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Le ratio de levier comme renforcement des fonds propres: une analyse empirique des conséquences sur le risque et le crédit bancaires

Kévin Spinassou (), Carole Haritchabalet () and Laetitia Lepetit ()
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Kévin Spinassou: LC2S - Laboratoire caribéen de sciences sociales - CNRS - Centre National de la Recherche Scientifique - UA - Université des Antilles
Carole Haritchabalet: CATT - Centre d'Analyse Théorique et de Traitement des données économiques - UPPA - Université de Pau et des Pays de l'Adour
Laetitia Lepetit: LAPE - Laboratoire d'Analyse et de Prospective Economique - GIO - Gouvernance des Institutions et des Organisations - UNILIM - Université de Limoges

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Abstract: Given recent regulatory changes under Basel III, we empirically examine the impact of leverage ratio and risk-based capital requirements on bank risk taking and lending, allowing for different degrees of supervisory strength. Using data for 66 countries covering the period 2000-2014, we find that banks in countries with a leverage ratio restriction grant fewer loans and have higher credit risk compared to banks facing no leverage ratio requirement, independently of the strength of the supervisory regime. We further find that those negative side-effects of leverage ratio requirements on bank lending and credit risk are not offset by higher capital stringency.

Date: 2020-04-17
New Economics Papers: this item is included in nep-ban
Note: View the original document on HAL open archive server: https://hal.archives-ouvertes.fr/hal-02546283
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