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dc.contributor.authorJacobs, Johann
dc.contributor.authorStyger, Paul
dc.contributor.authorVan Vuuren, Gary
dc.date.accessioned2016-05-16T13:49:10Z
dc.date.available2016-05-16T13:49:10Z
dc.date.issued2012
dc.identifier.citationJacobs, J. et al. 2012. The regulatory treatment of liquidity risk in South Africa. South African journal of economic and management sciences, 15(3):294-308. [http://www.sajems.org/index.php/sajems]en_US
dc.identifier.issn1015-8812
dc.identifier.issn2222-3436 (Online)
dc.identifier.urihttp://hdl.handle.net/10394/17243
dc.description.abstractThe Basel accord describes the regulatory capital requirements for credit, market and operational risk. The accord aims to provide guidelines to level the playing field for all internationally active banks and to protect consumers against these risks. Despite the growing significance to bank solvency of liquidity risk, it is omitted from the new accord2. Banks are not required to measure and manage this risk yet they are often considerably exposed to the threat of severely diminished liquidity. This omission from the accord could have dire consequences for banks and the economy in which they operate: liquidity crises can occur without warning and spread quickly to other parts of the financial system. This article critically explores current practices in South Africa and proposes guidelines for effective liquidity risk regulationen_US
dc.description.urihttp://www.sajems.org/index.php/sajems/article/view/209
dc.language.isoenen_US
dc.publisherUniversity of Pretoria. Faculty of Economic and Management Sciencesen_US
dc.subjectLiquidity risken_US
dc.subjectBasel IIen_US
dc.subjectregulatory capitalen_US
dc.subjectSouth Africaen_US
dc.titleThe regulatory treatment of liquidity risk in South Africaen_US
dc.typeArticleen_US
dc.contributor.researchID10061231 - Styger, Paul
dc.contributor.researchID12001333 - Van Vuuren, Gary Wayne


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