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Les fondements micro-économiques du concept de panique bancaire, une introduction

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  • François Marini

Abstract

[fre] Les fondements micro-économiques du concept de panique bancaire : une introduction. . Cet article vise à introduire aux développements récents dans l'analyse du concept de panique bancaire. Il montre que les banques et les déposants font face à un problème de coordination de leurs comportements qui peut être lié à des asymétries d'information, à des problèmes d'aléa de moralité, ou à des carac­téristiques structurelles et réglementaires du système bancaire. La première partie examine les ruées liées au comportement stratégique des déposants. La seconde étudie les paniques liées aux informations des déposants sur la rentabilité des portefeuilles des banques. La troisième partie analyse la contagion interbancaire des ruées des déposants. [eng] The microeconomic foundations of the concept of bank run : a survey . . This article is intended to introduce some recent developments on the analysis of bank panics. It shows that banks and depositors face a problem of coordination of their behavior which can be due to informational asymmetries, moral hazard problems, or structural and regulatory caracteristics of the banking System. The first part examines runs due to strategic behavior by depositors. The second part studies panics based on depositor's information on the return of bank portfolios. The third part analyses interbank contagion of runs.

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  • François Marini, 1992. "Les fondements micro-économiques du concept de panique bancaire, une introduction," Revue Économique, Programme National Persée, vol. 43(2), pages 301-326.
    • Handle: RePEc:prs:reveco:reco_0035-2764_1992_num_43_2_409354
    DOI: 10.3406/reco.1992.409354
    Note: DOI:10.3406/reco.1992.409354
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    1. Gentier Antoine, 2000. "Liberte Bancaire Ou Regulation Par Une Autorite Monetaire ?," Journal des Economistes et des Etudes Humaines, De Gruyter, vol. 10(1), pages 1-38, March.

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