Skip to Main content Skip to Navigation
Theses

Essais sur la régulation de la liquidité bancaire : implications pour les prêts et la prise de risque

Abstract : This thesis aims to evaluate the impact of the introduction of liquidity regulation on banks’ contribution to the economy and their risk-taking behavior. In the first chapter, we investigate the effect of liquidity regulation on bank lending, using the introduction of a liquidity rule in the Netherlands in 2003 as a setting. Our results suggest that introducing liquidity requirements similar to the Liquidity Coverage Ratio would not affect bank lending. Moreover, we find that increased equity, an inflow of retail deposits, and a subsequent increase in balance sheet size may allow banks to increase lending despite meeting the liquidity requirements. The second chapter uses the same setting as in the first chapter and examines bank risk-taking behavior. Our results indicate that introducing liquidity requirements similar to the Liquidity Coverage Ratio would restrict banks from taking excessive risk. However, they might experience a decrease in their profitability due to reduced income accruing from interest-bearing activities. The third chapter investigates the relationship between bank regulatory capital and bank regulatory liquidity. Our results suggest that banks increase their regulatory liquidity when they increase their regulatory capital. In contrast, an increase in liquidity does not affect capital. Our findings indicate that the introduction of liquidity rules, alongside those on capital, would not lead banks to build a liquidity cushion at the expense of their capital cushion.
Document type :
Theses
Complete list of metadata

https://tel.archives-ouvertes.fr/tel-03516510
Contributor : Abes Star :  Contact
Submitted on : Friday, January 7, 2022 - 11:22:09 AM
Last modification on : Saturday, January 8, 2022 - 3:27:56 AM

File

2021LIMO0059.pdf
Version validated by the jury (STAR)

Identifiers

  • HAL Id : tel-03516510, version 1

Collections

Citation

Foly Sodjine Ananou. Essais sur la régulation de la liquidité bancaire : implications pour les prêts et la prise de risque. Economies et finances. Université de Limoges, 2021. Français. ⟨NNT : 2021LIMO0059⟩. ⟨tel-03516510⟩

Share

Metrics

Les métriques sont temporairement indisponibles