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Banking risk and regulation: Does one size fit all?

Jeroen Klomp and Jakob de Haan ()
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Jeroen Klomp: CPB Netherlands Bureau for Economic Policy Analysis

CPB Discussion Paper from CPB Netherlands Bureau for Economic Policy Analysis

Abstract: Using data for more than 200 banks from 21 OECD countries for the period 2002 to 2008, we examine the impact of bank regulation and supervision on banking risk. Supervisory control, and regulations on capital and market entry have a significant impact on 'capital and asset risk', while supervisory control and regulations on activities restrictions, private monitoring, market entry, and liquidity, have a significant effect on 'liquidity and market risk'. However, quantile regressions suggest that the effect of regulation and supervision differs across banks: most indicators of bank regulation and supervision do not have a significant effect on low-risk banks, while they do affect high-risk banks.

JEL-codes: E44 G2 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ban, nep-mac, nep-reg and nep-rmg
Date: 2010-12
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Working Paper: Banking risk and regulation: Does one size fit all? (2011) Downloads
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Persistent link: https://EconPapers.repec.org/RePEc:cpb:discus:164

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