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 variation of bank capital on the management of banking risk and simultaneously on the structure of banking market in CEMAC countries. The use of Generalized Method of Moments and Three-Stage Least Squares concludes that the reduction of the risk default and loss by banking capital revaluation is more pronounced among national and international banks. However, this recapitalization affects the structure of the banking market of the CEMAC so as to strengthen the banking concentration. In the same sense, prudential ratios respect generally encourages excessive banking risk taking compelling credit supply