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Fiscal risks and their impact on banks’ capital buffers in South Africa

Author

Listed:
  • Bojosi Morule
  • Konstantin Makrelov
  • Neryvia Pillay Bell

Abstract

South Africa’s fiscal balances have deteriorated significantly over the last decade, while the economy has been recording disappointing economic growth rates even prior to the COVID-19 crisis. In this paper, we estimate a series of equations using the Arellano and Bond (1991) estimator to test how sovereign risk premia affect capital buffers, while controlling for […]

Suggested Citation

  • Bojosi Morule & Konstantin Makrelov & Neryvia Pillay Bell, 2021. "Fiscal risks and their impact on banks’ capital buffers in South Africa," Working Papers 862, Economic Research Southern Africa.
    • Handle: RePEc:rza:wpaper:862
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    File URL: https://econrsa.org/wp-content/uploads/2022/06/working_paper_862.pdf
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    Cited by:

    1. Shaun de Jager & Riaan Ehlers & Keabetswe Mojapelo & Pieter Pienaar, 2021. "Shortterm impacts and interaction of macroprudential policy tools," Working Papers 11020, South African Reserve Bank.

    More about this item

    Keywords

    Banking Regulation; COVID-19; Financial Markets; fiscal policy; Market Regulation; South Africa;
    All these keywords.

    JEL classification:

    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
    • E62 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Fiscal Policy; Modern Monetary Theory
    • G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
    • H32 - Public Economics - - Fiscal Policies and Behavior of Economic Agents - - - Firm
    • N10 - Economic History - - Macroeconomics and Monetary Economics; Industrial Structure; Growth; Fluctuations - - - General, International, or Comparative
    • Q54 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Climate; Natural Disasters and their Management; Global Warming
    • Z1 - Other Special Topics - - Cultural Economics

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