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The impact of market risk exposure on banks’ financial performance: evidence from the MENA region / Amer N. Bani Yousef ... [et al.]

This study investigated the relationship between market risk and bank financial performance in 14 Middle East and North African (MENA) countries, employing quantile regression estimations. The data of 135 banks in the MENA region from 2015 to 2019 were collected from the Bankscope and World Bank. Th...

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Main Authors: Bani Yousef, Amer N., Taha, Roshaiza, Muhmad, Siti Nurain, Zainul Abidin, Ahmad Firdhauz
Format: Article
Language:English
Published: Accounting Research Institute (ARI), Universiti Teknologi MARA, Shah Alam 2023
Subjects:
Risk management. Risk in industry. Operational risk
Analysis
Online Access:https://ir.uitm.edu.my/id/eprint/83700/1/83700.pdf
https://ir.uitm.edu.my/id/eprint/83700/
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spelling my.uitm.ir.837002023-09-07T02:30:59Z https://ir.uitm.edu.my/id/eprint/83700/ The impact of market risk exposure on banks’ financial performance: evidence from the MENA region / Amer N. Bani Yousef ... [et al.] mar Bani Yousef, Amer N. Taha, Roshaiza Muhmad, Siti Nurain Zainul Abidin, Ahmad Firdhauz Risk management. Risk in industry. Operational risk Analysis This study investigated the relationship between market risk and bank financial performance in 14 Middle East and North African (MENA) countries, employing quantile regression estimations. The data of 135 banks in the MENA region from 2015 to 2019 were collected from the Bankscope and World Bank. The OLS results showed that market risk was positively associated with bank performance. Quartile regression also indicated that only banks in the median and 90% quartiles had a positive association between market risk and performance. This proved that MENA banks have high performance when exposed to high market risk, in line with the perspectives of risk-return trade-off views. This implies that banks are risk-takers in conducting business in the highly competitive market in the MENA region. Banks tend to provide various financial services, which can secure generating returns. Besides, the findings also provide insight into banks’ preference in utilizing leverage to generate profits. The findings provide a cogent argument to the bankers and regulators in MENA region on the role and impact of market risk towards banks financial stability. Accounting Research Institute (ARI), Universiti Teknologi MARA, Shah Alam 2023-08 Article PeerReviewed text en https://ir.uitm.edu.my/id/eprint/83700/1/83700.pdf The impact of market risk exposure on banks’ financial performance: evidence from the MENA region / Amer N. Bani Yousef ... [et al.]. (2023) Management & Accounting Review (MAR) <https://ir.uitm.edu.my/view/publication/Management_=26_Accounting_Review_=28MAR=29/>, 22 (2): 9. pp. 229-251. ISSN 2550-1895
institution Universiti Teknologi Mara
building Tun Abdul Razak Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Mara
content_source UiTM Institutional Repository
url_provider http://ir.uitm.edu.my/
language English
topic Risk management. Risk in industry. Operational risk
Analysis
spellingShingle Risk management. Risk in industry. Operational risk
Analysis
Bani Yousef, Amer N.
Taha, Roshaiza
Muhmad, Siti Nurain
Zainul Abidin, Ahmad Firdhauz
The impact of market risk exposure on banks’ financial performance: evidence from the MENA region / Amer N. Bani Yousef ... [et al.]
description This study investigated the relationship between market risk and bank financial performance in 14 Middle East and North African (MENA) countries, employing quantile regression estimations. The data of 135 banks in the MENA region from 2015 to 2019 were collected from the Bankscope and World Bank. The OLS results showed that market risk was positively associated with bank performance. Quartile regression also indicated that only banks in the median and 90% quartiles had a positive association between market risk and performance. This proved that MENA banks have high performance when exposed to high market risk, in line with the perspectives of risk-return trade-off views. This implies that banks are risk-takers in conducting business in the highly competitive market in the MENA region. Banks tend to provide various financial services, which can secure generating returns. Besides, the findings also provide insight into banks’ preference in utilizing leverage to generate profits. The findings provide a cogent argument to the bankers and regulators in MENA region on the role and impact of market risk towards banks financial stability.
format Article
author Bani Yousef, Amer N.
Taha, Roshaiza
Muhmad, Siti Nurain
Zainul Abidin, Ahmad Firdhauz
author_facet Bani Yousef, Amer N.
Taha, Roshaiza
Muhmad, Siti Nurain
Zainul Abidin, Ahmad Firdhauz
author_sort Bani Yousef, Amer N.
title The impact of market risk exposure on banks’ financial performance: evidence from the MENA region / Amer N. Bani Yousef ... [et al.]
title_short The impact of market risk exposure on banks’ financial performance: evidence from the MENA region / Amer N. Bani Yousef ... [et al.]
title_full The impact of market risk exposure on banks’ financial performance: evidence from the MENA region / Amer N. Bani Yousef ... [et al.]
title_fullStr The impact of market risk exposure on banks’ financial performance: evidence from the MENA region / Amer N. Bani Yousef ... [et al.]
title_full_unstemmed The impact of market risk exposure on banks’ financial performance: evidence from the MENA region / Amer N. Bani Yousef ... [et al.]
title_sort impact of market risk exposure on banks’ financial performance: evidence from the mena region / amer n. bani yousef ... [et al.]
publisher Accounting Research Institute (ARI), Universiti Teknologi MARA, Shah Alam
publishDate 2023
url https://ir.uitm.edu.my/id/eprint/83700/1/83700.pdf
https://ir.uitm.edu.my/id/eprint/83700/
_version_ 1778165959922548736
score 13.211869

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