Convergence internationale des normes de fonds propres. Quels effets sur les banques des pays émergents ?
This paper investigates empirically the impact of the Cooke ratio on risk profile and on the behaviour of commercial banks in Basel Committee non-members countries. Using a non-parametric test and a simultaneous equation model, we observe that there is not a significant impact of regulatory capital on risk-taking. In these countries, banks’ capitalization and risk-taking are sensitive to the macroeconomic and regulatory environment, as well as to political interference and to the quality of equity capital instruments. In the perspective of the adoption of Basel III Capital Standards, it is important for emerging countries that supervision authorities give more attention to the specificities of their banking systems. Classification JEL : G21, G28
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