本文是一篇博士论文，本研究采用逐步回归方法进行分析。首先，本研究使用基于骆驼评级体系的财务分析来确定PBS的状态。然后，本研究使用了一种分析描述方法来描述新巴塞尔协议，以有效的监管银行和确定适合PBS的方法。其次，该研究通过随机效应logit模型利用计量经济学预测了违约概率(PD)，进而使用最大似然法估计银行的不稳定概率。在通过PD预测为PBS建立了Basel III公式后，本研究使用ADL模型研究了反周期缓冲对巴勒斯坦经济的影响。最后，本文使用PLS研究了银行资本、特许权价值、信息系统、内部/外部控制系统和市场约束对银行风险的影响。
Chapter 1 Introduction
1.1 Background of the study
Bank risk management is one of the most important issues for bankers worldwide [1]. There several examples of financial and banking crises; from Mexico at the end of 1994 and early 1995, to the Southeast Asia [2], Brazil, Russia, Turkey, and the global financial crisis in 2008 [3, 4]. The world financial crisis was the most critical crisis that influenced the global economy, especially finance and banking sectors [5-8]. The Japanese and European banks, especially the American [9, 10], have been negatively affected since they were involved in dealings with banks and financial markets in the Southeast Asian countries 。
It turned out that the most effective reasons for banking crises are the increasingly banking risks on one hand, and the bad management of those crises on the contrary [12, 13]. Those successive banking crises directed the attention of international economic and financial institutions; the International Monetary Fund (IMF), the Bank for International Settlements (BIS) and the Group of Twenty (G-20) [14, 15]. Since those crises have a negative impact on globalization and since the mentioned countries adopt and encourage the acceleration of financial and economic globalization [16, 17]. Therefore, they studied the reasons of banking crises, especially the largest ones, and then developed appropriate solutions [18, 19]. Moreover, the weak internal and external supervision (national control authorities) [4], and the non-adequate disclosure about the nature and range of risks [20].
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1.2 Research Questions
In light of technological and financial developments in risk management; safety and stability of the financial and banking systems depend on the bank's success in adopting sound and efficient strategies and systems for different banking risk management[52, 53]. In addition to policies that improve the quality of assets, particularly the loan portfolio, in order to reduce its risks and develop accounting systems, transparency, and disclosure, in accordance with international and local standards for accounting systems[54, 55]. Moreover, developing customer information systems and credit portfolios of the previous years. Also, providing human resources to enhance the capital adequacy "bank solvency"[56, 57]. Since the strongly capitalized banks that are managed by good managements have the ability to face losses
