巴塞尔协议 III》对伊斯兰银行偿付能力和信贷风险承担行为的影响

IF 2.8 3区经济学 Q2 BUSINESS, FINANCE International Journal of Islamic and Middle Eastern Finance and Management Pub Date : 2024-08-07 DOI:10.1108/imefm-05-2024-0248

Khadija Ichrak Addou, Zakaria Boulanouar, Zaheer Anwer, Afaf Bensghir, Shamsher Mohamad Ramadilli Mohammad

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引用次数: 0

摘要

本研究旨在采用创新方法，研究海湾合作委员会伊斯兰银行在《巴塞尔协议 III》法规影响下资本充足率和信用风险变化的同步影响。本方法通过研究资本充足率和信用风险之间的复杂动态及其在监管限制下的相互作用，强调了《巴塞尔协议 III》改革对维护海湾合作委员会乃至全球区域和国际金融部门稳定的极端重要性。研究结果通过研究资本充足率和信用风险之间的复杂动态及其在监管约束下的相互作用，强调了巴塞尔协议 III 改革在维护海湾合作委员会乃至全球地区和国际金融业稳定方面的极端重要性。对 26 家伊斯兰银行 2013-2021 年期间的年度报告和财务业绩进行了分析。原创性/价值研究结果有助于确定有效的战略，以管理和降低信用风险，同时加强巴塞尔协议三审慎监管下的偿付能力。政策制定者、监管机构和银行机构可以优化信用风险管理，为伊斯兰银行创造一个稳健的金融环境。

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The impact of Basel III regulations on solvency and credit risk-taking behavior of Islamic banks

Purpose

This study aims to examine the simultaneous effect of variations in the Capital Adequacy Ratio and Credit Risk of Islamic banks of the Gulf Cooperation Council under the influence of the Basel III regulations using an innovative approach.

Design/methodology/approach

This approach highlights the critical importance of the Basel III reform in preserving the stability of the regional and international financial sector in the Gulf Cooperation Council and globally by examining the complex dynamics between Capital Adequacy Ratio and Credit Risk and their interaction under regulatory constraints. The annual reports and financial performance of 26 Islamic banks were analyzed over the period 2013–2021.

Findings

The findings highlight the critical importance of the Basel III reform in preserving the stability of the regional and international financial sector in the Gulf Cooperation Council and globally by examining the complex dynamics between Capital Adequacy Ratio and Credit Risk and their interaction under regulatory constraints. The annual reports and financial performance of 26 Islamic banks were analyzed over the period 2013–2021.

Originality/value

The insights from findings help define effective strategies to manage and mitigate Credit Risk while strengthening solvency under Basel III prudential supervision. Policymakers, regulatory authorities and banking institutions can optimize the management of Credit Risk and create a robust and stable financial environment for Islamic banks.

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来源期刊

International Journal of Islamic and Middle Eastern Finance and Management Multiple-

CiteScore

5.40

自引率

10.00%

发文量

期刊介绍： The International Journal of Islamic and Middle Eastern Finance and Management (IMEFM) publishes quality and in-depth analysis on current issues within Islamic and Middle Eastern finance and management. The journal welcomes strong evidence-based empirical studies and results-focused case studies that share research in product development and clarify best practices. The title is also keen to consider work from emerging authors. IMEFM has just also accepted into Clarivate''s SSCI in 2018, and its IF will be available in summer 2019, with citations dating from 2016. The coverage includes but is not limited to: -Islamic finance: Fundamentals, trends and opportunities in Islamic Finance, Islamic banking and financial markets, Risk management, Corporate finance, Investment strategy, Islamic social finance, Financial planning, Housing finance, Legal and regulatory issues, -Islamic management: Corporate governance, Customer relationship management and service quality, Business ethics and corporate social responsibility, Management styles and strategies in Shariah environments, Labour and welfare economics, Political economy. The journal is the only title aiming to give an interdisciplinary and holistic view on Islamic finance and business management practices in order to inform these two intertwined communities.