أثر التحديات المالية على البنوك لمواجهة متطلبات معايير بازل IV : دراسة مطبقة على البنك الأهلي التجاري في المملكة العربية السعودية

Abstract EN

The study Aimed to know the impact of financial challenging facing the banks to implementation Basel IV capital requirements.

The study was based on descriptive approach in determining the facts and information about the subject of the study as well as SPSS analysis using several indicators to analysis impact capital adequacy ratio as independent variable, ratios measures invest in loan, ratios measures credit risk volume, ratios measures credit risk hedge as the dependent variables.

Analysis the main hypothesis of statistic relationship between the impacts of Banks’ financial challenging of applying the requirement of Basel IV through the sub hypotheses 1- First null hypothesis Capital adequacy requirement of Basel IV control Banks’ lending as protection of credits it risk.

2- Second null hypothesis that capital adequacy of Basel TV more agree with credit risks volume 3- Third null hypothesis is capital adequacy of Basel IV increases the credit risk hedge.

The study’s findings: 1 - The stability of capital adequacy ratio reflected an increase of lending by the bank.

2- The capital adequacy requirement not agree with credit risk volume at applying Basel 2 and 3 caused by Banks strategy of credit quality as the hank moving toward expansion in loan investment , as the ratios showed credit default and withdrew on short term as high percentage to total loans.

3- an increase of capital adequacy ratio of Basel IV will increases the credit risks hedge, which increases the ability of Financial risk absorbance, and financial crisis at global level, the bank Alahli‘s capital adequacy ratio showed high level at early stage of implementing Basel3 as increase the soundness of the bank and the reliability which assist the banks strategy on loan’s expansion and acceptance off high risk.

4- Applying of Basel IV does not affect the Alahli bank significant on computing Asset weight risk due to relay on Standard approach rather than internal rate approach however, it requires an increase of the minimum requirement of capital and buffers The study’s recommends: 1- The Bank Alahli need to improve the credit quality due to increases of credit defaults at short term which impact on the profit returns with moderate inverse relationship.

2- Accepting asset class that weight low risk, and reduces assets that with high risk rate as make the bank carry the risk as afford them loans which impact on considering the minimum requirement of capital to cover the assets weight risk.

3- Applying Basel IV requires increase’s the minimum capital requirement however, the bank could mitigate the impact by improving management of credit risk and avoid credit with high weight that hank Incur to cover risk from capital.

4- Applying Basel IV needs strategies to manage credit risk which helps to reduces of the impact on the bank.