The Leverage Ratio as a Bank Discipline Device - Archive ouverte HAL Accéder directement au contenu
Article Dans Une Revue Revue Economique Année : 2011

The Leverage Ratio as a Bank Discipline Device

(1)
1

Résumé

This paper investigates bank portfolio composition under Basel II where the amount of required capital is determined by bank's own risk assessment. We particularly show that in presence of asymmetric information between the bank and the supervisor, it has incentives to understate its risk taking which could be curbed by the addition of the simple leverage ratio as suggested in Basel III.
Fichier principal
Vignette du fichier
RevueEco2011.pdf (367.5 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)

Dates et versions

hal-00785487 , version 1 (12-11-2014)

Identifiants

Citer

Clovis Rugemintwari. The Leverage Ratio as a Bank Discipline Device. Revue Economique, 2011, 62 (3), pp.479-490. ⟨10.3917/reco.623.0479⟩. ⟨hal-00785487⟩

Collections

UNILIM LAPE
97 Consultations
186 Téléchargements

Altmetric

Partager

Gmail Facebook Twitter LinkedIn More