Browsing Faculty of Natural and Agricultural Sciences by Subject "Basel III"
Now showing items 1-3 of 3
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Exploring contingent convertible bond alternatives for African banks
(AOSIS, 2018)Background: A variant of the contingent convertible bond, first proposed in 2011, is investigated: the Call Option Enhanced Reverse Convertible (COERC). Although issued as a bond, it converts to new shareholder’s equity ... -
Implementing the countercyclical capital buffer in South Africa: practical considerations
(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 ... -
A primer on counterparty valuation adjustments in South Africa
(University of Pretoria, 2014)Counterparty valuation adjustment (CVA) risk accounts for losses due to the deterioration in credit quality of derivative counterparties with large credit spreads. Of the losses attributed to counterparty credit risk ...