Now showing items 1-3 of 3

    • Applying lessons learnt from deficiencies in the Basel Accords to Solvency II 

      Jacobs, Johann; Van Vuuren, Gary (Sabinet, 2013)
      Solvency II is the new European Union (EU) legislation that will review the capital adequacy regime for the insurance industry. Considerable progress has been made in the banking sector with the implementation of the Basel ...
    • A case for economic capital as a pillar 1 regulatory tool 

      Jacobs, Johann; Van Vuuren, Gary (Wiley, 2014)
      Regulatory capital – as a tool for financial regulation – has come under scrutiny following the financial crisis of 2007-2010 in terms of its ability to achieve the major objectives of financial regulations, namely ...
    • The regulatory treatment of liquidity risk in South Africa 

      Jacobs, Johann; Styger, Paul; Van Vuuren, Gary (University of Pretoria. Faculty of Economic and Management Sciences, 2012)
      The 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 ...