Basel Core Principles and Bank Soundness : Does Compliance Matter?

• Tác giả: Enrica Detragiache
• Ngôn ngữ: eng
• Ký hiệu phân loại: 332.15 International banks
• Thông tin xuất bản: 2012
• Bộ sưu tập: Tài liệu truy cập mở
• ID: 306872
• Chủ đề: 1. ACCOUNTING; 2. ASSETS RATIOS; 3. AUTONOMY; 4. BALANCE SHEETS; 5. BANK ASSETS

Tóm tắt

This paper studies whether compliance with the Basel Core Principles for effective banking supervision is associated with bank soundness. Using data for more than 3,000 banks in 86 countries, the authors find that neither the overall index of compliance with the Basel Core Principles nor the individual components of the index are robustly associated with bank risk measured by Z-scores. The results of the analysis cast doubt on the usefulness of the Basel Core Principles in ensuring bank soundness.