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...

Täydet tiedot

Bibliografiset tiedot
Päätekijä: Demirguc-Kunt, Asli
Muut tekijät: Detragiache, Enrica
Aineistotyyppi: Aikakauslehti
Kieli:English
Julkaistu: Washington, D.C. : International Monetary Fund, 2010.
Sarja:IMF Working Papers; Working Paper ; No. 2010/081
Linkit:Full text available on IMF
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500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
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520 3 |a 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. 
538 |a Mode of access: Internet 
700 1 |a Detragiache, Enrica. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2010/081 
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