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Basel Core Principles and Bank Risk: Does Compliance Matter?

  • Asli Demirgüç-Kunt
  • Enrica Detragiache

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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Paper provided by International Monetary Fund in its series IMF Working Papers with number 10/81.

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Length: 27
Date of creation: 01 Mar 2010
Date of revision:
Handle: RePEc:imf:imfwpa:10/81
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  1. Boyd, John H. & Runkle, David E., 1993. "Size and performance of banking firms : Testing the predictions of theory," Journal of Monetary Economics, Elsevier, vol. 31(1), pages 47-67, February.
  2. Martin Cihák & Alexander F. Tieman, 2008. "Quality of Financial Sector Regulation and Supervision Around the World," IMF Working Papers 08/190, International Monetary Fund.
  3. Enrica Detragiache & Thierry Tressel & Asli Demirgüç-Kunt, 2006. "Bankingon the Principles; Compliance with Basel Core Principles and Bank Soundness," IMF Working Papers 06/242, International Monetary Fund.
  4. David Marston, 2001. "Financial System Standards and Financial Stability; The Case of Basel Core Principles," IMF Working Papers 01/62, International Monetary Fund.
  5. Richard Podpiera, 2004. "Does Compliance with Basel Core Principles Bring Any Measurable Benefits?," IMF Working Papers 04/204, International Monetary Fund.
  6. Kashyap, Anil K. & Rajan, Raghuram G. & Stein, Jeremy C., 2008. "Rethinking capital regulation," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 431-471.
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