AHMED ALFARRA - Profile on Academia.edu (original) (raw)
Papers by AHMED ALFARRA
IAENG International Journal of Computer Science, 2017
After the catastrophic outcome of the 2008 financial crisis Basel III intrudes new instruments t... more After the catastrophic outcome of the 2008 financial crisis Basel III intrudes new instruments to increase the banks sector stability. Banking sectors depend on a sophisticated ensemble of information systems for bank risk management. Therefore, this study investigates the impact of bank capital, information systems, charter value, control systems and market discipline regarding bank risk. The presented focus is on understanding to what extent do information systems increase the stability of banking sectors by using panel data from Palestine over the period from 1996-2014. In addition, Partial Least Square (PLS) is used to analysis the sample which includes 244 questionnaires from listed banks. The findings show that information systems are the most important predictor of bank risk, which is partly supported by Basel III. Therefore, this study is important not just for Palestine but also to those that have concern of bank risk trying to find a solution to future bank default.
World Congress on Engineering , 2022
This paper predicts Coronavirus Disease (COVID-19)'s potential influence on the Arab country's ec... more This paper predicts Coronavirus Disease (COVID-19)'s potential influence on the Arab country's economy by using the Autoregressive Integrated Moving Average (ARIMA) model. The world bank offers data of the Arab countries' Gross Domestic Product (GDP) over the period 1960-2019. As we show up at the pinnacle of the COVID-19 pandemic, quite possibly the most critical inquiry going up against us is: what is the potential impact of the progressing crisis on the Arab countries' economic improvement rate? The results have shown that the GDP growth is approximately-3.8% to 1.5% for 2021 and 2022, respectively. The referenced outcomes show that pandemic status significantly affects the Arab world economy special after the energy demand decline, which prompts a fall in oil price. In spite of the fact that the Arab world's financial development is growing again, it is not most likely going to re-visitation of business as usual for quite a while to come.
European Journal of Business and Management, 2023
This study investigates the potential impact of electronic services in achieving operational exce... more This study investigates the potential impact of electronic services in achieving operational excellence, using the Rafah municipality as a case study. The ARIMA model was employed in the study to forecast changes in the municipal cost trend. Additionally, a questionnaire was designed, to collect data from the study population of 329 employees in the Rafah municipality, a descriptive-analytical technique using the least squares method was utilized to estimate the regression equation of the operational excellence components (time and cost). The results demonstrate that the anticipated costs will reduce, with a relative decline rate of 1% for the years 2023, 2024, and 2025. Furthermore, the statistical findings showed that a change in the level of software package measurement of one unit would result in a 0.50-degree improvement in the transaction time index and a 0.29degree decrease in cost. According to the results cited, electronic services had a statistically significant impact on the municipality of Rafah's achievement of operational excellence. Therefore, this study recommends implementing digitization to achieve operational excellence and establishing a technology unit that would be entrusted with supervising all facets of managing and improving municipal systems.
International Journal of Economics, Management and Accounting, 2024
This paper predicts Coronavirus Disease (COVID-19)'s potential influence on the Arab country's ec... more This paper predicts Coronavirus Disease (COVID-19)'s potential influence on the Arab country's economy by using two predicting models: the Autoregressive Integrated Moving Average (ARIMA) model and Long Short-Term Memory (LSTM) model. The World Bank offers data of the Arab countries' Gross Domestic Product (GDP) over the period 1968-2019. As we show up at the pinnacle of the COVID-19 pandemic, quite possibly the most critical inquiry going up against us is: what is the potential impact of the pandemic on the rate of GDP in Arab countries during the pandemic period? LSTM is recurrent neural networks (RNN), which are competent in understanding temporal dependencies. Therefore, the model based on LSTM achieved a great fit with the real data, which is what made us rely on its results more than the ARIMA model. The results of the LSTM model showed that the COVID-19 pandemic caused a decrease in GDP by approximately 17.22% and 5.41% in 2020 and 2021, respectively, with respect to the real GDP announced by the World Bank. In addition, we trained the LSTM-based model on real data from 1968 to 2020 and predicted the GDP growth rate in the next five years until 2025. Thus, what is certain now is that the Arab world states have to encounter the challenges presented by the current ecosystem. Transition to digital economy is needed, additional volume of data with high-level accuracy is required to improve precise and robust models to attain projections with a reduced amount of margin of error.
