巴塞尔资本要求变化对非洲商业银行弹性的影响

IF 0.9 Q3 ECONOMICS

Scientific Annals of Economics and Business Pub Date : 2022-01-20 DOI:10.47743/saeb-2022-0001

Damilola Oyetade, Adefemi A. Obalade, P. Muzindutsi

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引用次数: 2

摘要

本研究以2000-2018年期间41家商业银行的面板样本为重点，研究了资本充足率对非洲商业银行在不断变化的巴塞尔协议水平(II、III和拟议的巴塞尔协议IV)下的弹性的影响。该研究为拟议的巴塞尔协议IV创建了样本代表性银行，并使用了两种衡量标准，即Z-score和camel，来捕捉银行的弹性。利用面板逻辑回归和固定效应模型，我们发现资本充足率、流动性、盈余管理效率和宏观经济条件是非洲商业银行弹性的关键决定因素。此外，遵守巴塞尔协议的银行往往不太容易受到宏观经济因素的影响。基于所有巴塞尔资本充足率对Zscore的积极和显著影响，结果表明，高水平的资本要求增加了非洲银行的弹性，资本水平较高的银行可以吸收风险敞口。

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The Impact of Changes in Basel Capital Requirements on the Resilience of African Commercial Banks

Focusing on a panel sample of 41 commercial banks over the period of 2000-2018, this study examined the effect of capital adequacy on the resilience of commercial banks in Africa under changing Basel levels (II, III, and the proposed Basel IV). The study created sample representative banks for the proposed Basel IV and used two measures, namely Z-score and CAMELS, to capture bank resilience. Using the panel logistic regression and fixed effect model, we found that capital adequacy, liquidity, earnings management efficiency, and macroeconomic conditions are key determinants of the resilience of commercial banks in Africa. Additionally, Basel compliant banks tend to be less prone to macroeconomic factors. Based on the positive and significant impact of all Basel capital ratios on Zscore, the results suggest that a high level of capital requirements increases African banks' resilience, and banks with higher capital can absorb risk exposures.

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来源期刊

Scientific Annals of Economics and Business ECONOMICS-

CiteScore

1.40

自引率

0.00%

发文量

审稿时长

10 weeks

期刊介绍： The Journal called Scientific Annals of Economics and Business (formerly Analele ştiinţifice ale Universităţii "Al.I. Cuza" din Iaşi. Ştiinţe economice / Scientific Annals of the Alexandru Ioan Cuza University of Iasi. Economic Sciences), was first published in 1954. It is published under the care of the Alexandru Ioan Cuza University, the oldest higher education institution in Romania, a place of excellence and innovation in education and research since 1860. Throughout its editorial life, the journal has been continuously improving. Renowned professors, well-known in the country and abroad, have published in this journal. The quality of the published materials is ensured both through their review by external reviewers of the institution and by the editorial staff that includes professors for each area of interest. The journal published papers in the following main sections: Accounting; Finance, Money and Banking; Management, Marketing and Communication; Microeconomics and Macroeconomics; Statistics and Econometrics; The Society of Knowledge and Business Information Systems.