Un modele d'alerte precoce de difficultes bancaires pour les pays emergents
Abstract
Dans le cadre de cette etude, nous proposons un modele d’alerte precoce des difficultes bancaires. Ces modeles ont pour objet d’identifier rapidement les etablissements dont la situation financiere semble preoccupante. La specificite du modele reside dans le fait qu’il tient compte de la nature et de la qualite de l’environnement institutionnel, juridique et reglementaire dans lequel operent les banques des pays emergents. Les resultats de l’etude empirique confirment que l’environnement institutionnel, juridique et reglementaire influence la prise de risque de la part des banques. Un systeme d’alerte precoce de difficultes bancaires incluant des variables financieres type CAMEL et des variables institutionnelles, juridiques et reglementaires est un outil efficace dans la determination des etablissements en situation financiere difficile, en particulier dans les pays emergents.Download Info
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Article provided by CEPII research center in its journal Economie Internationale.
Volume (Year): (2008)
Issue (Month): 114 ()
Pages: 69-92
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Related research
Keywords: Banques; modeles d’alerte precoce des difficultes bancaires; environnement institutionnel; juridique et reglementaire;Find related papers by JEL classification:
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
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