Supervisory Effectiveness and Bank Risk

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Bank Regulation, the Quality of Institutions, and Banking Risk in Emerging and Developing Countries: An Empirical Analysis (2014, methodology): “More recently, Demirgüç-Kunt and Detragiache (2011) have explored whether BCP compliance affects bank soundness (proxied by the Z-score, defined as the number of standard deviations by which bank returns have to fall to exhaust bank equity).”
The Risk Sensitivity of Capital Requirements: Evidence from an International Sample of Large Banks* (2013, methodology): “This is achieved by combining the moment conditions from the first-differenced and the levels equations.**** To choose the appropriate instruments, we follow an identification strategy similar to Delis and Staikouras (2011).”
Capital and liquidity ratios and financial distress. Evidence from the European banking industry (2017, background): “Delis and Staikouras (2011) find some evidence of a positive relationship between higher levels of bank capital and risk.”
Banking stability determinants in Africa (2018, unknown): “For instance, Delis and Staikouras (2011) and Bhattacharya et al (2002) show that strict banking supervision can limit banks’ risk taking and improve the timing of supervisory intervention during periods of instability.”