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Changing The Game; New Frame Work Of Capital Adequacy Ratio

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  • Abdelbary, Amr

Abstract

The objective of this paper is to develop a framework for measuring the capital adequacy by assessing the bank’s risks according to the basics of Basel’s norms in respect of the component of tire1&2 of capital adequacy.

Suggested Citation

  • Abdelbary, Amr, 2019. "Changing The Game; New Frame Work Of Capital Adequacy Ratio," MPRA Paper 93388, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:93388
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    File URL: https://mpra.ub.uni-muenchen.de/93388/1/MPRA_paper_93388.pdf
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    References listed on IDEAS

    as
    1. Mendoza Rufo & Rivera John Paolo R., 2017. "The Effect of Credit Risk and Capital Adequacy on the Profitability of Rural Banks in the Philippines," Scientific Annals of Economics and Business, Sciendo, vol. 64(1), pages 83-96, March.
    2. Natalia Konovalova & Snezhana Dalecka, 2016. "Analysis and evaluation of capital adequacy in Latvian banking system," Copernican Journal of Finance & Accounting, Uniwersytet Mikolaja Kopernika, vol. 5(1), pages 107-123.
    3. Miller, Merton H., 1995. "Do the M & M propositions apply to banks?," Journal of Banking & Finance, Elsevier, vol. 19(3-4), pages 483-489, June.
    4. Van Gestel, Tony & Baesens, Bart, 2008. "Credit Risk Management: Basic Concepts: Financial Risk Components, Rating Analysis, Models, Economic and Regulatory Capital," OUP Catalogue, Oxford University Press, number 9780199545117.
    Full references (including those not matched with items on IDEAS)

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    Cited by:

    1. Suha Alawi, 2019. "Relationship between Capital Requirement, Ownership Structure, and Financial Performance in Saudi Arabian Listed Companies," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 9(9), pages 1077-1090, September.

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    More about this item

    Keywords

    Capital adequacy ratio (CAR); Liquidity; Credit Risk; Loan to Deposits (LTD); Equity to Assets (ETA); Retained Earnings (RE).;
    All these keywords.

    JEL classification:

    • G2 - Financial Economics - - Financial Institutions and Services
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages

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