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Canal des provisions bancaires et cyclicité du marché du crédit

Author

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  • Vincent Bouvatier
  • Lætitia Lepetit

Abstract

The literature on bank provisioning behaviour shows that changes in loan loss provisions are counter-cyclical. Based on this stylised fact, this paper develops a partial equilibrium model of a banking firm that analyzes how provisioning rules influence credit market fluctuations. The model and the simulations show that a backward-looking provisioning system amplifies credit market fluctuations. The implementation of a forward-looking provisioning system could remove this bank provision channel. Classification JEL : G21

Suggested Citation

  • Vincent Bouvatier & Lætitia Lepetit, 2011. "Canal des provisions bancaires et cyclicité du marché du crédit," Revue économique, Presses de Sciences-Po, vol. 62(1), pages 67-85.
    • Handle: RePEc:cai:recosp:reco_621_0067
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    Cited by:

    1. Vincent Bouvatier & Laetitia Lepetit, 2012. "Effects of Loan Loss Provisions on Growth in Bank Lending: Some International Comparisons," International Economics, CEPII research center, issue 132, pages 91-116.
    2. Philippe Gilles & Nicolas Huchet & Marie-Sophie Gauvin, 2012. "Politique monétaire, choix de portefeuille du secteur bancaire et canal de la prise de risque," L'Actualité Economique, Société Canadienne de Science Economique, vol. 88(2), pages 175-196.

    More about this item

    JEL classification:

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

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