Research on Financial crises and mechanisms causing them spurted the interest of actors. Nevertheless, the sudden and the extent of the disasters witnessed recently questions the ability of researchers to contain to understand their true sources. It is against this background that further investigating the underlying causes of these crises is very crucial. A number of studies (Tillmann (2005), Davis and Stone (2004)) have dealt with the role of private agents in creating financial fragility. Then, analysing private agents’ financial behaviour in terms of their malfunctioning and excessive risk taking may be a new venue of explaining recent financial crises. Our results confirm the existence of micro-mechanisms likely to be a source of shocks, suggesting the need to further involve private agents into the prevention and resolution of financial crises. Using a questionnaire-based survey of a number of banks, we point to the existence of a behaviour deficiency. This state of affairs is validated by an analysis of the ratios inspired by the works of Miotti and Plihon (2001), followed by an application of Sinkey and Blasko’s model (2006).We found out that agents with a deficient behaviour tend are associated with a high risk level, and higher deficiency probability.