European Parliament Library

Basel Core Principles and Bank Risk :, Does Compliance Matter?, Asli Demirgüç-Kunt, Enrica Detragiache

Abstract
This paper studies whether compliance with the Basel Core Principles for effective banking supervision (BCPs) is associated with bank soundness. Using data for over 3,000 banks in 86countries, we find that neither the overall index of BCP compliance nor its individual components are robustly associated with bank risk measured by Z-scores. We also fail to find a relationship between BCP compliance and systemic risk measured by a system-wide Zscore
Table Of Contents
Cover Page; Title Page; Copyright Page; Contents; I. Introduction; 1. Basel Core Principles-Definitions; II. Literature Review; III. Methodology and Data; IV. The Results; 2. BCP Compliance and Bank Z-Scores: Baseline Results; 3. BCP Compliance and Bank Z-Scores: Alternative Samples; 4. BCP Compliance-Individual Chapters; 5. BCP Compliance and System-Wide Risk; V. Conclusions; A1. Baseline Sample; A2. Summary Statistics-Baseline Sample (excluding Japan); A3. Cross Correlations: Country-level Variables; A4. Cross-Correlations-Bank-Level Variables
Language
eng
Literary Form
non fiction
Note
"March 2010."
Physical Description
1 online resource (37 p.)
Specific Material Designation
remote
Form Of Item
online
Isbn
9781282845817

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