BANK PROVISION CHANNEL AND CREDIT MARKET CYCLICALITY

被引：1
|
作者：
Bouvatier, Vincent [1 ]
Lepetit, Laetitia [2 ]
机构：
[1] Univ Paris Ouest, EconomiX, 200 Ave Republ, F-92001 Nanterre, France
[2] Univ Limoges, LAPE, F-87031 Limoges, France
来源：
REVUE ECONOMIQUE | 2011年 / 62卷 / 01期
关键词：
D O I：
10.3917/reco.621.0067
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
The literature on bank provisioning behaviour shows that changes in loan loss provisions are counter-cyclical. Based on this stylised fact, this paper develops a partial equilibrium model of a banking firm that analyzes how provisioning rules influence credit market fluctuations. The model and the simulations show that a backward-looking provisioning system amplifies credit market fluctuations. The implementation of a forward-looking provisioning system could remove this bank provision channel.
引用
收藏
页码：67 / 85
页数：19
相关论文
共 50 条
  • [1] Analysis of Stigma and Bank Credit Provision
    Vossmeyer, Angela
    JOURNAL OF MONEY CREDIT AND BANKING, 2019, 51 (01) : 163 - 194
  • [2] ON THE CYCLICALITY OF CREDIT
    Demirel, Ufuk Devrim
    MACROECONOMIC DYNAMICS, 2014, 18 (05) : 1129 - 1160
  • [3] Cyclicality of bank credit growth: Conventional vs Islamic banks in the GCC
    Albaity, Mohamed
    Noman, Abu Hanifa Md.
    Mallek, Ray Saadaoui
    Al-Shboul, Mohammad
    ECONOMIC SYSTEMS, 2022, 46 (01)
  • [4] Short-run dynamics in bank credit: Assessing nonlinearities in cyclicality
    Bouvatier, Vincent
    Lopez-Villavicencio, Antonia
    Mignon, Valerie
    ECONOMIC MODELLING, 2014, 37 : 127 - 136
  • [5] Bank credit and the security market
    不详
    JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1929, 24 (165A) : 72 - 74
  • [6] BANK CREDIT IN FINANCIAL PROVISION OF AGRICULTURAL ENTERPRISES
    Rozhko, O. D.
    Marenych, T. H.
    Onegina, V. M.
    Belyayeva, L. A.
    Maliy, O. G.
    FINANCIAL AND CREDIT ACTIVITY-PROBLEMS OF THEORY AND PRACTICE, 2019, 4 (31): : 41 - 51
  • [7] Search Frictions, Credit Market Liquidity and Net Interest Margin Cyclicality
    Beaubrun-Diant, Kevin E.
    Tripier, Fabien
    ECONOMICA, 2015, 82 (325) : 79 - 102
  • [8] The cyclicality of bank credit losses and capital ratios under expected loss model
    Fatouh, Mahmoud
    Giansante, Simone
    ANNALS OF OPERATIONS RESEARCH, 2023, 330 (1-2) : 807 - 840
  • [9] The cyclicality of bank credit losses and capital ratios under expected loss model
    Mahmoud Fatouh
    Simone Giansante
    Annals of Operations Research, 2023, 330 : 807 - 840
  • [10] Chinese housing market and bank credit
    Sakuragawa, Masaya
    Tobe, Satoshi
    Zhou, Mengyuan
    JOURNAL OF ASIAN ECONOMICS, 2021, 76
12345