Basel Core Principles and Bank Risk : Does Compliance Matter? /

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 associa...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Demirguc-Kunt, Asli
مؤلفون آخرون: Detragiache, Enrica
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2010.
سلاسل:IMF Working Papers; Working Paper ; No. 2010/081
الوصول للمادة أونلاين:Full text available on IMF
الوصف
الملخص: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.
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وصف مادي:1 online resource (27 pages)
التنسيق:Mode of access: Internet
تدمد:1018-5941
وصول:Electronic access restricted to authorized BRAC University faculty, staff and students