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Credit Procyclicality and Financial Regulation in South Africa

Author

Listed:
  • Eric Schaling
  • James Bernstein
  • Leroi Raputsoane

Abstract

This study assesses the behaviour of credit extension over the economic cycle to determine its usefulness as a reference guide for implementing the countercyclical capital buffers for financial institutions in South Africa. The study finds that the common reference guide for implementing the countercyclical capital buffers, which is based on the gap between the ratio […]

Suggested Citation

  • Eric Schaling & James Bernstein & Leroi Raputsoane, 2014. "Credit Procyclicality and Financial Regulation in South Africa," Working Papers 445, Economic Research Southern Africa.
    • Handle: RePEc:rza:wpaper:445
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    File URL: https://econrsa.org/wp-content/uploads/2022/06/working_paper_445.pdf
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    More about this item

    Keywords

    Banking Regulation; central bank; Financial Markets; Market Regulation; Monetary Policy;
    All these keywords.

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
    • E61 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Policy Objectives; Policy Designs and Consistency; Policy Coordination
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages

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