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La banque conventionnelle et la banque islamique avec fonds propres : contrat de dépôt et partage du risque de liquidité.

Abstract : We consider liquidity creation alternatively in an Islamic and a conventional banking system, a dapting the Dia mond and Dybvig (1983) model to take into account the specifics of Islamic deposit contracts : a contingent payment, a predetermined sharing ratio, guaranteed deposit amounts. We show that, at the equilibrium without runs, an Islamic banking system would offer deposit contracts that are less favourable to depositors, hold more liquid assets and have a lower equity to deposit ratio than a conventional banking system.
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https://hal.univ-lille3.fr/hal-00996357
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Submitted on : Monday, May 26, 2014 - 2:22:19 PM
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Jean-Baptiste Desquilbet, Fedi Kalai. La banque conventionnelle et la banque islamique avec fonds propres : contrat de dépôt et partage du risque de liquidité.. 2013. ⟨hal-00996357⟩

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