Impact of Basel Accords in mitigating banking fragility in Africa

Simple item page
dc.contributor.authorKahari, Lynda Rosie
dc.date.accessioned2018-01-10T09:29:09Z
dc.date.available2018-01-10T09:29:09Z
dc.date.issued2016
dc.descriptionThesis submitted in fulfilment of the requirements for the degree of Master of Management in Finance and Investmenten_ZA
dc.description.abstractMitigating bank fragility provokes interest from governments, regulators, economists, and academia because have a “special role” in the development of an economy, hence the search for effective risk management tools. Basel framework provides risk management tools that use capital requirements, supervision and market discipline. However, this study examines the impact of regulatory capital requirements and macroeconomic variables on net interest margin (efficiency), equity to total assets (solvency), liquidity and growth to total assets for Botswana, Kenya, Mauritius, Namibia, Tanzania and Uganda in the periods 1999 to 2014. Given that the Basel Accords were initially designed for OECD countries; the argument is that they are not suited for African countries because they restrict the development agenda set by governments. However, the trend and regression analysis indicate that regulatory capital ratio has a significant impact on the equity to total assets ratio, liquidity and net interest margin demonstrating their effectiveness in minimising bank fragility. Conversely the results show that regulatory capital ratio does not have an effect on the growth to total assets, indicating that banks should be able to lend out to households and private sector to stimulate economic development. Additionally, the results show that an increase in GDP growth, a declining inflation rate, a falling real interest rate and an appreciating exchange rates have a significant influence on the financial soundness indicatorsen_ZA
dc.description.librarianGR2018en_ZA
dc.format.extentOnline resource (ix, 79 leaves)
dc.identifier.citationKahari, Lynda Rosie (2016) Impact of Basel Accords in mitigating banking fragility in Africa, University of the Witwatersrand, Johannesburg, <http://hdl.handle.net/10539/23702>
dc.identifier.urihttp://hdl.handle.net/10539/23702
dc.language.isoenen_ZA
dc.subject.lcshBanks and banking--Africa
dc.subject.lcshBank failures--Africa
dc.subject.lcshRisk management--Africa
dc.titleImpact of Basel Accords in mitigating banking fragility in Africaen_ZA
dc.typeThesisen_ZA
Files
Original bundle
Now showing 1 - 1 of 1
No Thumbnail Available
Name:
Dissertation Final submission 2 Aug v.3.pdf
Size:
1.17 MB
Format:
Adobe Portable Document Format
Description:
Download
License bundle
Now showing 1 - 1 of 1
No Thumbnail Available
Name:
license.txt
Size:
1.71 KB
Format:
Item-specific license agreed upon to submission
Description:
Download
Collections
ETD Collection