Micro-Prudential Regulation and Banks' Systemic Risk
40 Pages Posted: 6 Nov 2019
Date Written: October 14, 2019
Abstract
This paper investigates how countries' micro-prudential regulatory regimes are related to banks' systemic risk. We use a bank-level systemic risk indicator that can be decomposed into a bank's individual risk and its systemic linkage. To proxy the strictness of a country's regulatory regime, we employ World Bank survey data.
Keywords: systemic risk, regulatory regime, micro-prudential regulation
JEL Classification: G21, G28
Suggested Citation: Suggested Citation
de Haan, Jakob and Jin, Zhenghao and Chen, Zhou, Micro-Prudential Regulation and Banks' Systemic Risk (October 14, 2019). De Nederlandsche Bank Working Paper No. 656, 2019, Available at SSRN: https://ssrn.com/abstract=3479135 or http://dx.doi.org/10.2139/ssrn.3479135
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