أثر تقلبات سعر الصرف في كفاءة رأس المال للبنوك التجارية اليمنية : دراسة تطبيقية (2008-2017 م)‎

Abstract EN

The study aimed to identify the effect of currency exchange rate fluctuations on the capital adequacy of Yemeni commercial banks.

this study used control variables : credit risk, liquidity risk, and profitability index, depend on the capital adequacy indicators, which are the equity to assets ratio and the capital adequacy ratio according to Basel I during the period from 2008 to 2017.

population included Yemeni commercial banks, four banks.

in order to achieve the objectives of the study, the descriptive-analytical method of research was adopted, and we used simple and multiple linear regression models for data analysis and validation of the study hypotheses.

after that, the study has found the following results before insert control variables : there is a negative correlation, but not statistically significant, between exchange rate fluctuations and the equity to assets ratio, also negative correlation between the liquidity risk and capital adequacy indicators but statistically significant while there is a positive correlation between exchange rate fluctuations and the capital adequacy ratio according to Basel I, but not statistically significant, between the credit risk and the equity to assets ratio at also between the profitability index and capital adequacy indicators.