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Banking regulation - A study of its effectiveness in reducing risk in European banks

Andersen, Hermann Maarud; Kepinski, Adam
Master thesis
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http://hdl.handle.net/11250/2622443
Date
2019
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  • Master of Science [1116]
Abstract
We gathered a dataset of 24 European banks from 10 different countries in order to test the

effectiveness of European banking regulation through a fixed effects panel regression. Our

results suggest that increased capital requirements, tier 1 capital ratio, and more supervisory

power lead to higher bank risk. We also found that increased activity restrictions lead to lower

risk, however, the coefficient estimate is not statistically significant. For the bank-specific and

macro controls we find that return on assets and unemployment rate are the best predictors of

bank risk. A higher return on assets will lead to lower risk while a higher unemployment rate

leads to higher risk. We conclude that regulatory measures employed during this period were

not effective in reducing risk.

This
Description
Masteroppgave(MSc) in Master of Science in Finance - Handelshøyskolen BI, 2019
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Handelshøyskolen BI

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