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Banking risk and regulation: Does one size fit all?

Jeroen Klomp and Jakob de Haan

Journal of Banking & Finance, 2012, vol. 36, issue 12, 3197-3212

Abstract: 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.

Keywords: Financial soundness; Bank regulation and supervision; Banking risk; Quantile regression (search for similar items in EconPapers)
JEL-codes: E44 G2 (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jbfina:v:36:y:2012:i:12:p:3197-3212

DOI: 10.1016/j.jbankfin.2011.10.006

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