Bank risk and performance in the MENA region: The importance of capital requirements

被引：96

作者：

Bitar, Mohammad ^{[1
]}

Saad, Wadad ^{[2
]}

Benlemlih, Mohammed ^{[3
]}

机构：

[1] Concordia Univ, John Molson Sch Business, David OBrien Ctr Sustainable Enterprise, 1455 Blvd Maisonneuve West, Montreal, PQ H3G 1M8, Canada

[2] Lebanese Univ, Fac Business Adm & Econ, Beirut, Lebanon

[3] Univ Grenoble Alpes, CNRS, CERAG, BP 47, F-38040 Grenoble 9, France

来源：

ECONOMIC SYSTEMS | 2016年 / 40卷 / 03期

关键词：

Basel capital; Too-big-to-fail; Arab Spring; Risk; Efficiency; Profitability; EMPIRICAL-EVIDENCE; EFFICIENCY; IMPACT; SUPERVISION; DIVERSIFICATION; REGULATIONS; COMPETITION; BEHAVIOR; MODEL; RUNS;

D O I：

10.1016/j.ecosys.2015.12.001

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper benefits from various risk- and non-risk-based regulatory capital ratios and examines their impact on bank risk and performance in the Middle East and North Africa (MENA) region. Our findings suggest that compliance with the Basel capital requirements enhances bank protection against risk, and improves efficiency and profitability. The impact of capital requirements on bank performance is more pronounced for too-big-to fail banks, banks in periods of crisis and banks in countries with good governance. The results are also robust when controlling for the Arab Spring transition period. Finally, endogeneity checks, alternative risk and performance measures, a principal component analysis and other estimation techniques confirm our findings. (C) 2016 Elsevier B.V. All rights reserved.

引用

页码：398 / 421

页数：24

共 62 条

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