Advanced Search
MyIDEAS: Login to save this article or follow this journal

Réseaux bancaires et risques de taux sur les particuliers

Contents:

Author Info

  • Sami Chahdoura
  • Marc-Antoine Kleinpeter
Registered author(s):

    Abstract

    [fre] Une méthode est proposée afin de suivre l'évolution du risque de taux d'établissements bancaires. Appliquée sur une période récente aux réseaux bancaires français et à la clientèle des particuliers, elle permet de rapprocher des flux d'épargne et des acquisitions de titres par les banques, elle isole des éléments de pressions sur les taux débiteurs et met en évidence un effet de réseaux. [eng] A method is suggested to evaluate interest rate risks evolutions of several banking institutions. Applied on a recent period and on the retail activity, it allows a comparaison between saving flows and bonds purchased by banks. It also explains pressures on mortgage rates, and captures networks effects.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://dx.doi.org/10.3406/rfeco.1998.1053
    Download Restriction: no

    File URL: http://www.persee.fr/articleAsPDF/rfeco_0769-0479_1998_num_13_2_1053/rfeco_0769-0479_1998_num_13_2_1053.pdf?mode=light
    Download Restriction: no

    Bibliographic Info

    Article provided by Programme National Persée in its journal Revue française d'économie.

    Volume (Year): 13 (1998)
    Issue (Month): 2 ()
    Pages: 149-168

    as in new window
    Handle: RePEc:prs:rfreco:rfeco_0769-0479_1998_num_13_2_1053

    Note: DOI:10.3406/rfeco.1998.1053
    Contact details of provider:
    Web page: http://www.persee.fr/web/revues/home/prescript/revue/rfeco

    Related research

    Keywords:

    References

    No references listed on IDEAS
    You can help add them by filling out this form.

    Citations

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:prs:rfreco:rfeco_0769-0479_1998_num_13_2_1053. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Equipe PERSEE).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.