Les normes prudentielles : étude d’impact sur la solvabilité bancaire

Amara, Tijani and Mabrouki, Mohamed (2019): Les normes prudentielles : étude d’impact sur la solvabilité bancaire.

Abstract

The evolution of the banking regulatory environment in recent years raises many questions about the effectiveness of prudential measures and the relevance of the legal system in this new landscape. The Cooke ratio, replaced in 2003 by the Mc Donough ratio, has since become an international benchmark for banks. Banks that are less risky and comply with prudential standards are solvent. Thus, with their compliance with prudential standards, Tunisian commercial banks are relatively safe from risks. From a sample of 10 commercial banks between 2007 and 2015, we studied the impact of compliance with prudential standards on the solvency of the banking institution. To do this, we based on the studies of Kefi and Maraghni (2011). Indeed, we have made estimates on panel data, these results show that the ratio of liquidity, interest rate risk ratio and Return on assets have positive and significant effects on the risk coverage ratio.

• Item Type: MPRA Paper
• English Title: Prudential standards: impact study on bank solvency
• Language: French
• Keywords: Commercial Banking, Banking Risk, Risk Coverage Ratio, Prudential Regulation, Solvency, Panel Data
• Subjects: C - Mathematical and Quantitative Methods > C0 - General > C01 - Econometrics; G - Financial Economics > G0 - General > G00 - General

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