Hostname: page-component-78c5997874-8bhkd Total loading time: 0 Render date: 2024-11-09T23:06:13.984Z Has data issue: false hasContentIssue false
  • English
  • Français

Ratios de fonds propres et comportement des Banques

Published online by Cambridge University Press:  17 August 2016

Patrick Artus
Patrick Artus*
Affiliation:
Caisse des Dépôts et Consignations, Paris
Get access

Résumé

On analyse l'effet sur les risques pris par les banques et la structure de leur actif de l'imposition d'un rapport minimal entre leurs fonds propres et les actifs qu'elles détiennent. Ces effets dépendent en particulier de la représentation du comportement des banques: comme une firme subissant un risque de faillite ou comme un agent économique réalisant un choix optimal de portefeuille. Ils résultent aussi de la nature de la règle de capitalisation, différenciée ou non, et du mode de rémunération des dépôts bancaires.

Summary

Summary

The effect of the existence of a minimum capital requirement for banks on the riskiness on their assets and on their portfolio structure is analyzed. Those effects depend in particular on the way bank's behavior is represented : as a firm facing a bankruptcy risk or as an economic agent making an optimal portfolio choice. They also result from the design of the minimum capital rule (is it differenciated according to the degree of risk of the various assets or not ?) and on the way the interest rate on bank deposits is fixed.

Keywords

311312314311312314
Type
Research Article
Information
Recherches Économiques de Louvain/ Louvain Economic Review , Volume 57 , Issue 2 , 1991 , pp. 189 - 204
Copyright
Copyright © Université catholique de Louvain, Institut de recherches économiques et sociales 1991 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

BIBLIOGRAPHIE

Baltensperger, E. (1980) Alternative Approaches to the Theory of the Banking Firm, Journal of Monetary Economics, janvier, pp. 1–37.Google Scholar
Blair, R. et Heeggestad, A. (1978), Bank Portfolio Regulation and the Probability of Bank Failure, Journal of Money, Credit and Banking, février, pp. 88–93.Google Scholar
Busen, S., Chen, A. et Kane, E. (1981), Federal Deposit Insurance, Regulatory Policy and Optimal Bank Capital, Journal of Finance, mars, pp. 51–60.Google Scholar
Dermine, J. (1986), Deposit Ratio, Credit Rates and Bank Capital : the Klein-Monti Model Revisited, Journal of Banking and France, mars, pp. 99–114.Google Scholar
Flannery, M. (1982), Retail Bank Deposit as Quasi-fixed Factors of Production, American Economic Review, juin, pp. 527–536.Google Scholar
Ho, T. et Saunders, A. (1981), The Determinants of Bank Interest Margins : Theory and Empirical Evidence, Journal of Financial and Quantitative Analysis, novembre, pp. 1219–1233.Google Scholar
Kim, D. et Santomero, A. (1988), Risk in Banking and Portfolio Risk, Journal of Finance, décembre, pp. 1235–1244.Google Scholar
Koehn, M. et Santomero, A. (1980), Regulation of Bank Capital and Portfolio Risk, Journal of Finance, décembre, pp. 1219–1233.Google Scholar
Lam, C. et Chem, A. (1985), Joint Effects of Interest Rate Deregulation and Capital Requirement on Optimal Bank Portfolio Adjustment, Journal of Finance, juin, pp 563–575.Google Scholar
Mingo, J. et Wolkowitz, B. (1977), The Effects of Regulation on Bank Balance Sheet Decisions, Journal of Finance, décembre, pp 1605–1616.Google Scholar
Santomero, A. (1984), Modeling the Banking Firm : a Survey, Journal of Money, Credit and Banking, novembre, pp 576–602.Google Scholar
Santomero, A. et Watson, R. (1977), Determining an Optimal Capital Standard for the Banking Industry, Journal of Finance, septembre, pp 1267–1282.Google Scholar
Talmor, E. (1980), A Normative Approach to Bank Capital Adequacy, Journal of Financial and Quantitative Analysis, novembre, pp. 785–811.Google Scholar