文章基本信息

标题：The prudential regulation impact on bank risk: Case of Tunisian banks
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作者：Bassem Salhi ; Younes Boujelbene
期刊名称：International Journal on Research and Development : A Management Review
印刷版ISSN：2319-5479
出版年度：2014
卷号：3
期号：4
页码：42-51
出版社：Institute for Research and Development India
摘要：The prudential regulation is to ensure the stability of the bank system. This article aims to study the impact of prudential regulation as measured by the ratio of capital and the liquidity ratio, regarding the risk-taking of Tunisian banks, which is measured by the Z-score. The analysis was conducted on a sample of 18 Tunisian banks for an analysis period of 7 years from 2006 to 2012. The first empirical validation shows that the ratio of capital has a negative effect on bank risk. Definitely, a high level of capital in banks may limit crises and ensure bank stability. Second, the liquidity ratio has a negative effect on bank risk. Therefore, we can say that the bank regulation seeks to limit these risks by requiring a minimum level of liquidity and institutions own deposit and defining complex risk weights for credit
关键词：capital ratio; credit risk; liquidity ratio; prudential regulation; Tunisian Banks