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Record W2802190869 · doi:10.5430/afr.v7n2p232

Examining the Relationship between Efficiency and Capital Adequacy Ratio: Islamic versus Conventional Banks --- An Empirical Evidence on Egyptian Banks

2018· article· en· W2802190869 on OpenAlexvenueno aff
Hassan M. Hafez

Bibliographic record

VenueAccounting and Finance Research · 2018
Typearticle
Languageen
FieldBusiness, Management and Accounting
TopicIslamic Finance and Banking Studies
Canadian institutionsnot available
Fundersnot available
KeywordsCapital adequacy ratioData envelopment analysisLoanCapital requirementMarket liquidityProfitability indexBusinessFinancial crisisFinancial systemPanel dataCredit riskFinancial ratioRisk-adjusted return on capitalCapital (architecture)EconomicsFinanceFinancial capitalEconometricsCapital formationHuman capitalMacroeconomics

Abstract

fetched live from OpenAlex

This paper aims to investigate the relationship between the efficiency of banks in Egypt and capital adequacy ratios. We collected data on a sample of 40 banks comprising Islamic banks, conventional and conventional banks with Islamic windows pre and post the global financial crisis from year 2002 to 2015. We used data envelopment analysis liner programming (DEA) to calculate the efficiency of banks then we used a panel regression analysis through the application of Eviews software to investigate the relationship between the efficiency of banks and capital adequacy ratios. Pre the financial crisis, results, concluded that, there is a significant positive relationship between the efficiency of banks and capital adequacy ratios, credit risk, profitability, bank size and the quality of management. Whilst a significant negative relationship with the liquidity. The efficiency of conventional banks outperformed the efficiency of Islamic and conventional banks with Islamic windows. The increase in capital follows an increase in the level of risk borne by banks and increases capital adequacy ratios which leads to a rise in the loan portfolio and therefore, increase the level of loans provisions, which confirms the high level of efficiency for banks. Capital increase provide an additional protection against any additional risks. Post the financial crisis, the efficiency of banks has been affected especially for conventional banks. The efficiency of conventional and conventional banks with Islamic windows shows a negative significant relationship with capital adequacy ratios. The efficiency of Islamic banks outperformed other banks and shows a positive significant relationship with capital adequacy ratios. Results revealed that the efficiency of banks determines the level of capital and risk borne by banks.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.003
metaresearch head score (Gemma)0.002
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesScience and technology studies
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.130
Threshold uncertainty score0.999

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0030.002
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0020.001
Scholarly communication0.0010.001
Open science0.0000.000
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.239
GPT teacher head0.389
Teacher spread0.150 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations15
Published2018
Admission routes1
Has abstractyes

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