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Crises bancaires dans les pays de l’UEMOA : un système d’alerte avancée fondé sur une approche logit multinomiale

Author

Listed:
  • Amine Tarazi

    (LAPE - Laboratoire d'Analyse et de Prospective Economique - GIO - Gouvernance des Institutions et des Organisations - UNILIM - Université de Limoges)

  • A Angora

Abstract

Nous analysons d'une part, le rôle des indicateurs macroéconomiques et des variables bancaires dans la crise bancaire survenue dans les pays de l'UEMOA. D'autre part, nous proposons un système d'alerte avancée fondé sur un modèle Logit multinomial. Nos résultats montrent que le modèle augmenté de variables spécifiques aux banques présente un meilleur pouvoir prédictif. Par ailleurs, nous confrontons la capacité prédictive de notre approche multinomiale à celle des modèles binaires :la prise en compte de plus de deux régimes permet de réduire le nombre de fausses alertes et d'aider les superviseurs bancaires à décrypter les caractéristiques d'une crise annoncée.
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • Amine Tarazi & A Angora, 2011. "Crises bancaires dans les pays de l’UEMOA : un système d’alerte avancée fondé sur une approche logit multinomiale," Post-Print hal-03566454, HAL.
    • Handle: RePEc:hal:journl:hal-03566454
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    Cited by:

    1. Kadandji Andre & Djekna Votsoma, 2018. "The Influence of Loan Portfolio Quality on Sound Banking in CEMAC: The Importance of Bank¡¯s Internal and External Environment," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(7), pages 136-136, July.
    2. Kpégo Didier Anatole Gbenou, 2018. "Modélisation de la prévision du stress financier du système bancaire des pays de l'UEMOA: Evidence empirique du rôle des facteurs institutionnels," African Development Review, African Development Bank, vol. 30(3), pages 264-277, September.
    3. Kauko, Karlo, 2014. "How to foresee banking crises? A survey of the empirical literature," Economic Systems, Elsevier, vol. 38(3), pages 289-308.

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