- Title
- An empirical analysis of the interplay among bank competition, bank stability and regulation: a case study of banks in Zimbabwe
- Creator
- Nyamuronda, Gracious Varayidzo
- ThesisAdvisor
- Marire, Juniours
- Subject
- Capital adequacy ratio
- Subject
- Autoregression (Statistics)
- Subject
- Panel analysis
- Subject
- Competition Zimbabwe
- Subject
- Banks and banking Zimbabwe
- Subject
- Bank regulation
- Subject
- Economic stabilization Zimbabwe
- Date
- 2023-03-31
- Type
- Academic theses
- Type
- Master's theses
- Type
- text
- Identifier
- http://hdl.handle.net/10962/419473
- Identifier
- vital:71647
- Description
- This study empirically examined the interconnection among bank competition, regulation and stability of eighteen Zimbabwean banks during the period 2011-2017. Zscore, Capital Adequacy Ratio (CAD), and Loans market share and Deposits market share which are proxies for stability, regulation and competition respectively were examined firstly using the Panel Vector Autoregressive (PVAR) model. Model 1 used loans market share as a proxy for competition and model 2 used deposits market share instead. The stability test using Eigenvalue Stability Condition showed that the PVAR model is unstable. Secondly, the above variables and five bank specific variables (i.e., credit risk, management efficiency, liquidity, return on assets and bank size) were estimated using the Feasible Generalised Least Squares (FGLS) model. The study documents that competition positively contributed to stability and regulation negatively influenced the stability of the Zimbabwean banks. Meanwhile, bank size and credit risk have a negative relationship with stability; management efficiency and liquidity have a positive relationship. Return On Assets has a negative and positive relationship with stability in model 1 and model 2, respectively. The findings implied that to enhance stability, banks must experience a competitive environment, reasonably low minimum capital requirements and cautiously designed regulatory frameworks.
- Description
- Thesis (MCom) -- Faculty of Commerce, Economics and Economic History, 2023
- Format
- computer, online resource, application/pdf, 1 online resource (95 pages), pdf
- Publisher
- Rhodes University, Faculty of Commerce, Economics and Economic History
- Language
- English
- Rights
- Nyamuronda, Gracious Varayidzo
- Rights
- Use of this resource is governed by the terms and conditions of the Creative Commons "Attribution-NonCommercial-ShareAlike" License (http://creativecommons.org/licenses/by-nc-sa/2.0/)
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| Thumbnail | File | Description | Size | Format | |||
|---|---|---|---|---|---|---|---|
| View Details Download | SOURCE1 | NYAMURONDA-MCOM-TR23-41.pdf | 870 KB | Adobe Acrobat PDF | View Details Download |