Supervisory Risk Assessment in a Basel Environment:The Stress Testing of Banks in Botswana

The study uses stress testing to determine the need, if any, for additional capital and/or provisioning for commercial banks in Botswana. The aim is to probe the use of supervisory stress testing as a mitigating factor to some concerns that have been raised with the Basel capital adequacy ratio (CAR...

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Bibliographic Details
Main Author: Mathame, Thobo
Other Authors: de Jager, Phillip
Format: Dissertation
Language:English
Published: University of Cape Town 2019
Subjects:
Online Access:http://hdl.handle.net/11427/29823