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Propositions d'indicateurs macroprudentiels pour le systeme bancaire de la CEMAC
[Macroprudentials indicators for CEMAC banking system]

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Author Info

  • KAMGNA, Severin Yves
  • TINANG, Nzesseu Jules
  • TSOMBOU, Kinfak Christian

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.

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Bibliographic Info

Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 16555.

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Date of creation: Jul 2009
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Handle: RePEc:pra:mprapa:16555

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Keywords: Système Bancaire; Indicateurs Macro-Prudentiels; Fragilité; Dégradation; CEMAC; Cameroun; Congo; Guinée Equatoriale; Tchad; Banque;

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  1. Asli Demirgüç-Kunt & Enrica Detragiache, 1997. "The Determinants of Banking Crises," IMF Working Papers 97/106, International Monetary Fund.
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