Modélisation de la marge d'intermédiation des banques (notice n° 237556)
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|---|---|
| fixed length control field | 02213cam a2200277 4500500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250112064354.0 |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | fre |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | dc |
| 100 10 - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Michel, Thierry |
| Relator term | author |
| 245 00 - TITLE STATEMENT | |
| Title | Modélisation de la marge d'intermédiation des banques |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | 2003.<br/> |
| 500 ## - GENERAL NOTE | |
| General note | 97 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | La marge d’intermédiation bancaire, c’est-à-dire le résultat des banques sur leur activité de prêt, a rarement fait l’objet de travaux économétriques. Cet article en propose une modélisation reposant sur une approche actif-passif et s’inscrivant en outre dans la filiation théorique de la banque monopolistique. En pratique, notre travail affiche deux objectifs : d’une part, analyser la sensibilité de la marge d’intermédiation des banques commerciales à des chocs d’activité et de taux d’intérêt; d’autre part, prévoir son évolution. La cohérence des résultats et la capacité prédictive de cette maquette lui confèrent un caractère opérationnel à la fois pour les pouvoirs publics et pour les banques elles-mêmes. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Modelling the Intermediation Margin of Banks The intermediation margin of banks, i.e. their net lending income, has rarely been subjected to econometric analysis. This article proposes a model based on a asset-liability approach in the tradition of monopolistic banking theory. In practice, our work seeks to achieve two objectives. The first is to analyse the sensitivity of the intermediation margin of commercial banks to sudden changes in business volume and interest rates. The second is to project the trend of this margin. The consistency of results and the prediction capacity of this model make it an operational tool for the authorities as well as the banks themselves. |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | marge |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | banque |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | modélisation |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | modelling |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | bank |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | margin |
| 700 10 - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Morel, Christophe |
| Relator term | author |
| 700 10 - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Pérès, Rozenn |
| Relator term | author |
| 700 10 - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Sarfati, Guillaume |
| Relator term | author |
| 786 0# - DATA SOURCE ENTRY | |
| Note | Économie & prévision | 158 | 2 | 2003-04-01 | p. 47-60 | 0249-4744 |
| 856 41 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://shs.cairn.info/revue-economie-et-prevision-1-2003-2-page-47?lang=fr">https://shs.cairn.info/revue-economie-et-prevision-1-2003-2-page-47?lang=fr</a> |
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