[ Gestion du risque de liquidité : Problématique du comportement de la clientèle bancaire marocaine ]
Volume 18, Issue 2, October 2015, Pages 285–296
Y. REGRAGUI1 and Y. AL MERIOUH2
1 Université Abdelmalek Essaâdi, Groupe de Recherche en Management et Systèmes d'information, ENCG de Tanger, Maroc
2 Université Abdelmalek Essaâdi, Groupe de Recherche en Management et Systèmes d'information, ENCG de Tanger, Maroc
Original language: French
Copyright © 2015 ISSR Journals. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
The behavior of bank customers is a major issue of asset liability management banking and is one of the latest recommendations of the Basel Committee with a view to better risk management. The study we propose is modeling the behavior of bank customers is especially for customer deposits ''firms'' of a Moroccan commercial bank. The data on which we have worked are taken from the summary statements (balance sheet), in order to determine the portion of these deposits, stable in function of time that the bank could use to grant loans minimizing the risk of transformation and liquidity. We therefore conclude the depositors businesses, from these results, have no visible financial behavior towards their Demand deposits. This conclusion will allow the bank not to take into account the factor of short-term interest rates as affecting the volume of available current accounts.
Author Keywords: Sight deposits, Asset-liability Management, models of Selvaggio, conventions of flow, modeling.
Volume 18, Issue 2, October 2015, Pages 285–296
Y. REGRAGUI1 and Y. AL MERIOUH2
1 Université Abdelmalek Essaâdi, Groupe de Recherche en Management et Systèmes d'information, ENCG de Tanger, Maroc
2 Université Abdelmalek Essaâdi, Groupe de Recherche en Management et Systèmes d'information, ENCG de Tanger, Maroc
Original language: French
Copyright © 2015 ISSR Journals. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Abstract
The behavior of bank customers is a major issue of asset liability management banking and is one of the latest recommendations of the Basel Committee with a view to better risk management. The study we propose is modeling the behavior of bank customers is especially for customer deposits ''firms'' of a Moroccan commercial bank. The data on which we have worked are taken from the summary statements (balance sheet), in order to determine the portion of these deposits, stable in function of time that the bank could use to grant loans minimizing the risk of transformation and liquidity. We therefore conclude the depositors businesses, from these results, have no visible financial behavior towards their Demand deposits. This conclusion will allow the bank not to take into account the factor of short-term interest rates as affecting the volume of available current accounts.
Author Keywords: Sight deposits, Asset-liability Management, models of Selvaggio, conventions of flow, modeling.
Abstract: (french)
Le comportement de la clientèle bancaire est un enjeu majeur de la gestion actif /passif bancaire et fait partie des recommandations les plus récentes du Comité de Bâle en vue d'une meilleure gestion des risques. L'étude que nous proposons est une modélisation du comportement de la clientèle bancaire est plus particulièrement les Dépôts à vue de la clientèle « entreprises » d'une banque commerciale marocaine. Les données sur lesquelles nous avons travaillé sont issues des états de synthèse (Bilan), dans le but de déterminer la partie de ces dépôts, stable en fonction du temps que la banque pourrait utiliser pour octroyer des crédits en minimisant le risque de transformation et de liquidité. Nous concluons donc que les entreprises déposantes, à partir de ces résultats, n'ont pas de comportement financier visible à l'égard de leurs Dépôts à vue. Cette conclusion permettra à la banque de ne pas prendre en considération le facteur taux d'intérêt à court terme comme étant influent sur le volume disponible des comptes à vue.
Author Keywords: Dépôts à vue, Gestion Actif- Passif, modèle de Selvaggio, conventions d'écoulement, modélisation.
How to Cite this Article
Y. REGRAGUI and Y. AL MERIOUH, “Risk management of liquidity: Problematic of the behavior of the Moroccan banking customers,” International Journal of Innovation and Scientific Research, vol. 18, no. 2, pp. 285–296, October 2015.