DOAJ (DOAJ: Directory of Open Access Journals), Sep 1, 2016
New risk based capital requirement have pro-cyclical effect and causes negative externalities in ... more New risk based capital requirement have pro-cyclical effect and causes negative externalities in the economy. During recession, on one side, quality of loan portfolio deteriorates and probability of default increases resulting into increased level of provisions and write off’s and reduced capital level. This causes an increase in capital requirements which becomes more expensive. Weaker banks fail to access new capital and ultimately reduce the credit supply. On the other side, banks are required to maintain the minimum capital which results into credit supply contraction and hits the bank’s profitability leading to a situation called Credit Crunch. This situation may prolong recession. During the crisis, developing countries are more affected than developed countries and this debate is entirely new in Pakistan. This research empirically investigates the pro-cyclical effect of new capital regulation under Basel II using panel data of 47 Pakistani Banks from 2001-2012. Particularly this paper examines the capital management mechanisms using capital buffers, using Generalized Method of Moments (GMM) one step and two step estimation techniques on dynamic panel data model. The results gives evidence that capital buffer are counter-cyclical except in case of specialized banks because of difference in operations. The findings also suggest that adjustment costs, cost of raising capital and bankruptcy costs are major determines of holding capital buffer. Analysis confirms too big to fail hypothesis. Form the results, it is concluded that capital buffer are counter-cyclical, consistent with the hypothesis. The findings suggest the banks to adopt Basel III Accord.
DEStech Transactions on Environment, Energy and Earth Science, 2016
This paper investigates the Palestine banks sector (PBS) after the recent financial crisis in 200... more This paper investigates the Palestine banks sector (PBS) after the recent financial crisis in 2008. This paper tries to answer the questions that; How weak economy Withstood the recent financial crisis? How the assets increase on PBS after the financial crisis and the last aggression on Gaza? This phenomena direct attention on bank risk. Thus this paper investigates the effect of bank capital, charter value, information system, "internal/external" control system and market discipline on bank risk on PBS. Therefore, we try to understand that to what extent does Basel III instruments increase the stability of the banking sectors? By using panel data from Palestine over the period 1996-2014. In addition, we use Partial Least Square (PLS) to analysis the sample which includes 172 questionnaires from listed banks. The result shows that there is no relationship among bank capital, charter value, information system and market discipline on bank risk. Our finding shows that the "Information system" is the most important predictor of Bank Risk, with support partly Basel III. Therefore, this study is important not just for Palestine but also to those that have concern of bank risk trying to find a solution to future default.
Handwritten Chemical Formulas Classification Model Using Deep Transfer Convolutional Neural Networks
With the spread of the COVID19 pandemic, blended learning has become one of the most used methods... more With the spread of the COVID19 pandemic, blended learning has become one of the most used methods in educational organizations such as universities, community colleges, and schools. In blended learning, the students’ practical activities are done in more than one way, including simulation software and the place of study. For chemical experiment programs, the classification of handwritten chemical formulas plays an important role in determining the simulation software’s efficiency. Accordingly, in this study, we propose a model for handwritten chemical formula classification. First, this paper describes a handwritten chemical formulas dataset that contains eight classes (HCFD8). Second, convolutional neural networks (CNNs) with pre-trained weights are used as a deep feature extractor to extract features from the images. Third, due to limited training images per class, the proposed model uses data augmentation techniques to expand the training images. Then, an enhanced multilayer perceptron (EMLP) strategy is used to classify the image. Finally, we provide a performance analysis of typical deep learning approaches on HCFD8, which shows that the proposed model performs good accuracy results.
Forecasting of the American Digital Economy Using ARIMA Model
This paper forecasts the digital economy trends during a COVID-19 pandemic in the world. Consider... more This paper forecasts the digital economy trends during a COVID-19 pandemic in the world. Considered the USA one of the world's largest economies and has recently been shifting almost completely to digital economies. Therefore, this paper used the auto-regressive integrated moving average (ARIMA) model and the gross domestic product (GDP) for the USA over the period 1960-2019. As we arrive at the peak of the COVID-19 pandemic, one of the most squeezing questions confronting us is: what is the likely effect of the ongoing emergency on the digital economy development rate? The results have been shown first that the GDP growth for both years 2020 and 2021 is approximately 6% for the USA. Second, we conclude that the COVID-19 pandemic cannot influence the countries that depend on technology and the digital economy. Thus, technology is playing a very significant role in our daily life and nations’ economies.
