Staff Publications

Staff Publications

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    'Staff publications' is the digital repository of Wageningen University & Research

    'Staff publications' contains references to publications authored by Wageningen University staff from 1976 onward.

    Publications authored by the staff of the Research Institutes are available from 1995 onwards.

    Full text documents are added when available. The database is updated daily and currently holds about 240,000 items, of which 72,000 in open access.

    We have a manual that explains all the features 

Record number 420226
Title Banking risk and regulation: Does one size fit all?
Author(s) Klomp, J.G.; Haan, J. de
Source Journal of Banking and Finance 36 (2012)12. - ISSN 0378-4266 - p. 3197 - 3212.
DOI http://dx.doi.org/10.1016/j.jbankfin.2011.10.006
Department(s) Environmental Economics and Natural Resources Group
Development Economics Group
Agricultural Economics and Rural Policy Group
WASS
Publication type Refereed Article in a scientific journal
Publication year 2012
Keyword(s) basel core principles - quantile regression - crises - soundness - inference - growth - models - system - number
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
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