Le ratio de levier comme renforcement des fonds propres : une analyse empirique des conséquences sur le risque et le crédit bancaires

• Autorzy: Carole Haritchabalet , Laetitia Lepetit , Kevin Spinassou

Warianty tytułu

Leverage Ratio Restrictions : an Empirical Evaluation of their Pros and Cons

• Języki publikacji: FR

Abstrakty

Suite aux réformes de Bâle III sur la réglementation bancaire, nous analysons empiriquement l ' impact d ' un ratio de levier couplé à un ratio de capital pondéré du risque sur l ' offre de crédit et la prise de risque des banques. Avec une base de données sur 66 pays couvrant la période 2000-2014, nous trouvons que les banques octroient moins de crédit et optent pour davantage de risque dans les pays où un ratio de levier est appliqué, indépendamment du degré d ' implication des superviseurs nationaux. De plus, un meilleur contrôle des fonds propres ne compense pas ces effets négatifs du ratio de levier.(abstrakt oryginalny)

EN

Given recent regulatory changes under Basel III, we empirically examine the impact of leverage ratio and risk-based capital requirements on bank risk taking and lending, allowing for different degrees of supervisory strength. Using data for 66 countries covering the period 2000-2014, we find that banks in countries with a leverage ratio restriction grant fewer loans and have higher credit risk compared to banks facing no leverage ratio requirement, independently of the strength of the supervisory regime. We further find that those negative side-effects of leverage ratio requirements on bank lending and credit risk are not offset by higher capital stringency.(original abstract)

Słowa kluczowe

EN

Bank regulations; Financial leverage; Banking risk; Supply; Money supply

PL

Regulacje bankowe; Dźwignia finansowa; Ryzyko bankowe; Podaż; Podaż pieniądza

• Czasopismo: Revue Internationale des Economistes de Langue Française : revue de l'Association Internationale de Economistes de Langue Française avec la collaboration Université des Sciences Economiques et de Gestion
• Rocznik: 2020
• Tom: 5
• Numer: nr 1
• Strony: 100--141

Twórcy

autor

Carole Haritchabalet

• Université de Pau et des Pays de l 'Adour

autor

Laetitia Lepetit

• Université de Limoges

autor

Kevin Spinassou

• Université des Antilles

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