Business, Management and Economics Research, 2022
This paper anticipates trends in the digital economy during a COVID-19 epidemic worldwide. The Un... more This paper anticipates trends in the digital economy during a COVID-19 epidemic worldwide. The United States and China are considered the world’s largest economies and have attempted to transition to fully digital economies over the last few years. Therefore, this paper used the auto-regressive integrated moving average (ARIMA) model and the gross domestic product (GDP) for the USA and China over the period 1960-2019. As we arrive at the peak of the COVID-19 pandemic, one of the most squeezing questions confronting us is: How has the COVID-19 crisis affected the USA and China’s GDP growth? The results have shown first that the GDP growth for both years 2020 and 2021 are approximately 6% and 10% for the USA and China, respectively. Second, the COVID-19 pandemic cannot influence the countries that depend on technology and the digital economy. It can be seen that technology is playing a very significant role in our daily life and nations’ economies.
The research is financed by the Nation Natural Science Foundation of China under number 71173060.... more The research is financed by the Nation Natural Science Foundation of China under number 71173060. Abstract The global financial crisis in 2008 shows that the successive agreements Basel I, and II failed to stop the global financial collapse. Therefore, this research tries to answer the study question that; can Basel III enhancement give the banking sectors stability? Our data includes 324 listed from the largest banks across Middle East. Results from PLS-SEM analyses demonstrate bank risk is positive relationship related to charter value, information systems and Internal/External control systems. We find negative relationship among bank risk and market discipline. Following our finding, the result shows there is no relationship between bank risk and bank capital and the results suggest that Charter Value is the most important predictor of bank risk. Keywords: Basel III, Bank Risk, Bank capital, charter value, information system, control system, market discipline, Middle East.
The research is financed by the Nation Natural Science Foundation of China under number 71173060.... more The research is financed by the Nation Natural Science Foundation of China under number 71173060. Abstract The global financial crisis in 2008 shows that the successive agreements Basel I, and II failed to stop the global financial collapse. Therefore, this research tries to answer the study question that; can Basel III enhancement give the banking sectors stability? Our data includes 324 listed from the largest banks across Middle East. Results from PLS-SEM analyses demonstrate bank risk is positive relationship related to charter value, information systems and Internal/External control systems. We find negative relationship among bank risk and market discipline. Following our finding, the result shows there is no relationship between bank risk and bank capital and the results suggest that Charter Value is the most important predictor of bank risk. Keywords: Basel III, Bank Risk, Bank capital, charter value, information system, control system, market discipline, Middle East.
2016 International Conference on Industrial Engineering, Management Science and Application (ICIMSA), 2016
One of the anxieties of the Basel Committee on Banking Supervision is cyclical behavior of banks ... more One of the anxieties of the Basel Committee on Banking Supervision is cyclical behavior of banks that has been addressed in its new Basel III framework. The 'countercyclical buffer' particularly targets at the extenuation of the allegedly harmful behavior of bank capital. Mainstream discourses on the subject usually assess a pro-cyclical behavior of banks' surplus capital but this paper examines mostly annual data by GDP as a deputation for the commercial cycle. Using collected annually data, this paper identifies a defining pro-cyclical behavior of Palestinian banks' capital.
DEStech Transactions on Social Science, Education and Human Science, 2017
In this paper, we integrated a novel framework to develop credit risk management systems for Pale... more In this paper, we integrated a novel framework to develop credit risk management systems for Palestinian banks based on international standards (Basel Capital Accord). First, we evaluate the credit risk management systems and strategies that the operating bank in Palestinian banking system mandate. Second, we used the analytical description methodology to describe the new Basel accord for effective banking supervision. Our study showed that despite the efficiency of personnel in the credit technical staff, it is still difficult for Palestinian banks to measure credit risks according to Basel III approaches.
DEStech Transactions on Social Science, Education and Human Science, 2017
In this paper, we integrated a novel framework to develop credit risk management systems for Pale... more In this paper, we integrated a novel framework to develop credit risk management systems for Palestinian banks based on international standards (Basel Capital Accord). First, we evaluate the credit risk management systems and strategies that the operating bank in Palestinian banking system mandate. Second, we used the analytical description methodology to describe the new Basel accord for effective banking supervision. Our study showed that despite the efficiency of personnel in the credit technical staff, it is still difficult for Palestinian banks to measure credit risks according to Basel III approaches.
