Propositions d'indicateurs macroprudentiels pour le systeme bancaire de la CEMAC

Macroprudentials indicators for CEMAC banking system

Severin Kamgna, Nzesseu Jules Tinang and Kinfak Christian Tsombou

MPRA Paper from University Library of Munich, Germany

Abstract: The main purpose of this paper is to determine the macro-prudential indicators of financial strength that can be used under supervision of the banking system in CEMAC. More specifically, we start from a set of indicators listed in the literature on macro-prudential supervision, and identify those that are relevant to the announcement of a deterioration of the banking system in the subregion. We sought these indicators among the variables of micro-aggregated banking sector, macroeconomic variables and the combination of these two sets. At the end of this study, it appears that the claims on the private sector, foreign direct investment and the combination of exports and credits to the private sector, increase the risk of degradation of the banking system, while this risk is reduced by the exchange rate, the capital of the banking system and inflation. This set of indicators should therefore attract the attention of the regulator to allow a quick solve of any potential banking crisis in CEMAC.

Keywords: Système Bancaire; Indicateurs Macro-Prudentiels; Fragilité; Dégradation; CEMAC; Cameroun; Congo; Guinée Equatoriale; Tchad; Banque (search for similar items in EconPapers)
JEL-codes: C12 C13 E47 E58 G21 G28 G38 (search for similar items in EconPapers)
Date: 2009-07
New Economics Papers: this item is included in nep-afr, nep-ban and nep-rmg
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