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South African Journal of Economic and Management Sciences

versión On-line ISSN 2222-3436
versión impresa ISSN 1015-8812


JACOBS, Johann; STYGER, Paul  y  VAN VUUREN, Gary. The regulatory treatment of liquidity risk in South Africa. S. Afr. j. econ. manag. sci. [online]. 2012, vol.15, n.3, pp.294-308. ISSN 2222-3436.

The Basel accord describes the regulatory capital requirements for credit, market and operational risk. The accord aims to provide guidelines to level the playing field for all internationally active banks and to protect consumers against these risks. Despite the growing significance to bank solvency of liquidity risk, it is omitted from the new accord2. Banks are not required to measure and manage this risk yet they are often considerably exposed to the threat of severely diminished liquidity. This omission from the accord could have dire consequences for banks and the economy in which they operate: liquidity crises can occur without warning and spread quickly to other parts of the financial system. This article critically explores current practices in South Africa and proposes guidelines for effective liquidity risk regulation.

Palabras clave : liquidity risk; Basel II; regulatory capital; South Africa.

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