Revue des sciences commerciales et de gestion
Volume 20, Numéro 1, Pages 11-30
2024-12-31

Developing A Financial Stability Index : Case Of Algeria.



Authors : Hamlaoui Safa .

Abstract

This article aims to develop a financial stability index that considers the distinctive features of the Algerian banking industry. Following the global financial crisis of 2007–2009, it became clear that financial stability needed to be given more thought. Determining how to quantify this intricate phenomenon has so become essential. This work outlines the weighting technique to be employed, which is principal component analysis, to create the financial stability index of the Algerian financial system, which is based on nineteen balance sheets, macroeconomic, and macroeconomic financial indicators for the 2010–2022 study period. These indicators comprise five sub-indices: susceptibility, financial development, profitability, liquidity, and financial strength. We were able to recommend an ISF for Algeria as a result of this work. This result is consistent with the first sub-index of vulnerability hurting our financial stability index and the other sub-indices acting similarly to our financial stability index.

Keywords

Financial stability ; Algeria ; Index of financial stability ; FSI ; Financial system ; Principal Component Analysis

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