top of page
  • Photo du rédacteurHélène Dufour

The Impact of Financial Regulation on Bank Risk and Performance: The Basel III Spillover Experiment

The study exploits Basel III's sequential adoption and ultimate parent rule, creating two bank groups under different regulations in the same country: early-adopting subsidiaries (treated banks) and domestic banks (untreated). Using a difference-in-difference approach, it empirically identifies Basel III effects by comparing risk and performance changes before and after the 2015 implementation in non-adopting countries.

1 vue0 commentaire

Posts récents

Voir tout


bottom of page