巴塞爾協(xié)議三中各要素對(duì)巴勒斯坦銀行風(fēng)險(xiǎn)管理的潛在影響研究.pdf

1、國(guó)內(nèi)圖書(shū)分類號(hào)：830.73學(xué)校代碼：10213國(guó)際圖書(shū)分類號(hào)：339.743密級(jí)：公開(kāi)管理學(xué)博士學(xué)位論文管理學(xué)博士學(xué)位論文巴塞爾協(xié)議巴塞爾協(xié)議三中各中各要素對(duì)巴勒斯坦銀行風(fēng)險(xiǎn)要素對(duì)巴勒斯坦銀行風(fēng)險(xiǎn)管理的潛在影響研究管理的潛在影響研究博士研究生阿爾法拉導(dǎo)師惠曉峰申請(qǐng)學(xué)位管理學(xué)博士學(xué)科、專業(yè)工商管理所在單位經(jīng)濟(jì)與管理學(xué)院答辯日期2017年5月授予學(xué)位單位哈爾濱工業(yè)大學(xué)AbstractIAbstractThesuccessivefinanc

2、ialcrisesparticularlytheglobalfinancialcrisisin2008directedsignificanttowardsinternationaleconomicfinancialinstitutionsspecificallytheInternationalMoaryFund(IMF)theBankfInternationalSettlements(BIS)theGroupofTwenty(G20).

3、Thisisduetothefactthatthesecriseshavehadanegativeimpactonglobalizationbecausethementionedcountriesadoptedencouragedtheaccelerationoffinancialeconomicglobalization.Therefetheystudiedthereasonsfthebankingcrisesespeciallyth

4、elargestonesthendevelopedappropriatesolutionsontheBaselIIIagreement.Thisagreementfocusesoncapitaladequacynewinstrumentstoenhancethebankingsect?sabilitytofaceanydefaultanyfuturefinancialcrisisconsistentwithPillar3BaselIIB

5、aselIII.Eventhoughtheseaccdshaveseveralapproachestocalculateabank?scapitalitgivesmeflexibilityfeveryjurisdictiontodetermineappropriateapproachesaccdingtotheirowneconomicconditions.ThisresearchinvestigatestheabilityoftheP

6、alestinianBankSect(PBS)toincpateBaselIII.OneofthemainpurposesofthisresearchistointegrateanovelframewktoapplyBaselIIIonthePBS.MeoverthisresearchmeasuresthevalueoftheBaselconceptsapproachesonthePalestinianeconomy.Thusthisr

7、esearchstudiestherealPBSstatebyinvestigatingconsolidatedbalancesheetsofbanksoperatinginPalestinefromtheyearsof1996to2014.Inadditionthisresearchinvestigatestheeffectofbankcapitaltervalueinfmationsystems“internalexternal”c

8、ontrolsystemsmarketdisciplineonbankrisk.TherefethisresearchtriestoundersttowhatextentBaselIIIincreasesthestabilityofthebankingsect.MeoverthisresearchinvestigatesthecountercyclicalbuffereffectonthePalestinianeconomy.Thesi

9、zeofthebufferafterthestepwisegrowthsduringtheapplicationstagefinallyreaches2.5%.Therefetheresearchtriestoanswerthequestions:willanincreaseincapitalreservesaffectthePalestinianeconomyisthecountercyclicalbufferanappropriat

10、eindicatfPalestineThisresearchusesstepwiseanalysis.FirstthisresearchusesfinancialanalysisbasedontheCAMELSRatingsystemtodeterminethePBSstatewhichisasupervisyratingsystemiginallydevelopedintheU.S.toclassifyabanksoverallcon

11、dition.ItisappliedtoeverybankcreditunionintheU.S.(approximately8000institutions)isalsoimplementedoutsidetheU.S.byvariousbankingsupervisyregulats.ThenthisresearchusesananalyticaldeionmethodologytodescribethenewBaselaccdfe