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 largest retail bank.
At the same time, the South African National Treasury will release a broader economic impact study of Basel II, in which the overall economy will be assessed in light of the new Accord.
"All banks have already submitted their QIS4 analyses; we are only waiting for feedback from the central bank, especially for feedback on the capital impact of loan losses and information on the capital parameters such as probability of default and loss-given default," says Blaauw.
The South African National
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