Investigating potential for systemic risk in South African banking networks

The set includes data files and Matlab code used in the production of outputs for banking network analysis. The code includes references to the source data files, whose names match the corresponding names in the code. The methodology is described in the PhD thesis, 'Systemic risk in banking and insurance with practical application to South African financial institutions' in Chapters 2-4.

The three primary files, GivenSystemArticle_OverTimePhD_sorted_data.m, GivenSystemArticle_Repeats_on_variablesTP2.m and SystematicRiskCalcsPhD2001data_other_quantiles.m call the other Matlab files as sub-routines. All data used in the analysis is publicly available, primarily from the BA900 returns of the South African Reserve Bank (https://www.resbank.co.za/en/home/what-we-do/statistics/releases/banking-sector-information/banks-ba900-economic-returns). CET1 data is derived from the quarterly and annual reports of individual banks.