Le ratio de levier comme renforcement des fonds propres : une analyse empirique des conséquences sur le risque et le crédit bancaires
Mots-clés :
régulation bancaire, ratio de levier, risque bancaire, offre de créditRésumé
Suite aux réformes de Bâle III sur la réglementation bancaire, nous analysons empiriquement l ' impact d ' un ratio de levier couplé à un ratio de capital pondéré du risque sur l ' offre de crédit et la prise de risque des banques. Avec une base de données sur 66 pays couvrant la période 2000-2014, nous trouvons que les banques octroient moins de crédit et optent pour davantage de risque dans les pays où un ratio de levier est appliqué, indépendamment du degré d ' implication des superviseurs nationaux. De plus, un meilleur contrôle des fonds propres ne compense pas ces effets négatifs du ratio de levier.
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