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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.

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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.

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