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    Table 1

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    KUESSI Richard
    This study examines how different bank regulations impact risk in the banking sector. It finds that capital regulation, activities restrictions, and greater supervisory power are associated with lower bank risk, as measured by a dependent risk variable. The analysis uses a system GMM estimation on panel data from 31 countries over 182 observations, controlling for bank-specific characteristics like size and financial structure. Lagged risk is a strong predictor of current risk.

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    Table 1

    Uploaded by

    KUESSI Richard
    5 views1 page
    This study examines how different bank regulations impact risk in the banking sector. It finds that capital regulation, activities restrictions, and greater supervisory power are associated with lower bank risk, as measured by a dependent risk variable. The analysis uses a system GMM estimation on panel data from 31 countries over 182 observations, controlling for bank-specific characteristics like size and financial structure. Lagged risk is a strong predictor of current risk.

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    This study examines how different bank regulations impact risk in the banking sector. It finds that capital regulation, activities restrictions, and greater supervisory power are associated with lower bank risk, as measured by a dependent risk variable. The analysis uses a system GMM estimation on panel data from 31 countries over 182 observations, controlling for bank-specific characteristics like size and financial structure. Lagged risk is a strong predictor of current risk.

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    5 views1 page

    Table 1

    Uploaded by

    KUESSI Richard
    This study examines how different bank regulations impact risk in the banking sector. It finds that capital regulation, activities restrictions, and greater supervisory power are associated with lower bank risk, as measured by a dependent risk variable. The analysis uses a system GMM estimation on panel data from 31 countries over 182 observations, controlling for bank-specific characteristics like size and financial structure. Lagged risk is a strong predictor of current risk.

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    of 1

    Dependent variable: Risk

    (1) (2) (3) (4)


    Risk_t-1 0.836*** 0.816*** 0.793*** 0.827***
    (0.0173) (0.0146) (0.0135) (0.0173)
    Global -0.112***
    (0.0228)
    Capital regulation -0.0208
    (0.0274)
    Activities resteiction -0.165**
    (0.0613)
    Supervisory power -0.157***
    (0.0256)
    Institution 0.0378 0.0612** 0.0761** -0.00390
    (0.0292) (0.0225) (0.0247) (0.0365)
    Inflation -0.0125** 0.00315 0.0200*** 0.0113**
    (0.00571) (0.00399) (0.00486) (0.00542)
    GDP per capita growth 0.00170 0.00319 0.00537* -0.00633**
    (0.00466) (0.00203) (0.00305) (0.00221)
    Concentration -0.241*** -0.175*** -0.178*** -0.0722
    (0.0461) (0.0358) (0.0431) (0.0667)
    Size 0.446*** 0.414*** 0.557*** 0.508***
    (0.0278) (0.0388) (0.0501) (0.0631)
    Deposits to Assets -0.642** 0.00611 -0.0922 -0.108
    (0.214) (0.196) (0.255) (0.138)
    Loan to Assets -1.062*** -1.189*** -0.499 0.239
    (0.128) (0.192) (0.404) (0.402)
    Personnel costs to assets 0.614*** 0.0384 1.343*** 0.656**
    (0.168) (0.242) (0.175) (0.293)

    Time fixed effects Yes Yes Yes Yes


    Estimation method System GMM System GMM System GMM System GMM
    Number of observations 182 182 182 182
    Number of individuals 31 31 31 31
    Arellano-Bond test for AR (1) 0.017 0.013 0.015 0.023
    Arellano-Bond test for AR (2) 0.132 0.137 0.173 0.119
    Sargan test 0.041 0.013 0.013 0.014

    Standard errors in parentheses


    *
    p < 0.10, ** p < 0.05, *** p < 0.001

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