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La résilience des banques africaines face à la crise de la Covid-19 : une étude sur le stress test macroprudentiel des banques de la zone UEMOA

Author

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  • Babo Amadou Ba

    (ESITEC, Groupe Supdeco Dakar)

Abstract

Dans cet article nous avons procédé à une implémentation de « stress-test » macroprudentiel (Top-down) du risque de crédit au niveau des banques de la zone UEMOA. De manière empirique, nous avons effectué une simulation sur trois scénarios macroéconomiques en utilisant le modèle Vectoriel Auto Regressif (VAR). Nos scénarios historiques font référence à la crise de la pandémie de la Covid-19 durant l'année 2020 qui s'est déroulée pays de l'UEMOA. Nous avons procédé à une simulation sur la croissance du PIB, sur le chômage et le niveau général des prix à travers l'inflation. Les résultats du stress-test ont montré un secteur bancaire résistant face aux chocs macroéconomiques sévères. Quels que soit les chocs, le ratio d'adéquation des fonds propres (CAR-Capital Adequacy Ratio) des banques reste toujours audessus de 8% en 2020, le minimum exigé par Bâle II et Bâle III, si bien que nous avons constaté une baisse du ratio qui était de 11,5% en 2019. Ce résultat montre que des efforts ont été consentis dans le secteur bancaire au niveau des capitaux propres, dans l'optique de limiter le risque en maintenant le CAR à un niveau supérieur à 8%.

Suggested Citation

  • Babo Amadou Ba, 2021. "La résilience des banques africaines face à la crise de la Covid-19 : une étude sur le stress test macroprudentiel des banques de la zone UEMOA," Post-Print hal-04968726, HAL.
    • Handle: RePEc:hal:journl:hal-04968726
    DOI: 10.5281/zenodo.5806776
    Note: View the original document on HAL open archive server: https://hal.science/hal-04968726v1
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    Cited by:

    1. Désiré Avom & Fabien Clive Ntonga Efoua & Etienne Inédit Blaise Tsomb Tsomb, 2025. "Is the CEMAC Banking System Resilient to Macrofinancial Shocks ? [Le système bancaire de la CEMAC est-il résilient aux chocs macro- financiers ?]," Post-Print hal-05057312, HAL.

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