Int. J. Corporate Governance, Vol. 9, No. 1, 2018 23
Copyright © 2018 Inderscience Enterprises Ltd.
Corporate governance and systemic risk of Tunisian
banks
Aymen Mselmi*
Faculty of Economics and Management Tunis-el Manar,
Department of Finance,
University of Tunis el MANAR (UTM),
B.P 248, El Manar II, 2092 Tunis, Tunisia
Email: mselmiaymen@gmail.com
*Corresponding author
Boutheina Regaieg
Faculty of Law, Economics and Management,
Department of Finance,
Jendouba, University of Jendouba (UJ),
Avenue U.M.A, 8189 Jendouba, Tunisia
Email: b.regaieg@yahoo.fr
Abstract: This paper studies the relationship between systemic risk measures
and internal governance mechanisms of banking institutions and managers’
entrenchment level. Our study examines a sample of 11 Tunisian listed banks
over the 2006 to 2013 period. The aim is to determine systemic banks, the main
governance internal mechanisms and managers’ entrenchment level that
contributed to attenuating or amplifying individual and overall systemic risk.
The empirical results indicate that the internal governance mechanisms of
banking institutions are positively associated with the long run marginal
expected shortfall (LRMES), and that the presence of a risk management
committee has no effect on the level of systemic risk incurred by banks.
However, the regression on the LRMES and the firm’s percentage of financial
sector shortfall reveals that the respect of the norms of governance of the
banking institutions leads to the minimisation of the individual contribution of
the banks to the overall systemic risk of the Tunisian banking sector.
Keywords: corporate governance; entrenchment; financial performance;
systemic risk.
Reference to this paper should be made as follows: Mselmi, A. and
Regaieg, B. (2018) ‘Corporate governance and systemic risk of Tunisian
banks’, Int. J. Corporate Governance, Vol. 9, No. 1, pp.23–51.
Biographical notes: Aymen Mselmi is a PhD in Finance at the University
of Tunis el Manar (UTM). Actually, he is the Director of the University
of Monptlaisir Tunis (UMT). His research interests focus on the corporate
governance, banking performance and risk management and in particular
systemic risk. Currently, he teaches financial management, financial markets
and assets valuation, long-term financial decisions, banks and financial