Browsing Research Output by Subject "systemic risk"
Now showing items 1-2 of 2
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The effect of stressed economic conditions on systemic risk within the South African banking sector
(Wiley-Blackwell, 2011)The credit crisis resulted in increases in credit, market and operational risk, but it may also have precipitated a surge in systemic risk. Measuring systemic risk as the price of insurance against distressed losses in the ... -
Evaluating illiquidity and systemic contagion in South African banks
(University of Johannesburg, 2014)A stress-testing model to evaluate liquidity and systemic risk in banks of developed and emerging economies has been assembled and tested. The Liquidity Stress Tester model (LST) was applied to Dutch and UK markets during ...