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Risque, diversité bancaire et réglementation optimale

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  • Noëlle Bonnet

    (GRIEF - Groupe de recherches sur l'intégration économique et financière)

Abstract

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.

Suggested Citation

  • Noëlle Bonnet, 1998. "Risque, diversité bancaire et réglementation optimale," Post-Print hal-05550026, HAL.
    • Handle: RePEc:hal:journl:hal-05550026
    DOI: 10.3406/rfeco.1998.1059
    Note: View the original document on HAL open archive server: https://hal.science/hal-05550026v1
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