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Sarb calls for higher capital holdings

Jun 04 2012 12:01 Reuters

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Pretoria - The Reserve Bank wants the country’s lenders to hold more capital than the minimum required by international standards as part of a global drive to bolster confidence in the industry and prevent a repeat of the 2007-9 financial crisis.

South Africa’s Reserve Bank said on Monday it wanted lenders to hold at least 6.5% of common equity Tier 1 capital and 10% of total capital by 2015. Those figures are both 200 basis points above the minimum requirements set by a global agreement meant to force banks to hold more capital.

Analysts say banks in Africa’s leading economy are already well capitalised and are unlikely to require systemic support, but will struggle to meet liquidity ratios.  

Registrar of banks Rene Van Wyk said he would be discussing with the international Basel committee later this month whether high-grade corporate bonds by companies with higher ratings than the sovereign rating can qualify as liquid assets.

They currently do not qualify according to the Reserve Bank’s interpretation of the so-called Basel III rules, he said.

“We will discuss it with the Basel committee. I think our interpretation is wrong,” Van Wyk said.    

Corporate debt issued by foreign companies and covered bonds - low yielding securities issued by banks and backed by a pool of loans - will not be included in the liquidity coverage ratio, he reiterated.

The Reserve Bank has approved a facility to help lenders to meet tougher liquidity requirements under the new regulations after a series of quantitative impact studies of seven lenders revealed shortfalls by some.

Under stress conditions, the lenders would have a gap of R240bn to cover liquidity requirements over 30 days, the regulator said.

The new global rules that are still under discussion are the cornerstone of efforts by international regulators to make sure the global banking system is more resilient.  

The rules, which are to be phased in between 2013 and 2019, will require banks to maintain top-quality capital equivalent to 7% of their risk-bearing assets.

South Africa will require its banks to hold 8% of Tier 1 capital by 2015.

The Tier 1 ratio already stood at 12.2% last year from 11.8% the previous year, the Reserve Bank said in its annual banking supervision report.

South Africa is dominated by four large lenders: Standard Bank Group [JSE:SBK], FirstRand [JSE:FSR], Absa Group [JSE:ASA] and Nedbank Group [JSE:NED].

Total liquid assets rose to R283bn at the end of 2011 from R234bn the previous year, the report said.

Impaired advances, or bad loans, averaged 4.7% of banks’ total loans in 2011, an improvement from 5.8% previously. Assets increased 9% to R3.4bn.

 
sarb  |  banks
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