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Contrat De Depot Et Partage Du Risque De Liquidite Dans La Banque Islamique :Une Approche A La Diamond Et Dybvig: Deposit Contracts And Liquidity Risk Sharing In Islamic Banks: A Diamond And Dybvig Approach

Author

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  • JEAN-BAPTISTE DESQUILBET
  • FEDI KALAI

Abstract

RESUME :Nous considérons l’activité de création de liquidité dans un système bancaire concurrentiel detype alternativement conventionnel ou islamique, en étendant le modèle de Diamond et Dybvig(1983) aux spécificités de la finance islamique :rémunération des dépôts non prédéfinie, maisdistribuée selon un coefficient de partage préétabli, montant du principal sécurisé mais nonrémunéré en cas de retrait précoce. Nous montrons qu’à l’équilibre sans ruées, un systèmebancaire islamique concurrentiel proposerait des contrats de dépôts moins favorables auxdéposants, aurait un actif plus liquide et un ratio de fonds propres sur dépôts plus bas que lesystème conventionnel.

Suggested Citation

  • Jean-Baptiste Desquilbet & Fedi Kalai, 2013. "Contrat De Depot Et Partage Du Risque De Liquidite Dans La Banque Islamique :Une Approche A La Diamond Et Dybvig: Deposit Contracts And Liquidity Risk Sharing In Islamic Banks: A Diamond And Dybvig Ap," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 56(3-4), pages 389-412.
    • Handle: RePEc:bxr:bxrceb:2013/174864
    Note: Special Issue30th Symposium on Money, Banking and FinanceGuest editors: Christian Aubin, Noëlle Duport andDaniel Goyeau
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    References listed on IDEAS

    as
    1. El-Gamal,Mahmoud A., 2009. "Islamic Finance," Cambridge Books, Cambridge University Press, number 9780521741262.
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    More about this item

    Keywords

    Banque islamique / Islamic banking; liquidité / liquidity; contrat de dépôt / deposit contract; ratio de fonds propres / equity ratio;
    All these keywords.

    JEL classification:

    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages

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