Did Basel III reduce bank spillovers in South Africa

Serena Merrino and Ilias Chondrogiannis

No 11060, Working Papers from South African Reserve Bank

Abstract: We examine the effect of post-2010 banking regulation in South Africa on financial stability, macroeconomic variables and bank performance. We focus on risk spillovers and increased network and tail connectedness between banks, using a sample of nine listed South African banks in 20082023. The implementation of Basel III regulation, particularly capital adequacy ratios, has reduced connectedness-related risks but there is weak evidence of an effect of regulation on bank performance.

Date: 2024-04-15
New Economics Papers: this item is included in nep-ban, nep-cba, nep-fdg, nep-fmk, nep-inv, nep-mon and nep-rmg
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