Investigation of the effects of financial regulation and supervision on bank stability: The application of CAMELS-DEA to quantile regressions
A Shaddady, T Moore - … of International Financial Markets, Institutions and …, 2019 - Elsevier
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 …
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 …
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