Template-Type: ReDIF-Paper 1.0
Author-Name: Serena Merrino
Author-Name: Ilias Chondrogiannis 
Title: Did Basel III reduce bank spillovers in South Africa
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.
Creation-Date: 2024-04-15
File-URL: https://www.resbank.co.za/content/dam/sarb/publications/working-papers/2024/did-basel-III-reduce-bank-spillovers-in-south-africa.pdf
File-Format: application/pdf
File-Function: Revision
Number: 11060
Handle: RePEc:rbz:wpaper:11060