MEASUREMENT OF THE VULNERABILITY OF BANKING TUNISIEN Cover Image

MESURE DE LA VULNÉRABILITÉ DU SECTEUR BANCAIRE TUNISIEN
MEASUREMENT OF THE VULNERABILITY OF BANKING TUNISIEN

Author(s): Khadimallah Adel
Subject(s): Economy
Published by: Editura Bibliotheca
Keywords: financial crisis; banking vulnerability; Tunisian bank; Logistic regression

Summary/Abstract: This paper deals with the analysis of the impact of variable microeconomics on Tunisian bank’s fragility. On this perspective, it is important to note that contrary to Kibritcioglu (2002) in which the index used is divided into two periods with arbitrary point, our analysis integrate the average and the standard error of the calculated series in the cuts. In this frame, several explanatory internal and external variables are suggested to explain the bank solidity. We will classify the explained variable (fragility bank sector) into two periods (crisis, tranquil) by using the binary logistic regression to finish with the multinomial logistic regression by classifying the explain variable into three cases (absence of fragility, mean fragility, extreme fragility) to interpret the probability

  • Issue Year: 2014
  • Issue No: 2 (23)
  • Page Range: 82-107
  • Page Count: 25
  • Language: French
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