Effect of the determinants of capital adequacy in the degree of Bank Hedging of Syrian commercial banks


Abstract in English

The objective of this study is to determine the determinants of capital adequacy affecting the degree of bank hedging of Syrian commercial banks, and to develop a standard model based on the financial analysis of the published financial statements of the Syrian banks. by analyzing the financial data of the study variables such as liquidity risk, credit risk, Interest rate risk, return on Equity, return on total assets, revenues power, for all 11 listed banks on the DSE over a period of time extending from 2011 to 2015, and making recommendations that help manage These banks on the development of the banking performance. Where the method used statistical analysis known as (Panel Data) by applying the following model yit = αi + β Xit +εit The study showed a statistically significant relationship between the degree of bank hedging on the one hand and the liquidity risk (LR), credit risk (CR), capital risk (CPR) and interest rate risk (IR) on the other hand. The study showed that there is no statistically significant relationship between the degree of bank hedging on the one hand and return on Equity (ROE) and return on total assets (ROA) and the revenues power (RP). The study recommended the adoption of banking policies that contribute to the achievement of bank hedging, in addition to following the behavior of the studied variables in view of their impact on the degree of bank hedging. Moreover, using the estimation equation because of its role in showing the impact of financial conditions on banking on the degree of bank hedging.

References used

اسلامبولي، مرام. 2010. استخدام مؤشرات لجنة بازل في رقابة المصرف المركزي على المصارف السورية. رسالة دكتوره، جامعة دمشق، كلية الاقتصاد، سورية.

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