Joint research unit 7235

Evaluation du système financier Algérien : Construction d’un indice agrégé de stabilité bancaire

Hayet Abbad, Mohamed Achouche, Yamina Tadjeddine

This article aims to elaborate an index of stability in the Algerian banking sector. We completing the battery of indicators developed by the bank of Algeria and by the IMF under the Financial Sector Assessment Program with the introduction of new variables and with the use of different econometric tools. Firstly, we propose different modelings of the stability index. We mobilize the principal components analysis for selecting the relevant information and the appropriate weights on the various variables. The article also uses the often adopted banking z-score. Secondly, we look for the best modeling with an econometric validation through the linear specification. The pattern of our aggregate banking stability index is in line with the recent evolution in Algeria. The index of stability of the Algerian banking sector is increasing during the considered period 2007-2011. This latter period is characterized both by deepening banking reforms and by recapitalization of public banks. The econometric results confirm the sensitivity of the index face of changes in some macroeconomic key indicators.

AGENDA

Thursday 9 February 2023

Gender, competitiveness, and reaction to defeat

Claire Mollier

Gender, competitiveness, and reaction to defeat

Thursday 9 February 2023

Doctorants

Claire Mollier

Gender, competitiveness, and reaction to defeat

Friday 10 February 2023

Colloques et Workshops

Digital Economics Workshop

Friday 10 February 2023

Colloques et Workshops

Digital Economics Workshop

Tuesday 14 February 2023

Recherche et Economie et Socioéconomie Politique, des Institutions et des Régulations (RESPIR)

Thibault Mirabel

Firms and Cooperatives: The Social Organizations of Production in Market Economies

Tuesday 14 February 2023

Firms and Cooperatives: The Social Organizations of Production in Market Economies

Thibault Mirabel

Firms and Cooperatives: The Social Organizations of Production in Market Economies

Wednesday 15 February 2023

Pratique du Takaful en France: l’expérience de SAAFI

Ezzedine GHLAMALLAH (CERGAM, Université Aix-Marseille)

Pratique du Takaful en France: l’expérience de SAAFI

Wednesday 15 February 2023

Économies du monde musulman

Ezzedine GHLAMALLAH (CERGAM, Université Aix-Marseille)

Pratique du Takaful en France: l’expérience de SAAFI

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