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.
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页码：67 / 85
页数：19
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