MARC details
| 000 -LEADER |
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| fixed length control field |
02646cam a2200301 a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
EG-GiCUC |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
210822s2021 ua f m 000 0 eng d |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
EG-GiCUC |
| Language of cataloging |
eng |
| Transcribing agency |
EG-GiCUC |
| 041 0# - LANGUAGE CODE |
|---|
| Language code of text/sound track or separate title |
eng |
| 049 ## - LOCAL HOLDINGS (OCLC) |
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| Holding library |
Deposite |
| 097 ## - Thesis Degree |
|---|
| Thesis Level |
Ph.D |
| 099 ## - LOCAL FREE-TEXT CALL NUMBER (OCLC) |
|---|
| Classification number |
Cai01.05.02.Ph.D.2021.Sa.U |
| 100 0# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Sarah Abdelhamid Abdeldaeim Korein |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Using capital conservation buffer and bank leverage for predicting bank risk / |
| Statement of responsibility, etc. |
Sarah Abdelhamid Abdeldaeim Korein ; Supervised Ahmed Mohamed Abotalib |
| 246 15 - VARYING FORM OF TITLE |
|---|
| Title proper/short title |
استخدام الدعامة التحوطية والرافعة المالية للتنبؤ بمخاطر البنوك |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Place of publication, distribution, etc. |
Cairo : |
| Name of publisher, distributor, etc. |
Sarah Abdelhamid Abdeldaeim Korein , |
| Date of publication, distribution, etc. |
2021 |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
108 Leaves ; |
| Dimensions |
30cm |
| 502 ## - DISSERTATION NOTE |
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| Dissertation note |
Thesis (Ph.D.) - Cairo University - Faculty of Commerce - Department of Accounting |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc. |
This research is motivated by regulatory debates on the viability of capital conservation buffer (CCB), regulatory leverage (RLEV), and accounting leverage (FLEV) in predicting bank risk, which, in turn, would improve the accuracy of predicting bank risk.This was achieved through examining which capital ratio can improve the prediction accuracy of bank risk, in one of the most resilient banking settings in the Middle East and North Africa (MENA) region. The analysis is performed on a sample of 16 banks (including four state-owned and 12 non-state- owned) for the period 2010-2019 in Egypt.These banks are registered at the Central Bank of Egypt (CBE). Bank risk is regressed on the three types of capital ratios and a set of control variables.There are three proxies of capital ratios used. First, the CCB is based on regulatory capital and risk-weighted assets (RWA). Second, the RLEV is based on regulatory capital and it is a non-risk-based capital ratio.Third, the FLEV is based on fair values for financial instruments and does not rely on either regulatory capital or RWA. In addition to that, two alternative proxies of bank risk are employed. First, regulatory-based measures of bank risk; namely: RWA is used in their calculations.They comprise earnings volatility (main test) and RWA density ratio (robustness checks). Second, accounting-based measures of bank risk; including assets risk and credit risk, where credit risk is used to confirm the obtained results |
| 530 ## - ADDITIONAL PHYSICAL FORM AVAILABLE NOTE |
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| Additional physical form available note |
Issued also as CD |
| 653 #4 - INDEX TERM--UNCONTROLLED |
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| Uncontrolled term |
Accounting leverage |
| 653 #4 - INDEX TERM--UNCONTROLLED |
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| Uncontrolled term |
Capital conservation buffer |
| 653 #4 - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
Regulatory leverage |
| 700 0# - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Ahmed Mohamed Abotalib , |
| Relator term |
|
| 905 ## - LOCAL DATA ELEMENT E, LDE (RLIN) |
|---|
| Cataloger |
Nazla |
| Reviser |
Revisor |
| 905 ## - LOCAL DATA ELEMENT E, LDE (RLIN) |
|---|
| Cataloger |
Shimaa |
| Reviser |
Cataloger |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Thesis |
