Please use this identifier to cite or link to this item:
Title: Investigation of the effects of financial regulation and supervision on bank stability: The application of CAMELS-DEA to quantile regressions
Authors: Moore, T
Shaddady, A
Keywords: Bank stability;Financial regulation;Bank supervision;CAMELS;Quantile approac
Issue Date: 2018
Publisher: Elsevier
Citation: Journal of International Financial Markets, Institutions and Money
Abstract: We rigorously investigate the multifaceted effects of financial regulation and supervision on bank stability using panel data for 2210 banks across 47 European countries over the period 2000–2016. The CAMELS rating system is applied to quantile regressions. We find that greater capital regulation is positively associated with bank stability, whilst tighter restrictions, deposit insurance and excess of supervision appear to exert an adverse effect on bank stability. These effects are more pronounced among banks at a higher level of stability. It also appears that commercial banks, smaller banks and banks in emerging countries are relatively sensitive to regulatory shocks.
ISSN: 1042-4431
Appears in Collections:Dept of Economics and Finance Embargoed Research Papers

Files in This Item:
File Description SizeFormat 
Fulltext.pdf1.05 MBAdobe PDFView/Open    Request a copy

Items in BURA are protected by copyright, with all rights reserved, unless otherwise indicated.