Propositions d'indicateurs macroprudentiels pour le systeme bancaire de la CEMAC

KAMGNA, Severin Yves and TINANG, Nzesseu Jules and TSOMBOU, Kinfak Christian (2009): Propositions d'indicateurs macroprudentiels pour le systeme bancaire de la CEMAC.

Abstract

The main purpose of this paper is to determine the macro-prudential indicators of financial strength that can be used under supervision of the banking system in CEMAC. More specifically, we start from a set of indicators listed in the literature on macro-prudential supervision, and identify those that are relevant to the announcement of a deterioration of the banking system in the subregion. We sought these indicators among the variables of micro-aggregated banking sector, macroeconomic variables and the combination of these two sets. At the end of this study, it appears that the claims on the private sector, foreign direct investment and the combination of exports and credits to the private sector, increase the risk of degradation of the banking system, while this risk is reduced by the exchange rate, the capital of the banking system and inflation. This set of indicators should therefore attract the attention of the regulator to allow a quick solve of any potential banking crisis in CEMAC.

• Item Type: MPRA Paper
• English Title: Macroprudentials indicators for CEMAC banking system
• Language: French
• Keywords: Système Bancaire, Indicateurs Macro-Prudentiels, Fragilité, Dégradation, CEMAC, Cameroun, Congo, Guinée Equatoriale, Tchad, Banque
• Subjects: C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C13 - Estimation: General; E - Macroeconomics and Monetary Economics > E5 - Monetary Policy, Central Banking, and the Supply of Money and Credit > E58 - Central Banks and Their Policies; C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C12 - Hypothesis Testing: General; G - Financial Economics > G3 - Corporate Finance and Governance > G38 - Government Policy and Regulation; G - Financial Economics > G2 - Financial Institutions and Services > G28 - Government Policy and Regulation; E - Macroeconomics and Monetary Economics > E4 - Money and Interest Rates > E47 - Forecasting and Simulation: Models and Applications; G - Financial Economics > G2 - Financial Institutions and Services > G21 - Banks ; Depository Institutions ; Micro Finance Institutions ; Mortgages

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