ABSTRACT

We measure the systemic risk of the Tunisian financial system around the revolution period by the use of covar method and to test its ability to predict the future unemployment rate. Our findings show that public systemic banks kept their ranks before and after revolution. Conversely, private bank classification is partially reversed between the two periods. The top five ranks remain occupied by two public banks and the three largest private ones in terms of size, capitalization, efficiency and loans’ activities. Otherwise, the global Tunisian systemic risk seems not to be able yet to predict the future unemployment rate evolution..

中文翻译：

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重新审视政治冲击期间的系统性风险及其对失业的影响：来自突尼斯的证据

摘要

我们通过使用 covar 方法来衡量革命时期突尼斯金融体系的系统性风险，并测试其预测未来失业率的能力。我们的研究结果表明，公共系统性银行在革命前后都保持着自己的地位。相反，私人银行分类在两个时期之间部分颠倒。在规模、资本、效率和贷款活动方面，前五名仍然由两家公共银行和三家最大的私营银行占据。否则，全球突尼斯系统性风险似乎还无法预测未来失业率的演变。