/8569 |
| work_keys_str_mv | AT neethlingseanbrett empiricalevidenceofaggregatecreditsupplybysouthafricanbankssincetheintroductionofinternationalriskbasedcapitalregulation |