Normes prudentielles et risques bancaires : une analyse économétrique des implications sur la structure du marché bancaire dans la CEMAC

Abstract

This article is particularly interested in highlighting the effect of banking capital variation on the management of banking risk and simultaneously on the banking market structure in CEMAC countries between 2000 and 2015. The use of Generalized Method of Moments and Three-Stage Least Squares concludes that reduction of risk defaults and losses by banking capital revaluation is more pronounced among national and international banks. However, this recapitalization affects the structure of the banking market of CEMAC so as to strengthen the banking concentration. In the same light, the respect of prudential ratios generally encourages excessive banking risk taking compelling credit supply