South African Reserve Bank (Sarb)
FSB: third of climate stress tests not tackling physical risk
Six jurisdictions conducted exercises only for transition risk
Risk South Africa Rankings 2015: The results
Falling rand and concerns over US rates contribute to difficult year for banks
Risk South Africa Rankings 2014
Dealers say prospects in South Africa are bright, despite macro concerns
Holes expected in South Africa’s draft clearing rules
Proposed regime could arrive this month, but scope will remain unclear
Sarb deputy governor calls for changes to Basel ratio
South African central bank wants softer treatment for wholesale funds in NSFR
JSE's rand swap clearing hopes in the balance
Local dealers believe domestic clearing would bifurcate derivatives netting sets
Rand volatility jolts South Africa's quanto stock futures market
Currency controls in South Africa limit the ability of domestic investors to build stakes in big overseas companies. Listed quanto futures are one way round that, but the users remain exposed to currency risk – so some banks are now pushing an options…
South Africa considers onshore mandate for OTC clearing
On-message for onshore clearing?
Exchange-traded notes see huge demand in South Africa
Speeding into listed products
Profile: Standard Bank CRO on rogue trading, liquidity and lending
“We do not have a liquidity issue”
Regulators move to impose AMA capital floors
Floor flaws
Governors gloomy on outlook for pan-African currency
South African, Nigerian and Ghanaian central bank governors say path to regional and continent-wide single currency littered with obstacles; single currency will not correct underlying problems
Finger-pointing masks officials’ failures, says Sarb’s Marcus
South African Reserve Bank governor Gill Marcus says knee-jerk reforms ignore failure of policymakers to raise standards before crisis; sober, measured approach to reform only credible way forward
Topsy curvy
Interest Rates
A step up the ladder
Following Barclays' acquisition of Absa in July, the South African bank has decided to implement the advanced internal ratings-based approach to Basel II. Other banks have decided to follow suit. By Laurence Neville
SA banks complete QIS4
SOUTH AFRICA – The South African Reserve Bank is due to release feedback on the results of its fourth quantitative impact study (QIS4) this July, according to Andre Blaauw, general manager for enterprise risk management at Absa Bank, South Africa’s…
Preparation, quantification, implementation
While the South African Reserve Bank is in favour of Basel II, those tasked with preparing for the new capital accord are in no doubt that the risk quantification challenges presented by it are daunting.