ANNEXES
Annexe n°1 : BANQUES TOGOLAISES AGREES AU 31
DECEMBRE 2009 DANS L'UEMOA
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IMMATRI-CULATION
|
DESIGNATION
|
SIGLE
|
DATE D'AGREMENT
|
MONTANT DU CAPITAL (a)
|
REPARTITION DU CAPITAL (a)
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TOTAL BILAN (*)
|
RESEAUX (**)
|
NOMBRE DE COMPTES
|
EFFECTIFS
|
|
NATIONAUX
|
NON NATIONAUX
|
CADRES
|
EMPLOYES
|
TOTAL
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|
ETAT
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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
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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
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Société Interafricaine de Banque
|
SIAB
|
26/01/1977
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2 807
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393
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0
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2 414
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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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