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Impact de la composition du conseil d'administration sur le risque de crédit bancaire: cas des banques togolaises

( Télécharger le fichier original )
par Constant Patrice A. KODJA ADJOVI
ESG Paris en partenariat avec ESGIS Togo - MBA gestion des entreprises option management financier 2010
  

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ANNEXES

Annexe n°1 : BANQUES TOGOLAISES AGREES AU 31 DECEMBRE 2009 DANS L'UEMOA

IMMATRI-CULATION

DESIGNATION

SIGLE

DATE D'AGREMENT

MONTANT DU CAPITAL (a)

REPARTITION DU CAPITAL (a)

TOTAL BILAN (*)

RESEAUX (**)

NOMBRE DE COMPTES

EFFECTIFS

NATIONAUX

NON NATIONAUX

CADRES

EMPLOYES

TOTAL

ETAT

PRIVES

T 0055 T

Ecobank-Togo

ECOBANK

25/02/1988

5 000

262

638

4 100

176 988

134

86 560

145

136

281

T 0009 T

Union Togolaise de Banque

UTB

25/04/1977

5 000

5 000

0

0

122 242

22

99 917

26

220

246

T 0024 K

Banque Togolaise pour le Commerce et l'Industrie

BTCI

16/04/1974

1 700

1 449

251

0

130 246

9

44 212

113

121

234

T0005 P

Banque International pour l'Afrique au Togo

BIA-TOGO

01/12/165

4 781

2 877

704

1 200

67 939

9

24 258

49

67

116

T 0014 Z

Banque Togolaise de Développement

BTD

01/06/1967

6 130

3 784

100

2 246

69 101

0

0

0

0

0

T 0151 Y

Banque Populaire pour l'Epargne et le Crédit

BPEC

04/12/2007

3 000

970

1 805

225

33 207

28

428 337

41

113

154

T 0138 J

Banque Atlantique Togo

BA-TOGO

21/09/2005

5 000

0

4 986

14

50 016

13

19 552

55

71

126

T 0110 K

Financial Bank-Togo

FINANCIAL-TOGO

08/11/2004

3 500

0

3 500

0

22 186

2

2 915

19

31

50

T 0133 D

Banque Sahélo-Saharienne pour l'Investissement et le Commerce-Togo

BSIC-TOGO

02/08/2005

8 067

0

0

8 067

21 054

9

5 162

35

48

83

T 0126 W

Banque Régionale de Solidarité du Togo

BRS-TOGO

13/05/2005

2 000

0

0

2 000

4 843

2

5 716

15

20

35

T 0027 N

Société Interafricaine de Banque

SIAB

26/01/1977

2 807

393

0

2 414

5 961

1

3 984

17

30

47

 

TOTAL

 
 

46 985

14 735

11 984

20 266

703 783

134

720 613

515

857

1372

Source : Auteur ; pris de l'annexe II.8.1 du rapport annuel 2009 de la Commission Bancaire

(a) : Montants en millions de FCFA

(*) : Données provisoires

(**) : Nombre d'Agences et de Bureaux constituant le réseau

ESTIMATIONS DU RISQUE DE CREDIT BANCAIRE AVEC LE LOGICIEL STATA 9.0

Annexe n°2: Test de spécification de Hausman (1978)

. . tsset banks annee

panel variable: banks, 1 to 5

time variable: annee, 1996 to 2007

. xtreg riscr1 tailca adinst adetr adetat adetp dual cap taille age

Random-effects GLS regression Number of obs = 60

Group variable (i): banks Number of groups = 5

R-sq: within = 0.3480 Obs per group: min = 12

between = 0.9790 avg = 12.0

overall = 0.6915 max = 12

Random effects u_i ~ Gaussian Wald chi2(9) = 112.06

corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000

------------------------------------------------------------------------------

riscr1 | Coef. Std. Err. z P>|z| [95% Conf. Interval]

