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Un modele d'alerte precoce de difficultes bancaires pour les pays emergents

Author

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  • Faouzi Abdennour
  • Siham Houhou

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.

Suggested Citation

  • Faouzi Abdennour & Siham Houhou, 2008. "Un modele d'alerte precoce de difficultes bancaires pour les pays emergents," Economie Internationale, CEPII research center, issue 114, pages 69-92.
  • Handle: RePEc:cii:cepiei:2008-2tc
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    File URL: http://www.cepii.fr/IE/rev114/ei114c.htm
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    More about this item

    Keywords

    Banques; modeles d’alerte precoce des difficultes bancaires; environnement institutionnel; juridique et reglementaire;

    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; Probabilities

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