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The Sufficiency of Liquidity Risk Measures for Decision Making in Syrian Private Banks - An Empirical Study

مدى كفاية مقاييس مخاطر السيولة لاتخاذ القرارات في المصارف الخاصة السورية - دراسة تطبيقية

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 Publication date 2017
  fields Economy
and research's language is العربية
 Created by Shamra Editor




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This research aims to know the adequacy of liquidity risks issued by the Central Bank of Syria, which it uses in its supervision of banks operating in Syria and their contribution to the administrative decision-making process.



References used
a. Rose and Hudgins, bank management and financial services
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Liquidity is considered to be one of the most important subject in the banking sector because it’s the key to maintain a secure financial position and it’s the main mean to gain the customer and depositor trust, and meet any obligation that might c ome up. In this paper we study effect of the liquidity and risk on the Syrian private bank’s profitability and the nature of this effect, to achieve this object we choose ten financial ratios for a sample of ten commercial banks between 2008 – 2014. The data have been basically collected from the financial statements of the studied banks. To analyze the research data we use one of the Panel Data Models which is the Fixed Effects Model. The data have been analyzed by using EViews 7. We conclude that the liquidity ratio have a significant negative effect on the bank’s profitability. liquidity risk have a significant positive effect on the profitability ratio .
Credit risk management is one of the important topics in the banking sector and it is considered As an essential and decisive and proactive factor to reduce losses and earn an acceptable level of return to its shareholders. The objective of researc h to study the impact of credit risk management on the rate of return on equity in private banks in Syria and the nature of this effect. To achieve the goal of the search a Convenience sample was selected from private banks in Syria for which financial reports and risk management reports were available. The search results showed There is no statistically significant relationship between credit risk management and rate of return on equity in private banks in Syria in that time period At a significant level of 5% . but there is a statistically significant relationship between credit risk management and return on equity if the hypothesis is tested at a significant level of 10%. The results also showed a statistically significant relationship between the rate of non-performing loans and the rate of return on equity , And The capital adequacy ratio negatively affects the rate of return on equity.
This study aims to clarify the concept of profitability and liquidity at the Islamic Banks, and discuss how the liquidity affects the Islamic banks profitability. In order to achieve these objectives, the researcher, after presenting the theoreti cal framework for the study, conducts a case study of the Islamic banks working in Syria (Albaraka- Syria Bank, Cham Bank, Syria International Islamic Bank), and conducts an appropriate statistical test to show the relationship between the liquidity and profitability (measured by ROA) of those Islamic banks. The researcher depends on the financial statements in the reports published by Islamic banks, using the statistical program SPSS 18 to get the results of this test. This study concluded that: there is no a significant relationship between Islamic banks liquidity and profitability, although they have high liquidity ratios, and low return on assets in general.
This study aims to recognize the determinants of capital adequacy in Syrian private banks listed in Damascus stock exchange. Through review of main theoretical and empirical research, six factors were chosen such as: credit risk, interest rate ris k, liquidity risk, leverage risk, bank size and profitability. Analysis of data which was extracted from financial semi- annual reports of these banks was performed using multiple linear regression. The results showed inverse correlation between credit risk, interest rate risk and capital adequacy ratio. This study also confirms positive relationship between leverage risk and capital adequacy ratio. On the other hand, the size of the bank and its profitability does not seem to have essential role in determining capital adequacy ratio in Syrian private banks.
This research aims to study the problem of liquidity excess، so it considers from the important problem that is facing the Islamic banks especially in this obstacles: 1- Modernity time of Islamic banks. 2- littleness of financial tools that used to manage the liquidity in Islamic banks. 3- Nonexistence Law are fitting with targets and field of activity of Islamic banks. And It is done that through knowing the liquidity in these banks and the tools used to manage the liquidity، inside to the best Islamic financial tools that Islamic banks are able to use in manage the liquidity.

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