An investigation into the effects of a liquidity draw down by ABCP conduits on South African banks

This study investigates whether liquidity draw down requests by South African conduits will have a material financial impact on the South African banks providing such facilities. Using data on the South African conduits and the banks providing liquidity support, the impact was calculated and found to have minimal effect on the banks, concluding that the latter will be able to service liquidity draw down requests in a possible market disruption event.

Grantor dc:publisher.institution

Department of Finance and Tax

Year dc:date.issued

2009

Author dc:creator

• Nell, Erica

Advisor dc:contributor.advisor

• Holman, Glen

Language dc:language.iso

eng

Handle dc:identifier.uri

http://hdl.handle.net/11427/10797

OAI identifier oai:identifier

oai:open.uct.ac.za:11427/10797