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Bank Capital and Risk in Europe and Central Asia Ten Years After the Crisis

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dc.contributor.authorAnginer, Deniz
dc.contributor.authorDemirguc-Kunt, Asli
dc.contributor.authorMare, Davide S.
dc.date.accessioned2020-02-06T16:50:20Z
dc.date.available2020-02-06T16:50:20Z
dc.date.issued2020-01
dc.description.abstractThis paper examines changes in bank capital and capital regulations since the global financial crisis, in the Europe and Central Asia region. It shows that banks in Europe and Central Asia are better capitalized, as measured by regulatory capital ratios, than they were prior to the crisis. However, the increase in simple equity ratios for the same banks has been smaller over the past 10 years. The increases in regulatory capital ratios have coincided with a reduction in the stringency of the definition of Tier 1 capital and reduction in risk-weights. Further analyses show that bank risk in Europe and Central Asia is more sensitive to changes in simple leverage ratios than in regulatory capital ratios, consistent with the notion that equity ratios only include high-quality capital and do not rely on internal risk models to compute risk-weights. Although there has been some effort to increase capital and liquidity requirements for institutions deemed systemically important, the region has been lagging in addressing the resolution of these institutions.en
dc.identifierhttp://documents.worldbank.org/curated/en/796191580416462588/Bank-Capital-and-Risk-in-Europe-and-Central-Asia-Ten-Years-After-the-Crisis
dc.identifier.doi10.1596/1813-9450-9138
dc.identifier.urihttps://hdl.handle.net/10986/33294
dc.languageEnglish
dc.publisherWorld Bank, Washington, DC
dc.relation.ispartofseriesPolicy Research Working Paper;No. 9138
dc.rightsCC BY 3.0 IGO
dc.rights.holderWorld Bank
dc.rights.urihttp://creativecommons.org/licenses/by/3.0/igo
dc.subjectBANKING REGULATION
dc.subjectBANKING SUPERVISION
dc.subjectBASEL COMMITTEE ON BANKING SUPERVISION
dc.subjectBASEL CAPITAL REQUIREMENTS
dc.subjectFINANCIAL STABILITY
dc.subjectFINANCIAL REGULATION
dc.subjectFINANCIAL RISK
dc.subjectRISK MANAGEMENT
dc.subjectGLOBAL FINANCIAL CRISIS
dc.subjectLIQUIDITY REQUIREMENTS
dc.titleBank Capital and Risk in Europe and Central Asia Ten Years After the Crisisen
dc.typeWorking Paperen
dc.typeDocument de travailfr
dc.typeDocumento de trabajoes
dspace.entity.typePublication
okr.crossref.titleBank Capital and Risk in Europe and Central Asia Ten Years after the Crisis
okr.date.disclosure2020-01-30
okr.date.doiregistration2025-04-07T08:14:29.356222Z
okr.date.doiregistration2025-04-08T16:06:22.195368Z
okr.date.doiregistration2025-04-09T02:46:51.187502Z
okr.doctypePublications & Research
okr.doctypePublications & Research::Policy Research Working Paper
okr.docurlhttp://documents.worldbank.org/curated/en/796191580416462588/Bank-Capital-and-Risk-in-Europe-and-Central-Asia-Ten-Years-After-the-Crisis
okr.guid796191580416462588
okr.identifier.doi10.1596/1813-9450-9138
okr.identifier.doihttps://doi.org/10.1596/1813-9450-9138
okr.identifier.externaldocumentum090224b087573064_1_0
okr.identifier.internaldocumentum31743946
okr.identifier.reportWPS9138
okr.importedtrueen
okr.language.supporteden
okr.pdfurlhttp://documents.worldbank.org/curated/en/796191580416462588/pdf/Bank-Capital-and-Risk-in-Europe-and-Central-Asia-Ten-Years-After-the-Crisis.pdfen
okr.region.administrativeEurope and Central Asia
okr.statistics.combined1513
okr.statistics.dr796191580416462588
okr.statistics.drstats1139
okr.topicFinance and Financial Sector Development::Banks & Banking Reform
okr.topicFinance and Financial Sector Development::Financial Crisis Management & Restructuring
okr.topicFinance and Financial Sector Development::Financial Regulation & Supervision
okr.topicFinance and Financial Sector Development::Financial Structures
okr.unitDevelopment Research Group, Development Economics; and the Office of the Chief Economist, Europe and Central Asia Region
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relation.isAuthorOfPublicationca96ab93-217d-4359-a222-2481b357efdb
relation.isAuthorOfPublication.latestForDiscovery234a20c0-893c-561a-8c90-6f5be5be5b9b
relation.isSeriesOfPublication26e071dc-b0bf-409c-b982-df2970295c87
relation.isSeriesOfPublication.latestForDiscovery26e071dc-b0bf-409c-b982-df2970295c87
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