-------------+----------------------------------------------------------------

tailca | -.0512384 .0290561 -1.76 0.078 -.1081873 .0057104

adinst | -1.279852 .4367811 -2.93 0.003 -2.135928 -.4237773

adetr | -1.100162 .4659423 -2.36 0.018 -2.013393 -.1869324

adetat | -1.289513 .4369094 -2.95 0.003 -2.145839 -.4331862

adetp | -.5749484 .4527139 -1.27 0.204 -1.462251 .3123545

dual | .0208056 .1347997 0.15 0.877 -.243397 .2850083

cap | 1.56945 .3757596 4.18 0.000 .8329744 2.305925

taille | -.5590517 .1082187 -5.17 0.000 -.7711564 -.346947

age | .007827 .0050552 1.55 0.122 -.0020811 .017735

_cons | 8.136268 1.492494 5.45 0.000 5.211035 11.0615

-------------+----------------------------------------------------------------

sigma_u | 0

sigma_e | .19805572

rho | 0 (fraction of variance due to u_i)

------------------------------------------------------------------------------

xtreg riscr2 tailca adinst adetr adetat adetp dual cap taille age

Random-effects GLS regression Number of obs = 60

Group variable (i): banks Number of groups = 5

R-sq: within = 0.2808 Obs per group: min = 12

between = 0.9888 avg = 12.0

overall = 0.6606 max = 12

Random effects u_i ~ Gaussian Wald chi2(9) = 97.32

corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000

------------------------------------------------------------------------------

riscr2 | Coef. Std. Err. z P>|z| [95% Conf. Interval]

-------------+----------------------------------------------------------------

tailca | -.0213516 .0131908 -1.62 0.106 -.0472051 .0045018

adinst | -.549393 .1982885 -2.77 0.006 -.9380313 -.1607547

adetr | -.4311904 .211527 -2.04 0.042 -.8457757 -.0166051

adetat | -.4489769 .1983467 -2.26 0.024 -.8377293 -.0602245

adetp | -.0295633 .2055216 -0.14 0.886 -.4323782 .3732516

dual | .0403793 .0611959 0.66 0.509 -.0795625 .1603212

cap | .0537696 .1705861 0.32 0.753 -.2805731 .3881122

taille | -.1715122 .0491288 -3.49 0.000 -.2678028 -.0752216

age | .0066677 .002295 2.91 0.004 .0021697 .0111657

_cons | 2.872796 .6775575 4.24 0.000 1.544807 4.200784

-------------+----------------------------------------------------------------

sigma_u | 0

sigma_e | .09499421

rho | 0 (fraction of variance due to u_i)

------------------------------------------------------------------------------

xtreg riscr1 tailca adinst adetr adetat adetp dual cap taille age, fe

Fixed-effects (within) regression Number of obs = 60

Group variable (i): banks Number of groups = 5

R-sq: within = 0.4584 Obs per group: min = 12

between = 0.0056 avg = 12.0

overall = 0.0983 max = 12

F(9,46) = 4.33

corr(u_i, Xb) = -0.4959 Prob > F = 0.0004

------------------------------------------------------------------------------

riscr1 | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

tailca | -.0305157 .029854 -1.02 0.312 -.0906087 .0295772

adinst | -1.480499 .4798472 -3.09 0.003 -2.446381 -.5146164

adetr | -1.087889 .4670694 -2.33 0.024 -2.028051 -.1477269

adetat | -.6749339 .4641878 -1.45 0.153 -1.609296 .2594276

adetp | -.1569229 .6067245 -0.26 0.797 -1.378196 1.06435

dual | -.0821501 .1481443 -0.55 0.582 -.380349 .2160489

cap | 1.500715 .4838966 3.10 0.003 .5266819 2.474749

taille | -.3016055 .2319797 -1.30 0.200 -.7685564 .1653453

age | -.0132308 .019025 -0.70 0.490 -.0515261 .0250645

_cons | 5.56022 2.249148 2.47 0.017 1.03292 10.08752

-------------+----------------------------------------------------------------

sigma_u | .36389134

sigma_e | .19805572

rho | .77146708 (fraction of variance due to u_i)

