Now showing items 1-3 of 3

    • Basel III countercyclical capital rules: implications for South Africa 

      Van Vuuren, Gary (University of Pretoria, 2012)
      The financial crisis has been blamed on many entities, institutions and individuals as well as the Basel II accord which had just begun to be implemented globally when the crisis erupted. The criticisms resulted in the ...
    • Implementing the countercyclical capital buffer in South Africa: practical considerations 

      Burra, Pravin; De Jongh, Pieter Juriaan; Raubenheimer, Helgard; Van Vuuren, Gary; Wiid, Henco (AOSIS, 2015)
      The Basel II regulatory framework significantly increased the resilience of the banking system, but proved ineffective in preventing the 2008/9 financial crisis. The subsequent introduction of Basel III aimed, inter ...
    • Trading book risk metrics: a South African perspective 

      Visser, Dirk; Van Vuuren, Gary (AOSIS, 2016)
      The regulatory market risk metric - Value at Risk - has remained virtually unchanged since its introduction by JP Morgan in 1996. Many prominent examples of market risk underestimation have undermined the credibility of ...