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Capitalisation et prise de risque des banques dans les pays émergents

Listed author(s):
  • Zied Saadaoui

On étudie la relation simultanée entre la capitalisation et le risque des banques situées dans les pays émergents. Les résultats montrent que la capitalisation des banques n’influence pas leur prise de risque, alors que l’excès de risque induit une diminution de leurs fonds propres. Le resserrement des marges d’intermédiation conduit les banques à réduire leur capitalisation et à augmenter leur prise de risque. L’application des normes de capitalisation dans les pays émergents devrait s’accompagner d’un renforcement de la surveillance prudentielle, en fonction du degré de capitalisation et de la sensibilité des banques à leurs marges d’intermédiation. Les résultats mettent en garde aussi contre le comportement risqué des banques fortement capitalisées qui jouissent d’une certaine confiance de la part des instances de régulation. / We study simultaneous relationship between capital and risk in emerging countries’ banks. Results show that capital doesn’t prevent risk-taking. However risk is negatively related with capital level. In addition, the reduction in the intermediation margin induces banks to decrease their regulatory capitalisation and to increase their risk-preference. We propose that implementing capital standards in emerging countries require more prudential supervision, taking account of capitalisation level and banks sensitivity to their intermediation margin. Results show also that even well capitalized banks behave riskily. In other words, there is not a negative and significant correlation between capital level and risk-taking.

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Article provided by ULB -- Universite Libre de Bruxelles in its journal Brussels economic review.

Volume (Year): 53 (2010)
Issue (Month): 3/4 ()
Pages: 415-439

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Handle: RePEc:bxr:bxrceb:2013/81145
Note: Special Issue "26the Symposium on Money, Banking and Finance" Guest Editors :Sébastien Galanti and Grégory Levieuge
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