------------------------------------------------------------------------------

F test that all u_i=0: F(4, 46) = 2.89 Prob > F = 0.0325

. estimates store fixe

xtreg riscr1 tailca adinst adetr adetat adetp dual cap taille age, re

Random-effects GLS regression Number of obs = 60

Group variable (i): banks Number of groups = 5

R-sq: within = 0.3480 Obs per group: min = 12

between = 0.9790 avg = 12.0

overall = 0.6915 max = 12

Random effects u_i ~ Gaussian Wald chi2(9) = 112.06

corr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000

------------------------------------------------------------------------------

riscr1 | Coef. Std. Err. z P>|z| [95% Conf. Interval]

-------------+----------------------------------------------------------------

tailca | -.0512384 .0290561 -1.76 0.078 -.1081873 .0057104

adinst | -1.279852 .4367811 -2.93 0.003 -2.135928 -.4237773

adetr | -1.100162 .4659423 -2.36 0.018 -2.013393 -.1869324

adetat | -1.289513 .4369094 -2.95 0.003 -2.145839 -.4331862

adetp | -.5749484 .4527139 -1.27 0.204 -1.462251 .3123545

dual | .0208056 .1347997 0.15 0.877 -.243397 .2850083

cap | 1.56945 .3757596 4.18 0.000 .8329744 2.305925

taille | -.5590517 .1082187 -5.17 0.000 -.7711564 -.346947

age | .007827 .0050552 1.55 0.122 -.0020811 .017735

_cons | 8.136268 1.492494 5.45 0.000 5.211035 11.0615

-------------+----------------------------------------------------------------

sigma_u | 0

sigma_e | .19805572

rho | 0 (fraction of variance due to u_i)

------------------------------------------------------------------------------

hausman fixe

---- Coefficients ----

| (b) (B) (b-B) sqrt(diag(V_b-V_B))

| fixe . Difference S.E.

-------------+----------------------------------------------------------------

tailca | -.0305157 -.0512384 .0207227 .0068561

adinst | -1.480499 -1.279852 -.2006463 .1986848

adetr | -1.087889 -1.100162 .0122736 .0324291

adetat | -.6749339 -1.289513 .6145789 .1567817

adetp | -.1569229 -.5749484 .4180255 .4039366

dual | -.0821501 .0208056 -.1029557 .0614472

cap | 1.500715 1.56945 -.0687343 .3048945

taille | -.3016055 -.5590517 .2574462 .2051908

age | -.0132308 .007827 -.0210578 .018341

------------------------------------------------------------------------------

b = consistent under Ho and Ha; obtained from xtreg

B = inconsistent under Ha, efficient under Ho; obtained from xtreg

Test: Ho: difference in coefficients not systematic

chi2(9) = (b-B)'[(V_b-V_B)^(-1)](b-B)

= 12.03

Prob>chi2 = 0.2116

(V_b-V_B is not positive definite)

Annexe n°3 : Deuxième étape: Analyse des statistiques descriptive des variables

. sum riscr1 riscr2 tailca adinst adetr adetat adetp dual cap taille age

Variable | Obs Mean Std. Dev. Min Max

-------------+--------------------------------------------------------

riscr1 | 60 .9119199 .3521465 .3488854 1.856353

riscr2 | 60 .6125846 .1524224 .2717985 .8652195

tailca | 60 7.4 1.993209 4 11

adinst | 60 .3422697 .242447 0 .875

adetr | 60 .1933748 .1961442 0 .6

-------------+--------------------------------------------------------

adetat | 60 .3138438 .2291255 0 .75

adetp | 60 .1092021 .1526177 0 .5

dual | 60 .0666667 .2515489 0 1

cap | 60 .0932755 .1129694 -.2636113 .3240028

taille | 60 10.86249 .3876808 9.994699 11.62354

-------------+--------------------------------------------------------

age | 60 25.3 10.38627 8 42

Annexe n°4 : Matrice de corrélation entre les variables de l'étude

| riscr1 riscr2 tailca adinst adetr adetat adetp dual cap taille age

-------------+---------------------------------------------------------------------------------------------------

