کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5089505 1375595 2012 16 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Banking risk and regulation: Does one size fit all?
موضوعات مرتبط
علوم انسانی و اجتماعی اقتصاد، اقتصادسنجی و امور مالی اقتصاد و اقتصادسنجی
پیش نمایش صفحه اول مقاله
Banking risk and regulation: Does one size fit all?
چکیده انگلیسی

Using data for more than 200 banks from 21 OECD countries for the period 2002-2008, we examine the impact of bank regulation and supervision on banking risk using quantile regressions. In contrast to most previous research, we find that banking regulation and supervision has an effect on the risks of high-risk banks. However, most measures for bank regulation and supervision do not have a significant effect on low-risk banks. As banking risk and bank regulation and supervision are multi-faceted concepts, our measures for both concepts are constructed using factor analysis.

► Analysis is based on data for some 200 banks from 21 OECD countries for 2002-2008. ► Our analysis is based on quantile regressions. ► Our measures for both concepts are constructed using factor analysis. ► We find that banking regulation and supervision has an effect on the risks of high-risk banks. ► But bank regulation and supervision do not have a significant effect on low-risk banks.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Banking & Finance - Volume 36, Issue 12, December 2012, Pages 3197-3212
نویسندگان
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