Regulatory Capital, Default Risk and Efficiency : a Comparative Analysis between Islamic and Conventional Banks in the MENA Region

• Autorzy: Amal Bakour

Warianty tytułu

Kapitał regulacyjny, ryzyko niewypłacalności i efektywność : analiza porównawcza banków islamskich i tradycyjnych w regionie MENA

• Języki publikacji: EN

Abstrakty

EN

The main objective of this article is to study the effect of the regulatory environment on the behaviour of Islamic and conventional banks in 10 countries in the MENA region regarding the level of capital, the risk of default and banking efficiency. In other words, we seek to show the importance of the conventional and Islamic banking system in MENA countries and to assess the efficiency of these banks under the pressure of prudential regulations through a comparative analysis. Our results show that the riskiest banks are those with a high level of capital. Furthermore, the results suggest that the most profitable banks in the MENA region tend to increase their level of risk. We also find that a higher capital requirement encourages banks to take a higher risk with higher profitability. (original abstract)

Głównym powodem podjęcia badania było zainteresowanie autora studiami dotyczącymi porównania efektywności funkcjonowania bankowości islamskiej i konwencjonalnej w różnych aspektach. W celu sformułowania wniosków na temat odmienności reakcji banków islamskich i konwencjonalnych na wdrażane kapitałowe standardy makroostrożnościowe wykorzystano panel danych przestrzenno-czasowych obejmujący 97 banków (30 islamskich i 67 konwencjonalnych) w okresie 2012-2021. W analitycznej części artykułu wykorzystano modele wielorównaniowe, które zawierają zmienne opisujące procesy regulacyjne, ryzyko niewypłacalności oraz efektywność funkcjonowania banków. (skrócony abstrakt oryginalny)

Słowa kluczowe

EN

Islamic banking; Banks' efficiency; Analysis of insolvency risk; Multi-equation models; Comparative analysis

PL

Bankowość islamska; Efektywność banków; Analiza ryzyka niewypłacalności; Modele wielorównaniowe; Analiza porównawcza

• Czasopismo: Bank i Kredyt
• Rocznik: 2023
• Numer: nr 6
• Strony: 607--624

Twórcy

autor

Amal Bakour

• Manouba University, Tunisie

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