By Vigninou Gammadigbe
Summary:
Unlike earlier studies on the impact of COVID-19, which focused on monitoring macroeconomic aggregates and prudential ratios during the crisis, this paper analyzes the path through which the crisis impacted the banking sector, using a fixed-effects panel VARX model and a network model covering the 2019-2021 period.
By Gbêmèho Mathieu Trinnou
Summary:
By Yao Dossa Tadenyo
Summary:
This study and research paper is intended as a contribution to the literature on the relationship between bank liquidity and bank loan growth based on the experience of the WAEMU countries. Dr. Tadenyo's study also contributes to a better understanding of the factors affecting bank lending behavior in the community, particularly through liquidity injections by the Central Bank.
The paper was based on an estimated model of bank loan growth using quarterly data from an unbalanced panel of 94 banks over the 2010-2019 period.
This study aims at constructing a macro-prudential stress-test model to examine the effects of a shock from the real sector on the banking sector and, conversely, the effects of a financial shock on the real sector. It uses a semi-structural model which takes into account the heterogeneity of the banking sector. This model complements the BCEAO stress-test toolbox.
DER N°1/2020
December 2020
Abstract