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The effectiveness of prudential regulations in the light of the Basel agreements: the case of banks in the WAEMU zone

Author

Listed:
  • Babo Amadou Ba

    (UGB - Université Gaston Berger de Saint-Louis Sénégal)

  • Mohamed Lamine Mbengue

Abstract

L'objectif principal de cet article consiste à étudier l'efficacité de la règlementation prudentielle en analysant la relation entre les normes Bâloises et le risque de défaillance des banques dans la zone UEMOA. Nous voulons prouver l'existence d'une relation négative et significative entre les accords de Bâle et le risque de faillite des banques. Notre étude porte sur 164 banques observées sur la période de 2000 à 2020. Les données sont issues des bases de données de la BCEAO du WDI. L'approche méthodologique sera l'analyse de survie avec les méthodes non paramétriques, semi-paramétriques et paramétriques. Les résultats des estimations du modèle de Cox par la méthode de maximum de vraisemblance partielle montrent que les ratios en terme de capitalisation et de liquidité sont efficaces pour réduire le risque de défaillance des banques de l'UEMOA. La valeur de notre recherche se situe dans l'étude d'un domaine peu ou pas exploré car c'est à partir du 1er janvier 2018 que les établissements financiers sont soumis à cette nouvelle réglementation. L'intérêt de l'étude se situe surtout sur les fonds propres et la liquidité.

Suggested Citation

  • Babo Amadou Ba & Mohamed Lamine Mbengue, 2021. "The effectiveness of prudential regulations in the light of the Basel agreements: the case of banks in the WAEMU zone," Post-Print hal-04968725, HAL.
    • Handle: RePEc:hal:journl:hal-04968725
    Note: View the original document on HAL open archive server: https://hal.science/hal-04968725v1
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    References listed on IDEAS

    as
    1. Kahane, Yehuda, 1977. "Capital adequacy and the regulation of financial intermediaries," Journal of Banking & Finance, Elsevier, vol. 1(2), pages 207-218, October.
    2. Saidane, Dhafer & Sène, Babacar & Désiré Kanga, Kouamé, 2021. "Pan-African banks, banking interconnectivity: A new systemic risk measure in the WAEMU," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
    3. Leamer, Edward E, 1985. "Sensitivity Analyses Would Help," American Economic Review, American Economic Association, vol. 75(3), pages 308-313, June.
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