Evaluation du risque de crédit et de la stabilité financière des banques en Tunisie

Mouna BEKRI, Ahmed HACHICHA

Résumé


Les banques sont au cœur du fonctionnement des économies et de la dynamique de croissance des pays. Elles assurent l’activité d’intermédiation financière entre ceux qui ont des excédents et ceux qui ont des besoins de financement. Pour cela, elles sont en face de plusieurs risques notamment le risque de crédit. Elles cherchent toujours à assurer leurs stabilités financières.

Ce travail de recherche étudie l'impact du risque de crédit sur la stabilité financière pour un échantillon composé de 21 banques tunisiennes pour une fréquence annuelle allant de 2005 à 2015. Notre analyse empirique basée sur l'estimation d'un modèle de panel co-intégré permet de conclure que le risque de crédit est positivement lié à la stabilité financière des banques tunisiennes.


Mots-clés


Stabilité financière, risque de crédit, prêts non performants, total des actifs productifs, rendement des actifs, produit intérieur brut.

Texte intégral :

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Références


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DOI: https://doi.org/10.48395/IMIST.PRSM/rek-N16.20791

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