Micro-Prudential Regulation and Banks' Systemic Risk

40 Pages Posted: 6 Nov 2019

See all articles by Jakob de Haan

Jakob de Haan

University of Groningen - Faculty of Economics and Business; De Nederlandsche Bank; CESifo (Center for Economic Studies and Ifo Institute)

Zhenghao Jin

De Nederlandsche Bank

Zhou Chen

Auburn University - Department of Entomology and Plant Pathology

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

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

Jakob de Haan (Contact Author)

University of Groningen - Faculty of Economics and Business ( email )

PO Box 800
Groningen, 9700 AV
Netherlands
+31 0 50 3633706 (Fax)

De Nederlandsche Bank ( email )

P.O. Box 98
Amsterdam, 1000 AB
Netherlands

CESifo (Center for Economic Studies and Ifo Institute)

Poschinger Str. 5
Munich, DE-81679
Germany

HOME PAGE: http://www.CESifo.de

Zhenghao Jin

De Nederlandsche Bank ( email )

Netherlands

Zhou Chen

Auburn University - Department of Entomology and Plant Pathology

Auburn, AL 36849
United States

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