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Business CATALOGUE 2025|2026 33Bank Management in South Africa A Risk-Based Perspective J COETZEEThis textbook is the first of its kind for the South African banking industry. The book provides a thorough exposition of the main issues bank management deals with on a day-to-day basis and does so with an underlying risk management theme. This includes traditional topics related to the evaluation of bank financial statements and asset-liability management. Special topics have an explicit focus on South African banks: a Structure-ConductPerformance analysis, current and future regulatory and legislative frameworks, how the industry evolved through the years and an overview of the Basel capital requirements applicable to South African banks.CONTENTS%u2022 Financial intermediation theory %u2022 The competitive and operating environment of the South African banking industry %u2022 Financial regulation in the South African banking industry %u2022 The delivery of financial services by South African banks %u2022 The development and internationalisation of South African banking %u2022 Integrated reporting for banks %u2022 Financial reporting for banks %u2022 Measuring the performance of a bank %u2022 Risk and banking %u2022 The identification and measurement of risk in banking %u2022 The management of interest rate risk: asset-liability management %u2022 Managing risks in banking %u2022 Managing the assets of a bank %u2022 Managing the capital of a bank %u2022 Banks and capital adequacyWhy is the South African banking industry regarded as one of the best in the world? How is it structured? How did it avoid collapse during the global financial crisis of 2007-2009? Bank management in South Africa: A risk-based perspective is the first textbook for the South African market to answer these questions. It provides a comprehensive overview of the way banks and their financial risks are managed. The book is divided into five parts: %u2022 Part One introduces the business of banking by discussing the evolution of financial intermediation theory; %u2022 Part Two deals with the structure, history, performance and regulatory environment of the South African banking industry; %u2022 Part Three considers how banks report and measure their performance;%u2022 Part Four focuses on how banks identify, quantify and manage financial risks; %u2022 Part Five deals with the management of the asset book, liability book and, importantly, the capital adequacy requirements set by the Basel Committee on Banking Supervision. Key features of the book include:%u2022 Practical examples with South Africa as a focus to complement the theoretical discussions;%u2022 An extensive structure/conduct/performance analysis of the South African banking industry;%u2022 The principles of Enterprise-Wide Risk Management applicable to banks;%u2022 The Three Lines of Defence Model used by banks to apply risk governance;%u2022 A study of the asset-liability management function used to manage interest rate risk;%u2022 Examples to calculate value-at-risk, using the RiskMetrics, historic and Monte Carlo approaches;%u2022 An explanation of risk management using derivatives instruments, such as futures, options and interest rate swaps;%u2022 A South African application of the Basel capital accords.This book is an essential resource for senior undergraduate and Honours students of Financial Economics, as well as South African bankers and practitioners interested in how to manage financial risks. Additional support material such as PowerPoint slides and multiple choice questions are available for every chapter.About the EditorDr Johan Coetzee is a senior lecturer in Banking and deputy chairperson in the Department of Economics at the University of the Free State, where he teaches under- and postgraduate courses in Financial Risk Management. He has been a visiting senior lecturer in Bank Management at the Salzburg University of Applied Sciences in Austria since 2008 and was an external consultant in risk management at the South African Reserve Bank Academy in 2013 and 2014. He has several articles in national and international journals.28 mmwww.jutaacademic.co.zaBANK MANAGEMENT IN SOUTH AFRICAA risk-based perspectiveRelationship banking paradox jurisdictionInterconnectedness Capital adequacy Basel III sovereign riskrisk appetiteclient-centricmacrohedge performance measurementSouth African financial marketsSystemic risk Unbanked assets economic value of equity financial reporting CET1 capital ratioCost-to-income ratiocredit ratingsoff-balance-sheet riskeconomic Financial Intelligence Centre Act (38 of 2001)Stress testing Monte Carlo simulationDeposit insuranceFinancial Advisory and Intermediary Services Act (37 of 2002)Duration gap management regulatoryintermediation Market riskcontagionsignalling effectreserve requirementeconomic valueinterest rate sensitivityprudential regulation Enterprise-wide Risk ManagementAsset-liability management ICAAPfinancial globalisationNational Credit Act (34 of 2005) Interest rate riskValue-at-RiskCountercyclical bufferrelationship-basednon-deposit liabilitiesdiscretion Integrated reportingBanks Act (94 of 1990)risk toleranceTwin Peaks model discretion Financial Services Boardthree-lines-of defence modelGlobal Financial Crisisorganisational philosophyinterestBank Supervision DepartmentOperational riskTransactional banking Too big to failliabilitiesliquidity ratioSystematically Important Financial InstitutionsBANK MANAGEMENT IN SOUTH AFRICAA risk-based perspectiveJOHAN COETZEE (ED)Capital AccordsJOHAN COETZEE (ED)978 0 70219 786 4 ZAR R952.00978 1 48511 757 5 ZAR R857.001st EDITION 2016 Ed464 PAGESe-BOOKSUITABLE FOR%u2022 Senior undergraduate and postgraduate students in Banking %u2022 South African bankers and bank analystsSUPPORT MATERIALeconomics