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

Monday 27 June 2022

Law, Institutions and Economics in Nanterre (LIEN)

Miriam Buiten (St Gallen Univ)

En distanciel à 11H30

From intermediaries to moderators of the internet: Should online platforms be liable?

Monday 27 June 2022

Law, Institutions and Economics in Nanterre (LINK)

Miriam Buiten (St Gallen Univ)

En distanciel à 11H30

From intermediaries to moderators of the internet: Should online platforms be liable?

Thursday 30 June 2022

Doctorants

Zoltán Szücs | Gagnie Pascal Yebarth

Salle 401-402

Le rôle de la police municipale dans la satisfaction des attentes de la population parisienne en termes de tranquillité publique | Politiques publiques et externalités dans les jeux stratégiques de marché

Thursday 30 June 2022

PhD students

Zoltán Szücs | Gagnie Pascal Yebarth

Salle 401-402

Le rôle de la police municipale dans la satisfaction des attentes de la population parisienne en termes de tranquillité publique | Politiques publiques et externalités dans les jeux stratégiques de marché

Friday 1 July 2022

Colloques et Workshops

9th Workshop on Economic Analysis of Litigation

Friday 1 July 2022

Colloques et Workshops

9th Workshop on Economic Analysis of Litigation

Monday 4 July 2022

Colloques et Workshops

Joint Webinar on Environment and Health in Seaport Cities

Monday 4 July 2022

Colloques et Workshops

Webinar conjoint sur l’environnement et la santé dans les villes maritimes

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