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

dc.contributor.author Anginer, Deniz
dc.contributor.author Demirguc-Kunt, Asli
dc.contributor.author Mare, Davide S.
dc.date.accessioned 2020-02-06T16:50:20Z
dc.date.available 2020-02-06T16:50:20Z
dc.date.issued 2020-01
dc.description.abstract This 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.identifier http://documents.worldbank.org/curated/en/796191580416462588/Bank-Capital-and-Risk-in-Europe-and-Central-Asia-Ten-Years-After-the-Crisis
dc.identifier.uri http://hdl.handle.net/10986/33294
dc.language English
dc.publisher World Bank, Washington, DC
dc.relation.ispartofseries Policy Research Working Paper;No. 9138
dc.rights CC BY 3.0 IGO
dc.rights.holder World Bank
dc.rights.uri http://creativecommons.org/licenses/by/3.0/igo
dc.subject BANKING REGULATION
dc.subject BANKING SUPERVISION
dc.subject BASEL COMMITTEE ON BANKING SUPERVISION
dc.subject BASEL CAPITAL REQUIREMENTS
dc.subject FINANCIAL STABILITY
dc.subject FINANCIAL REGULATION
dc.subject FINANCIAL RISK
dc.subject RISK MANAGEMENT
dc.subject GLOBAL FINANCIAL CRISIS
dc.subject LIQUIDITY REQUIREMENTS
dc.title Bank Capital and Risk in Europe and Central Asia Ten Years After the Crisis en
dc.type Working Paper en
dc.type Document de travail fr
dc.type Documento de trabajo es
dspace.entity.type Publication
okr.crossref.title Bank Capital and Risk in Europe and Central Asia Ten Years after the Crisis
okr.date.disclosure 2020-01-30
okr.doctype Publications & Research
okr.doctype Publications & Research :: Policy Research Working Paper
okr.docurl http://documents.worldbank.org/curated/en/796191580416462588/Bank-Capital-and-Risk-in-Europe-and-Central-Asia-Ten-Years-After-the-Crisis
okr.identifier.doi 10.1596/1813-9450-9138
okr.identifier.externaldocumentum 090224b087573064_1_0
okr.identifier.internaldocumentum 31743946
okr.identifier.report WPS9138
okr.imported true en
okr.language.supported en
okr.pdfurl http://documents.worldbank.org/curated/en/796191580416462588/pdf/Bank-Capital-and-Risk-in-Europe-and-Central-Asia-Ten-Years-After-the-Crisis.pdf en
okr.region.administrative Europe and Central Asia
okr.statistics.combined 1084
okr.statistics.dr 796191580416462588
okr.statistics.drstats 798
okr.topic Finance and Financial Sector Development :: Banks & Banking Reform
okr.topic Finance and Financial Sector Development :: Financial Crisis Management & Restructuring
okr.topic Finance and Financial Sector Development :: Financial Regulation & Supervision
okr.topic Finance and Financial Sector Development :: Financial Structures
okr.unit Development Research Group, Development Economics; and the Office of the Chief Economist, Europe and Central Asia Region
relation.isAuthorOfPublication 234a20c0-893c-561a-8c90-6f5be5be5b9b
relation.isSeriesOfPublication 26e071dc-b0bf-409c-b982-df2970295c87
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