Une approche Macroprudentielle du risque systémique en zone CEMAC
[A Macro-prudential approach of systemic risk in CEMAC zone]
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References listed on IDEAS
- Kamgna, Severin Yves & Tinang, Nzesseu Jules & Tsombou, Kinfak Christian, 2009. "Macro-Prudential Monitoring Indicators for CEMAC Banking System," MPRA Paper 17095, University Library of Munich, Germany.
- Martin Cihak, 2007. "Introduction to Applied Stress Testing," IMF Working Papers 07/59, International Monetary Fund.
- Jorge A Chan-Lau, 2006. "Fundamentals-Based Estimation of Default Probabilities - A Survey," IMF Working Papers 06/149, International Monetary Fund.
- Castrén, Olli & Dées, Stéphane & Zaher, Fadi, 2008. "Global macro-financial shocks and expected default frequencies in the euro area," Working Paper Series 875, European Central Bank.
- Mathias Drehmann & Steffen Sorensen & Marco Stringa, 2007. "Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets," Money Macro and Finance (MMF) Research Group Conference 2006 151, Money Macro and Finance Research Group.
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KeywordsBanking System; Macro-Prudential Indicators; Degradation; Systemic risk; Markov stochastic processes; Monetary Policy CEMAC; BEAC;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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