DEStech Transactions on Environment, Energy and Earth Science, 2016
This paper investigates the Palestine banks sector (PBS) after the recent financial crisis in 200... more This paper investigates the Palestine banks sector (PBS) after the recent financial crisis in 2008. This paper tries to answer the questions that; How weak economy Withstood the recent financial crisis? How the assets increase on PBS after the financial crisis and the last aggression on Gaza? This phenomena direct attention on bank risk. Thus this paper investigates the effect of bank capital, charter value, information system, “internal/external” control system and market discipline on bank risk on PBS. Therefore, we try to understand that to what extent does Basel III instruments increase the stability of the banking sectors? By using panel data from Palestine over the period 1996-2014. In addition, we use Partial Least Square (PLS) to analysis the sample which includes 172 questionnaires from listed banks. The result shows that there is no relationship among bank capital, charter value, information system and market discipline on bank risk. Our finding shows that the “Information...
Are Capital Buffers Countercyclical ? An Evidence From Pakistan
The Romanian Economic Journal, 2016
New risk based capital requirement have pro-cyclical effect and causes negative externalities in ... more New risk based capital requirement have pro-cyclical effect and causes negative externalities in the economy. During recession, on one side, quality of loan portfolio deteriorates and probability of default increases resulting into increased level of provisions and write off’s and reduced capital level. This causes an increase in capital requirements which becomes more expensive. Weaker banks fail to access new capital and ultimately reduce the credit supply. On the other side, banks are required to maintain the minimum capital which results into credit supply contraction and hits the bank’s profitability leading to a situation called Credit Crunch. This situation may prolong recession. During the crisis, developing countries are more affected than developed countries and this debate is entirely new in Pakistan. This research empirically investigates the pro-cyclical effect of new capital regulation under Basel II using panel data of 47 Pakistani Banks from 2001-2012. Particular...
Forecasting of the American Digital Economy Using ARIMA Model
2021 International Conference on Electronic Engineering (ICEEM)
Handwritten Chemical Formulas Classification Model Using Deep Transfer Convolutional Neural Networks
2021 International Conference on Electronic Engineering (ICEEM)
IAENG International Journal of Computer Science, 2017
After the catastrophic outcome of the 2008 financial crisis Basel III intrudes new instruments t... more After the catastrophic outcome of the 2008 financial crisis Basel III intrudes new instruments to increase the banks sector stability. Banking sectors depend on a sophisticated ensemble of information systems for bank risk management. Therefore, this study investigates the impact of bank capital, information systems, charter value, control systems and market discipline regarding bank risk. The presented focus is on understanding to what extent do information systems increase the stability of banking sectors by using panel data from Palestine over the period from 1996-2014. In addition, Partial Least Square (PLS) is used to analysis the sample which includes 244 questionnaires from listed banks. The findings show that information systems are the most important predictor of bank risk, which is partly supported by Basel III. Therefore, this study is important not just for Palestine but also to those that have concern of bank risk trying to find a solution to future bank default.
World Congress on Engineering , 2022
This paper predicts Coronavirus Disease (COVID-19)'s potential influence on the Arab country's ec... more This paper predicts Coronavirus Disease (COVID-19)'s potential influence on the Arab country's economy by using the Autoregressive Integrated Moving Average (ARIMA) model. The world bank offers data of the Arab countries' Gross Domestic Product (GDP) over the period 1960-2019. As we show up at the pinnacle of the COVID-19 pandemic, quite possibly the most critical inquiry going up against us is: what is the potential impact of the progressing crisis on the Arab countries' economic improvement rate? The results have shown that the GDP growth is approximately-3.8% to 1.5% for 2021 and 2022, respectively. The referenced outcomes show that pandemic status significantly affects the Arab world economy special after the energy demand decline, which prompts a fall in oil price. In spite of the fact that the Arab world's financial development is growing again, it is not most likely going to re-visitation of business as usual for quite a while to come.
European Journal of Business and Management, 2023
This study investigates the potential impact of electronic services in achieving operational exce... more This study investigates the potential impact of electronic services in achieving operational excellence, using the Rafah municipality as a case study. The ARIMA model was employed in the study to forecast changes in the municipal cost trend. Additionally, a questionnaire was designed, to collect data from the study population of 329 employees in the Rafah municipality, a descriptive-analytical technique using the least squares method was utilized to estimate the regression equation of the operational excellence components (time and cost). The results demonstrate that the anticipated costs will reduce, with a relative decline rate of 1% for the years 2023, 2024, and 2025. Furthermore, the statistical findings showed that a change in the level of software package measurement of one unit would result in a 0.50-degree improvement in the transaction time index and a 0.29degree decrease in cost. According to the results cited, electronic services had a statistically significant impact on the municipality of Rafah's achievement of operational excellence. Therefore, this study recommends implementing digitization to achieve operational excellence and establishing a technology unit that would be entrusted with supervising all facets of managing and improving municipal systems.
