GRM 2010 GRM 2011

Abstract Details

 
AUTHOR NAME
 
Family Name:
HRAZE
 
First Name:
Sufian
 
ABSTRACT OF PAPER
 
Title of Paper:
Performance Analysis of the GCC Banking Institutions: A Risk Management Approach
 
Paper Proposal Text :
1. Preface:
Analyzing performance indicators of banks in the GCC region indicates a very clear idea about the variance between performance of Islamic banks (IBs) and conventional banks (CBs). Some observers refer this result to the nature of IBs which rely on market based revenue, while others try to tie such vary in performance in CBs structure and miss applied of business ethics.
So, this research will adopt BIS approach of banking risks types, to compute the risk indicators, in order to compare these indicators among selected banks, distributed into IBs and CBs, to make sure if there is any differences between their risk levels, and explain these differences if any.

2. Methodology:
2-1. Research Problems:
1. What are the levels of credit, operating and market risks in IBs and CBs?
2. Is there any significant deference between IBs and CBs in credit risk indicators?
3. Is there any significant deference between IBs and CBs in operating risk indicators?
4. Is there any significant deference between IBs and CBs in market risk indicators?
2-2. Research Hypothesis:
1. Levels of credit, operating and market risks in IBs and CBs are within appropriate averages.
2. There isn’t any significant deference between IBs and CBs in credit risk indicators.
3. There isn’t any significant deference between IBs and CBs in operating risk indicators.
4. There isn’t any significant deference between IBs and CBs in market risk indicators.
2-3. Research Sample:
A leading IB and CB from each country of GCC region will be selected into research sample.
2-4. Research Method:
Both quantitative and qualitative methods will be taken into account, to make a clear and quick understanding for banking risk in the GCC region, while SPSS and e-views software will be utilized to reach goals of study.
2-5. Research Period:
Period will cover 2006 – 2010, for quantitative analysis, another periods could be adopted for qualitative analysis proposes.
3. Selected Bibliography:
1. Allem, Linda; Bondoukh, Jacob; and Saunders, Anthony, Understanding Market, Credit, and Operational Risk, Oxford, Blackwell Publisher, 2004.
2. Auer, Lance and others, Credit Risk Transfer, Basel, Publications of Bank for International Settlements (BIS), April, 2008.
3. Borio, Claudio and Tsatsaronis, Kostas, Risk in Financial Reporting: Status, Challenges and Suggested Directions, Basel, BIS Working Paper No 213, Publications of BIS, Aug., 2006.
4. Brown, Kym; Hassan, M.; and Skully, Michael, “Operating Efficiency and Performance of Islamic Banks,” in: Hassan, M. Kabir, and Lewis, Mervin, (Editors), Handbook of Islamic Banking, Massachusetts - USA, Edward Elgar Publishing, Inc., 2007, pp. 96-115.
5. Cihak, Martin and Hesse, Heiko, Islamic Banks and Financial Stability: An Empirical Analysis, Washington D. C., International Monetary Fund (IMF) Working Paper No. 16/2008.
6. De Servigny, Arnaud and Renault, Olivier, Measuring and Managing Credit Risk, New York, McGraw Hill, 2004.
7. Hassan, M. Kabir, and Lewis, Mervin, (Editors), Handbook of Islamic Banking, Massachusetts - USA, Edward Elgar Publishing, Inc., 2007.
8. Hussien, Khaled, Banking Efficiency in Bahrain: Islamic vs. Conventional Banks, Jeddah, Publications of Islamic Development Bank, Research Paper No. 68, 2004.
9. Musa, Taher, Modern Risk Management in Banking and Finance, Beirut, Publications of Union of Arab Banks, 2007.
10. Rose, Peter and Hudgins, Sylvia, Bank Management and Financial Services, Boston, McGraw Hill, 8th Edition, 2010.
11. Saunders, Anthony, and Cornett, Marcia, Financial Markets and Institutions: An Introduction to Risk management, Boston, McGraw Hill, 2008.
12. Sufian, Fadzlan, “The Efficiency of Islamic Banking Industry: A Non - Parametric Analysis with Non – Discretionary Input Variable,” Journal of Islamic Economic Studies, 2007, Vol. 14, Issues 1+2, pp 53-87.
13. Van Greuning, Hennie and Iqbal, Zamir, Risk Analysis for Islamic Banking, Washington DC, Publications of World Bank, 2008.
14. Van Greuning, Hennie; Bratanovic, Sonja; and Johnson-Calari, Jennifer, Analyzing Banking Risk, Washington DC, Publications of World Bank, 2009.
15. Yudistira, Donsyah,, “Efficiency in Islamic Banking: An Empirical Analysis of Eighteen Banks,” Journal of Islamic Economic Studies, 2004, Vol. 12, Issue 1.
 
 
 

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