riscr1 | 1.0000

riscr2 | 0.7394 1.0000

tailca | 0.3645 0.0842 1.0000

adinst | -0.1622 -0.6020 0.2466 1.0000

adetr | 0.1336 0.2027 0.5264 -0.2199 1.0000

adetat | -0.0018 0.0892 -0.6438 -0.3701 -0.6318 1.0000

adetp | -0.0037 0.3720 -0.1942 -0.5836 -0.1908 0.1058 1.0000

dual | -0.0521 0.0434 -0.0541 -0.1026 -0.2166 0.0509 0.3117 1.0000

cap | 0.5142 0.0052 0.3997 0.3280 -0.0846 -0.0266 -0.2424 -0.1213 1.0000

taille | -0.5641 -0.2372 -0.4896 -0.1623 -0.0558 -0.0544 0.3301 0.0579 -0.3317 1.0000

age | 0.5564 0.5175 0.4510 -0.2760 0.6027 -0.2478 -0.1413 -0.3840 0.3410 -0.2817 1.0000

Annexe n°5 : Résultat des estimations avec la commande « reg »

reg riscr1 tailca adinst adetr adetat adetp dual cap taille age

Source | SS df MS Number of obs = 60

-------------+------------------------------ F( 9, 50) = 12.45

Model | 5.05906457 9 .562118285 Prob > F = 0.0000

Residual | 2.25735691 50 .045147138 R-squared = 0.6915

-------------+------------------------------ Adj R-squared = 0.6359

Total | 7.31642147 59 .124007144 Root MSE = .21248

------------------------------------------------------------------------------

riscr1 | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

tailca | -.0512384 .0290561 -1.76 0.084 -.1095992 .0071224

adinst | -1.279852 .4367811 -2.93 0.005 -2.157153 -.4025519

adetr | -1.100162 .4659423 -2.36 0.022 -2.036035 -.1642899

adetat | -1.289513 .4369094 -2.95 0.005 -2.167071 -.4119545

adetp | -.5749484 .4527139 -1.27 0.210 -1.484251 .3343542

dual | .0208056 .1347997 0.15 0.878 -.2499476 .2915589

cap | 1.56945 .3757596 4.18 0.000 .8147143 2.324185

taille | -.5590517 .1082187 -5.17 0.000 -.7764153 -.3416881

age | .007827 .0050552 1.55 0.128 -.0023267 .0179807

_cons | 8.136268 1.492494 5.45 0.000 5.138507 11.13403

------------------------------------------------------------------------------

reg riscr2 tailca adinst adetr adetat adetp dual cap taille age

Source | SS df MS Number of obs = 60

-------------+------------------------------ F( 9, 50) = 10.81

Model | .905493492 9 .100610388 Prob > F = 0.0000

Residual | .465229835 50 .009304597 R-squared = 0.6606

-------------+------------------------------ Adj R-squared = 0.5995

Total | 1.37072333 59 .023232599 Root MSE = .09646

------------------------------------------------------------------------------

riscr2 | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

tailca | -.0213516 .0131908 -1.62 0.112 -.0478461 .0051428

adinst | -.549393 .1982885 -2.77 0.008 -.9476671 -.1511189

adetr | -.4311904 .211527 -2.04 0.047 -.8560549 -.0063259

adetat | -.4489769 .1983467 -2.26 0.028 -.847368 -.0505858

adetp | -.0295633 .2055216 -0.14 0.886 -.4423656 .383239

dual | .0403793 .0611959 0.66 0.512 -.0825364 .163295

cap | .0537696 .1705861 0.32 0.754 -.2888627 .3964019

taille | -.1715122 .0491288 -3.49 0.001 -.2701903 -.0728342

age | .0066677 .002295 2.91 0.005 .0020582 .0112773

_cons | 2.872796 .6775575 4.24 0.000 1.511881 4.23371

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Bitcoin is a swarm of cyber hornets serving the goddess of wisdom, feeding on the fire of truth, exponentially growing ever smarter, faster, and stronger behind a wall of encrypted energy

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