Basel Core Principles and Bank Risk
Download or Read eBook Basel Core Principles and Bank Risk PDF written by Ms.Enrica Detragiache and published by International Monetary Fund. This book was released on 2010-03-01 with total page 29 pages. Available in PDF, EPUB and Kindle.
Author | : Ms.Enrica Detragiache |
Publisher | : International Monetary Fund |
Total Pages | : 29 |
Release | : 2010-03-01 |
ISBN-10 | : 9781451982671 |
ISBN-13 | : 1451982674 |
Rating | : 4/5 (71 Downloads) |
Book Synopsis Basel Core Principles and Bank Risk by : Ms.Enrica Detragiache
Book excerpt: 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.