International Journal of Economics, Management and Accounting, 2024
This paper predicts Coronavirus Disease (COVID-19)'s potential influence on the Arab country's ec... more This paper predicts Coronavirus Disease (COVID-19)'s potential influence on the Arab country's economy by using two predicting models: the Autoregressive Integrated Moving Average (ARIMA) model and Long Short-Term Memory (LSTM) model. The World Bank offers data of the Arab countries' Gross Domestic Product (GDP) over the period 1968-2019. As we show up at the pinnacle of the COVID-19 pandemic, quite possibly the most critical inquiry going up against us is: what is the potential impact of the pandemic on the rate of GDP in Arab countries during the pandemic period? LSTM is recurrent neural networks (RNN), which are competent in understanding temporal dependencies. Therefore, the model based on LSTM achieved a great fit with the real data, which is what made us rely on its results more than the ARIMA model. The results of the LSTM model showed that the COVID-19 pandemic caused a decrease in GDP by approximately 17.22% and 5.41% in 2020 and 2021, respectively, with respect to the real GDP announced by the World Bank. In addition, we trained the LSTM-based model on real data from 1968 to 2020 and predicted the GDP growth rate in the next five years until 2025. Thus, what is certain now is that the Arab world states have to encounter the challenges presented by the current ecosystem. Transition to digital economy is needed, additional volume of data with high-level accuracy is required to improve precise and robust models to attain projections with a reduced amount of margin of error.
DOAJ (DOAJ: Directory of Open Access Journals), Sep 1, 2016
New risk based capital requirement have pro-cyclical effect and causes negative externalities in ... more New risk based capital requirement have pro-cyclical effect and causes negative externalities in the economy. During recession, on one side, quality of loan portfolio deteriorates and probability of default increases resulting into increased level of provisions and write off’s and reduced capital level. This causes an increase in capital requirements which becomes more expensive. Weaker banks fail to access new capital and ultimately reduce the credit supply. On the other side, banks are required to maintain the minimum capital which results into credit supply contraction and hits the bank’s profitability leading to a situation called Credit Crunch. This situation may prolong recession. During the crisis, developing countries are more affected than developed countries and this debate is entirely new in Pakistan. This research empirically investigates the pro-cyclical effect of new capital regulation under Basel II using panel data of 47 Pakistani Banks from 2001-2012. Particularly this paper examines the capital management mechanisms using capital buffers, using Generalized Method of Moments (GMM) one step and two step estimation techniques on dynamic panel data model. The results gives evidence that capital buffer are counter-cyclical except in case of specialized banks because of difference in operations. The findings also suggest that adjustment costs, cost of raising capital and bankruptcy costs are major determines of holding capital buffer. Analysis confirms too big to fail hypothesis. Form the results, it is concluded that capital buffer are counter-cyclical, consistent with the hypothesis. The findings suggest the banks to adopt Basel III Accord.
DEStech Transactions on Environment, Energy and Earth Science, 2016
This paper investigates the Palestine banks sector (PBS) after the recent financial crisis in 200... more This paper investigates the Palestine banks sector (PBS) after the recent financial crisis in 2008. This paper tries to answer the questions that; How weak economy Withstood the recent financial crisis? How the assets increase on PBS after the financial crisis and the last aggression on Gaza? This phenomena direct attention on bank risk. Thus this paper investigates the effect of bank capital, charter value, information system, "internal/external" control system and market discipline on bank risk on PBS. Therefore, we try to understand that to what extent does Basel III instruments increase the stability of the banking sectors? By using panel data from Palestine over the period 1996-2014. In addition, we use Partial Least Square (PLS) to analysis the sample which includes 172 questionnaires from listed banks. The result shows that there is no relationship among bank capital, charter value, information system and market discipline on bank risk. Our finding shows that the "Information system" is the most important predictor of Bank Risk, with support partly Basel III. Therefore, this study is important not just for Palestine but also to those that have concern of bank risk trying to find a solution to future default.
