Déterminants de la liquidité bancaire dans les pays de l'Union Économique et Monétaire Ouest Africaine (UEMOA)

Auteurs

  • Abdarahmane Tall Université Cheikh Anta Diop de Dakar (UCAD), Sénégal, Faculté des Sciences Économiques et de Gestion (FASEG) Département : Analyse et Politique Économique https://orcid.org/0000-0002-7468-1051
  • Birahim Bouna Niang Université Cheikh Anta Diop de Dakar (UCAD), Sénégal, Faculté des Sciences Économiques et de Gestion (FASEG) Département : Analyse et Politique Économique https://orcid.org/0009-0007-6808-5177

Mots-clés :

liquidité bancaire, ARDL, données de panel, UEMOA

Résumé

L'objectif : Cet article vise à identifier les facteurs de la liquidité bancaire dans les pays de l'Union Économique et Monétaire Ouest Africaine à partir d'un échantillon de 84 banques sur une période allant de 2006 à 2020. Conception/méthodologie/approche : Ainsi, pour y parvenir, le modèle dynamique ARDL a été adopté. Deux ratios de liquidité ont été calculés. Le premier (RL1) mesure la part des prêts dans le total des actifs alors que le second (RL2) est obtenu en faisant le rapport du total des prêts sur le total des dépôts. Résultats : Les tests de cointégration de Kao (1999) et de Pédroni (2004) ont révélé l'existence d'une relation, à long terme, entre les ratios de liquidité et ses déterminants. En outre, les estimations ont montré que le taux de croissance du PIB et la taille des banques ont un effet positif et significatif sur le RL1, alors que l'impact du taux du marché interbancaire s'est avéré négatif et significatif. Par ailleurs, un effet positif et significatif du taux du marché monétaire et de la taille de la banque sur le RL2 est observé aussi bien par l'estimateur PMG que celui du DFE. En revanche, le taux du marché interbancaire exerce une influence négative et significative sur le RL2. Originalité/valeur : A cet effet, les autorités monétaires devraient initier des mesures incitatives pour permettre aux banques secondaires de posséder la liquidité qu'elle aurait souhaitée. De plus, nous plaidons pour un recours limité des États auprès des banques pour le financement de leurs déficits.

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2023-12-30

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Article scientifique