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L'évolution des normes prudentielles affecte-t-elle le risque de non-conformité des banques de la CEMAC ?

Author

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  • Désiré Avom
  • Rodrigue Nana Kuindja

Abstract

In this article, we empirically analyze the evolution of prudential ratio from Basel I to Basel III and assess its effect on the level risk of non-compliance banks in CEMAC countries. To achieve this, we specify and estimate, with resort the method of simultaneous equations, over the period 2000-2018, several variants of the reaction function of commercial banks in dynamic panel on a sample of 6 countries of CEMAC region. Our results show, firstly, that the drop in the intermediation margin leads banks to select the least risky projects in order to comply with prudential standards; and, second, that a change in the level of risk constrains banks to adjust their level of competition through an informational advantage over borrowers. In addition, the procyclicality of prudential regulation is amplified while the risk of non-compliance is weakened. Classification JEL: E44, G21, G28

Suggested Citation

  • Désiré Avom & Rodrigue Nana Kuindja, 2021. "L'évolution des normes prudentielles affecte-t-elle le risque de non-conformité des banques de la CEMAC ?," Revue d'économie financière, Association d'économie financière, vol. 0(4), pages 257-289.
    • Handle: RePEc:cai:refaef:ecofi_144_0257
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    JEL classification:

    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
    • 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

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