Various experiments evidence spatial heterogeneities in sheared yield stress fluids. To account for heterogeneities in the velocity gradient direction, we use a simple model corresponding to a non-monotonous local constitutive curve and study a simple shear geometry. Different types of boundary conditions are considered. Under controlled macroscopic shear stress $Sigma$, we find homogeneous flow in the bulk and a hysteretic macroscopic stress - shear rate curve. Under controlled macroscopic shear rate $dot{Gamma}$, shear banding is predicted within a range of values of $dot{Gamma}$. For small shear rates, stick slip can also be observed. These qualitative behaviours are robust when changing the boundary conditions.