Work type: Dissertation chapter – Methodology
Deadline: 9 Apr, 12:42 AM (7h)
Academic level: High school
Subject or discipline: Economics
Paper details:
these are my research quesions and objectives
Research Questions
• What are some of the factor affecting assets and liabilities management efficiency reducing the gap between short-term and log-term funds
• What is the association between efficient management of assets and liabilities and the Liquidity of Banks in the GCC?
Research Objectives
Aim of the Research
The researcher aims at exploring the impact of Liquidity of Islamic Banks in the GCC.
Objectives of the Research
The objectives of the research are:
• To evaluate impact of liquidity management of Islamic Banks in the GCC
• To understand the Liquidity among the Banks in the GCC have from various points of view in liquidity management role
it is better if you choose very simple model
Financial Report Data in % Sharijah Islamic Bank Financial Variables
Years
Financial Variables 1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014
Capital Adequacy 6.01% 5.78% 5.67% 5.68% 5.51% 5.40% 5.29% 5.18% 5.07% 4.96% 4.85% 4.87% 4.78% 5.08% 4.96% 4.98% 4.99% 5.01% 5.03% 5.04% 5.06% 5.08% 5.10% 5.11% 5.13%
Asset Quality 2.09% 2.45% 2.67% 2.57% 2.86% 3.03% 3.19% 3.09% 3.09% 3.21% 3.26% 3.31% 3.37% 3.30% 3.32% 2.98% 2.97% 2.56% 2.67% 2.69% 2.42% 2.29% 2.16% 2.03% 1.90%
Management Efficiency 1.06% 0.94% 0.91% 0.88% 1.22% 1.08% 1.11% 1.13% 1.16% 1.18% 1.21% 1.24% 1.26% 1.29% 1.31% 1.34% 1.37% 1.39% 1.42% 1.44% 1.47% 1.50% 1.52% 1.55% 1.57%
Liquidity Risk 2.70% 1.45% 2.89% 3.10% 3.12% 3.40% 3.65% 3.90% 4.15% 4.40% 4.64% 4.89% 4.88% 4.36% 4.28% 4.43% 4.39% 4.35% 4.31% 4.27% 4.23% 4.18% 4.14% 4.10% 4.06%
Operating Costs 13.70% 15.78% 15.06% 16.35% 16.19% 17.08% 17.64% 18.19% 18.75% 19.30% 19.86% 19.03% 18.99% 15.27% 15.85% 14.27% 13.09% 11.91% 10.74% 9.56% 9.67% 10.52% 10.88% 11.36% 11.84%
Implicit Interest Payments Ratio 8.09% 9.88% 9.09% 8.97% 10.40% 10.40% 10.77% 11.14% 11.51% 11.88% 12.25% 12.07% 12.22% 12.18% 13.08% 13.39% 13.70% 14.00% 14.31% 14.62% 14.92% 15.23% 15.54% 15.85% 16.15%
Size-Lerner Index 10.30% 12.15% 11.67% 12.26% 13.18% 13.68% 14.27% 14.89% 15.50% 16.10% 16.70% 16.25% 16.35% 14.36% 15.25% 14.80% 14.44% 14.14% 13.76% 13.40% 13.68% 14.28% 14.66% 15.09% 15.52%
Degree of Risk Aversion 11.63% 13.89% 13.28% 13.97% 15.08% 15.66% 16.36% 17.12% 17.85% 18.56% 19.28% 18.73% 18.86% 16.49% 17.57% 17.06% 16.64% 16.31% 15.86% 15.44% 15.79% 16.52% 16.97% 17.49% 18.02%
Opportunity Costs of Required 12.97% 15.63% 14.89% 15.69% 16.97% 17.65% 18.45% 19.34% 20.20% 21.02% 21.86% 21.21% 21.36% 18.62% 19.89% 19.31% 18.83% 18.48% 17.96% 17.47% 17.90% 18.75% 19.28% 19.90% 20.51%
Lagged Value of NIMS for CBs and NPMs for Ibs 14.31% 17.38% 16.49% 17.40% 18.87% 19.63% 20.55% 21.57% 22.55% 23.48% 24.44% 23.69% 23.87% 20.75% 22.21% 21.57% 21.03% 20.65% 20.06% 19.51% 20.01% 20.98% 21.60% 22.31% 23.01%
Data Source Link: http://www.uaeinteract.com/french/news/default.asp?ID=141
Data for Each of the Following Companies
1. [ Al Rajihi Bank – SA ] Data Link: http://wenku.baidu.com/view/5c168d11cc7931b765ce156a.html
2. [ Al Hilal Bank – UAE ] Data Source Link: http://abk.eahli.com/abk/pdfs/ABK_Annual_Report_2014_en.pdf
3. [ Kuwait Finance House – Kuwait ] Data Source Link: http://www.kfh.com/pdf/Annual-Report/KFH-EN-2012.pdf
4. [ Abu Dhabi Islamic Bank – UAE ] Data Source Link: http://www.adib.ae/financial-results
5. [ Qatar Islamic Bank – Qatar ] Data Source Link: http://www.qib.com.qa/en/footer/investor-relations/financial-reports.aspx
6. [ Qatar International Islamic Bank – Qatar ] Data Source Link: http://www.qe.com.qa/pps/qe/qe+english+portal/Pages/Company+Profile+Pages/Financial+Statements+Details?com.tibco.ps.pagesvc.action=updateRenderState&rp.currentDocumentID=462dea99_145925bb6f8_-5ba00a000121&rp.attachmentPropertyName=Attachment&rp.revisionNumber=1&com.tibco.ps.pagesvc.mode=resource&rp.redirectPage=-53343f7a_1279673d2a9_-78b60a000136&com.tibco.ps.pagesvc.targetPage=-53343f7a_1279673d2a9_-78ad0a000136
7. [ Dubai Islamic Bank – UAE ] Data Source Link: http://www.imf.org/external/np/pp/eng/2014/102514.pdf http://www.dib.ae/investor-relations/financial-information/financial-reports
8. [ Bank Aljazira – SA ] Data Source Link: http://www.bloomberg.com/research/stocks/financials/financials.asp?ticker=BJAZ:AB
9. [ Sharijah Islamic Bank – UAE ] Data Source Link: http://www.uaeinteract.com/french/news/default.asp?ID=141
Financial Variables
1. Capital Adequacy
2. Management Efficeincy
3.Liqudity Risk
4.Operating Costs
5.Implicit Interest Payments
6.Size-Lerner Index
7. Degree of Risk Aversion
8.Opportunity Costs of required
9. Lagged value of NIMs and CBs and NPMs for Ibs