IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to save this article

Risque, diversité bancaire et réglementation optimale

Listed author(s):
  • Noëlle Bonnet
Registered author(s):

    [fre] L'objet de cet article est d'étudier quelle doit être la réglementation bancaire si l'objectif du régulateur est de garantir la stabilité de ce secteur, dans l'hypothèse où le niveau de risque des banques est inobservable. Notre cadre d'analyse utilise donc les modèles « principal-agent », afin d'intégrer une procédure de révélation. Les banques vont être incitées à révéler leur niveau de risque, ce qui va permettre au régulateur de définir le niveau de fonds propres adéquat. Notre modèle montre qu'à chaque niveau de risque doit non seulement correspondre un ratio de solvabilité, mais aussi une notation par une agence de rating validant le niveau de risque annoncé. L'utilisation des modèles internes, désormais autorisés par la réglementation bancaire, doit donc être validée par un indicateur de risque. [eng] The purpose of this article is to define bank regulation when the regulator objective is to guarantee the financial sector stability. We assume the risk level of banks unknown. We work with Principal-Agent models in order to integrate revelation principles. Banks are thus induce to announce their risk level, which will allow the regulator to define an appropriate capital level. This model demonstrate that to each risk level, must be joint a solvency ratio, but also that it must be validated by a notation agency. The use of interns models, allowed by prudential regulation, must be attested by a risk indicator.

    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:
    Download Restriction: no

    File URL:
    Download Restriction: no

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

    Volume (Year): 13 (1998)
    Issue (Month): 2 ()
    Pages: 311-341

    in new window

    Handle: RePEc:prs:rfreco:rfeco_0769-0479_1998_num_13_2_1059
    Note: DOI:10.3406/rfeco.1998.1059
    Contact details of provider: Web page:

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

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

    When requesting a correction, please mention this item's handle: RePEc:prs:rfreco:rfeco_0769-0479_1998_num_13_2_1059. 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.

    This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.