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تأثير المخاطرة السوقية على معدلات التعثر في السداد
Other Title(s)
The impact of market risk on default rates
Joint Authors
البناء، زينب مكي محمود
الخفاجي، مريم حفظي حمزة
Source
المجلة العراقية للعلوم الإدارية
Issue
Vol. 15, Issue 62 (31 Dec. 2019), pp.160-189, 30 p.
Publisher
University of Karbala College of Management and Economics
Publication Date
2019-12-31
Country of Publication
Iraq
No. of Pages
30
Main Subjects
Topics
- Finance
- Financial statements
- Risk management
- Statistics
- Statistical inference
- Middle East
- Central banks
- Hypothesis
- Credit risk
- Gaussian distribution
- Market Risk
Abstract EN
The measure of market risk is the potential loss to banks, which is now used as a tool to measure, manage and control the market risk that can be faced by the bank.
As we know, the ultimate goal of banks is to increase profitability and reduce the loss that can be exposed, This study has been linked to the concept of market risk by default in repayment due to the importance of the role of credit in achieving the objectives of the bank in the long term.
The study adopted in its application on a set of reports and financial statements published for a group of banks listed in the Iraqi market for securities (8) banks (Bank of Baghdad, Commercial Bank of Iraq, Middle East Bank, Iraqi Investment Bank, Iraqi National Bank, Credit Bank, Sumer Commercial Bank, Gulf Commercial Bank).
The study used a set of financial and statistical means to achieve its objectives.
The study was used to verify the normal distribution of data (Kolmogorov-Smirnov) and found that it is subject to normal distribution.
The study also used the analysis of correlation and regression of the study variables and hypothesis testing using a set of statistical methods.
The study reached a number of conclusions, the most important of which is the ence of a relationship of significant statistical significance and correlation between market risk, default rates and market risk.
The study presented a number of recommendations, the most important of which is the need for the management of banks to study the risks other than market risks such as credit risk, financial risks, etc.
, and their impact on default rates.
American Psychological Association (APA)
البناء، زينب مكي محمود والخفاجي، مريم حفظي حمزة. 2019. تأثير المخاطرة السوقية على معدلات التعثر في السداد. المجلة العراقية للعلوم الإدارية،مج. 15، ع. 62، ص ص. 160-189.
https://search.emarefa.net/detail/BIM-1112166
Modern Language Association (MLA)
البناء، زينب مكي محمود والخفاجي، مريم حفظي حمزة. تأثير المخاطرة السوقية على معدلات التعثر في السداد. المجلة العراقية للعلوم الإدارية مج. 15، ع. 62 (2019)، ص ص. 160-189.
https://search.emarefa.net/detail/BIM-1112166
American Medical Association (AMA)
البناء، زينب مكي محمود والخفاجي، مريم حفظي حمزة. تأثير المخاطرة السوقية على معدلات التعثر في السداد. المجلة العراقية للعلوم الإدارية. 2019. مج. 15، ع. 62، ص ص. 160-189.
https://search.emarefa.net/detail/BIM-1112166
Data Type
Journal Articles
Language
Arabic
Notes
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Record ID
BIM-1112166