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Basel Core Principles and Bank Risk: Does Compliance Matter?


Enrica Detragiache


International Monetary Fund (IMF) - Research Department

Asli Demirgüç-Kunt


World Bank - Financial and Private Sector Development
March 2010

IMF Working Paper No. 10/81

Abstract:     
This paper studies whether compliance with the Basel Core Principles for effective banking supervision (BCPs) is associated with bank soundness. Using data for over 3,000 banks in 86countries, we find that neither the overall index of BCP compliance nor its individual components are robustly associated with bank risk measured by Z-scores. We also fail to find a relationship between BCP compliance and systemic risk measured by a system-wide Zscore.

Number of Pages in PDF File: 28

Keywords: Bank reforms, Bank regulations, Bank soundness, Bank supervision, Banks, Basel Core Principles, Credit risk, Cross country analysis, Financial risk

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Date posted: April 26, 2010  

Suggested Citation

Detragiache, Enrica and Demirgüç-Kunt, Asli, Basel Core Principles and Bank Risk: Does Compliance Matter? (March 2010). IMF Working Papers, Vol. , pp. 1-27, 2010. Available at SSRN: http://ssrn.com/abstract=1594552

Contact Information

Enrica Detragiache (Contact Author)
International Monetary Fund (IMF) - Research Department ( email )
700 19th Street NW
Washington, DC 20431
United States
202-623-6376 (Phone)
202-623-6336 (Fax)
Asli Demirgüç-Kunt
World Bank - Financial and Private Sector Development ( email )
United States
202-473-7479 (Phone)
202-522-1155 (Fax)
HOME PAGE: http://econ.worldbank.org/staff/ademirguckunt/
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