How to Measure Banking Regulation and Supersion

Detalhes bibliográficos
Autor(a) principal: Pedro, Cristina
Data de Publicação: 2021
Outros Autores: Ramalho, Joaquim, Silva, Jacinto
Tipo de documento: Artigo de conferência
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10174/34223
Resumo: Using data from 141 countries, this paper identifies the variables that best characterize banking regulation and supervision practices around the world. A nonlinear principal components analysis with optimal variable transformation is used to deal with the mixed measurement levels of the variables and to reduce data dimensionality; and results robustness is tested for different subsamples. Deposit insurance, liquidity and diversification requirements, complementary banking activities and market discipline are found to be the most reliable indicators to measure regulation, while resolution activities, the mandate of the head of the supervisory agency and the report of prudential regulation infractions assume the same role for banking supervision. Capital requirements and ownership are of minor relevance and are sensitive to country’s development level. The most distinct regulation practices are displayed by China and Germany, while in terms of supervision China and the UK adopt the most extreme policies.
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spelling How to Measure Banking Regulation and SupersionBanking regulationbanking supervisionnonlinear principal components analysisUsing data from 141 countries, this paper identifies the variables that best characterize banking regulation and supervision practices around the world. A nonlinear principal components analysis with optimal variable transformation is used to deal with the mixed measurement levels of the variables and to reduce data dimensionality; and results robustness is tested for different subsamples. Deposit insurance, liquidity and diversification requirements, complementary banking activities and market discipline are found to be the most reliable indicators to measure regulation, while resolution activities, the mandate of the head of the supervisory agency and the report of prudential regulation infractions assume the same role for banking supervision. Capital requirements and ownership are of minor relevance and are sensitive to country’s development level. The most distinct regulation practices are displayed by China and Germany, while in terms of supervision China and the UK adopt the most extreme policies.14th Annual Meeting of the Portuguese Economic Journal2023-02-13T16:52:32Z2023-02-132021-07-03T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/conferenceObjecthttp://hdl.handle.net/10174/34223http://hdl.handle.net/10174/34223enghttps://www.dropbox.com/s/l9zongt1dh4v85t/Ap6_PEJ2021_CristinaPereiraPedro.pdf?dl=0simnaonaocristinaP@uevora.ptjjsro@iscte.ptjsilva@uevora.pt664Pedro, CristinaRamalho, JoaquimSilva, Jacintoinfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-01-03T19:34:31Zoai:dspace.uevora.pt:10174/34223Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T01:21:59.052720Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv How to Measure Banking Regulation and Supersion
title How to Measure Banking Regulation and Supersion
spellingShingle How to Measure Banking Regulation and Supersion
Pedro, Cristina
Banking regulation
banking supervision
nonlinear principal components analysis
title_short How to Measure Banking Regulation and Supersion
title_full How to Measure Banking Regulation and Supersion
title_fullStr How to Measure Banking Regulation and Supersion
title_full_unstemmed How to Measure Banking Regulation and Supersion
title_sort How to Measure Banking Regulation and Supersion
author Pedro, Cristina
author_facet Pedro, Cristina
Ramalho, Joaquim
Silva, Jacinto
author_role author
author2 Ramalho, Joaquim
Silva, Jacinto
author2_role author
author
dc.contributor.author.fl_str_mv Pedro, Cristina
Ramalho, Joaquim
Silva, Jacinto
dc.subject.por.fl_str_mv Banking regulation
banking supervision
nonlinear principal components analysis
topic Banking regulation
banking supervision
nonlinear principal components analysis
description Using data from 141 countries, this paper identifies the variables that best characterize banking regulation and supervision practices around the world. A nonlinear principal components analysis with optimal variable transformation is used to deal with the mixed measurement levels of the variables and to reduce data dimensionality; and results robustness is tested for different subsamples. Deposit insurance, liquidity and diversification requirements, complementary banking activities and market discipline are found to be the most reliable indicators to measure regulation, while resolution activities, the mandate of the head of the supervisory agency and the report of prudential regulation infractions assume the same role for banking supervision. Capital requirements and ownership are of minor relevance and are sensitive to country’s development level. The most distinct regulation practices are displayed by China and Germany, while in terms of supervision China and the UK adopt the most extreme policies.
publishDate 2021
dc.date.none.fl_str_mv 2021-07-03T00:00:00Z
2023-02-13T16:52:32Z
2023-02-13
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dc.identifier.uri.fl_str_mv http://hdl.handle.net/10174/34223
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cristinaP@uevora.pt
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dc.publisher.none.fl_str_mv 14th Annual Meeting of the Portuguese Economic Journal
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