Handwritten Chemical Formulas Classification Model Using Deep Transfer Convolutional Neural Networks
With the spread of the COVID19 pandemic, blended learning has become one of the most used methods... more With the spread of the COVID19 pandemic, blended learning has become one of the most used methods in educational organizations such as universities, community colleges, and schools. In blended learning, the students’ practical activities are done in more than one way, including simulation software and the place of study. For chemical experiment programs, the classification of handwritten chemical formulas plays an important role in determining the simulation software’s efficiency. Accordingly, in this study, we propose a model for handwritten chemical formula classification. First, this paper describes a handwritten chemical formulas dataset that contains eight classes (HCFD8). Second, convolutional neural networks (CNNs) with pre-trained weights are used as a deep feature extractor to extract features from the images. Third, due to limited training images per class, the proposed model uses data augmentation techniques to expand the training images. Then, an enhanced multilayer perceptron (EMLP) strategy is used to classify the image. Finally, we provide a performance analysis of typical deep learning approaches on HCFD8, which shows that the proposed model performs good accuracy results.
Forecasting of the American Digital Economy Using ARIMA Model
This paper forecasts the digital economy trends during a COVID-19 pandemic in the world. Consider... more This paper forecasts the digital economy trends during a COVID-19 pandemic in the world. Considered the USA one of the world's largest economies and has recently been shifting almost completely to digital economies. Therefore, this paper used the auto-regressive integrated moving average (ARIMA) model and the gross domestic product (GDP) for the USA over the period 1960-2019. As we arrive at the peak of the COVID-19 pandemic, one of the most squeezing questions confronting us is: what is the likely effect of the ongoing emergency on the digital economy development rate? The results have been shown first that the GDP growth for both years 2020 and 2021 is approximately 6% for the USA. Second, we conclude that the COVID-19 pandemic cannot influence the countries that depend on technology and the digital economy. Thus, technology is playing a very significant role in our daily life and nations’ economies.
Business, Management and Economics Research, 2022
This paper anticipates trends in the digital economy during a COVID-19 epidemic worldwide. The Un... more This paper anticipates trends in the digital economy during a COVID-19 epidemic worldwide. The United States and China are considered the world’s largest economies and have attempted to transition to fully digital economies over the last few years. Therefore, this paper used the auto-regressive integrated moving average (ARIMA) model and the gross domestic product (GDP) for the USA and China over the period 1960-2019. As we arrive at the peak of the COVID-19 pandemic, one of the most squeezing questions confronting us is: How has the COVID-19 crisis affected the USA and China’s GDP growth? The results have shown first that the GDP growth for both years 2020 and 2021 are approximately 6% and 10% for the USA and China, respectively. Second, the COVID-19 pandemic cannot influence the countries that depend on technology and the digital economy. It can be seen that technology is playing a very significant role in our daily life and nations’ economies.
The research is financed by the Nation Natural Science Foundation of China under number 71173060.... more The research is financed by the Nation Natural Science Foundation of China under number 71173060. Abstract The global financial crisis in 2008 shows that the successive agreements Basel I, and II failed to stop the global financial collapse. Therefore, this research tries to answer the study question that; can Basel III enhancement give the banking sectors stability? Our data includes 324 listed from the largest banks across Middle East. Results from PLS-SEM analyses demonstrate bank risk is positive relationship related to charter value, information systems and Internal/External control systems. We find negative relationship among bank risk and market discipline. Following our finding, the result shows there is no relationship between bank risk and bank capital and the results suggest that Charter Value is the most important predictor of bank risk. Keywords: Basel III, Bank Risk, Bank capital, charter value, information system, control system, market discipline, Middle East.
The research is financed by the Nation Natural Science Foundation of China under number 71173060.... more The research is financed by the Nation Natural Science Foundation of China under number 71173060. Abstract The global financial crisis in 2008 shows that the successive agreements Basel I, and II failed to stop the global financial collapse. Therefore, this research tries to answer the study question that; can Basel III enhancement give the banking sectors stability? Our data includes 324 listed from the largest banks across Middle East. Results from PLS-SEM analyses demonstrate bank risk is positive relationship related to charter value, information systems and Internal/External control systems. We find negative relationship among bank risk and market discipline. Following our finding, the result shows there is no relationship between bank risk and bank capital and the results suggest that Charter Value is the most important predictor of bank risk. Keywords: Basel III, Bank Risk, Bank capital, charter value, information system, control system, market discipline, Middle East.
2016 International Conference on Industrial Engineering, Management Science and Application (ICIMSA), 2016
One of the anxieties of the Basel Committee on Banking Supervision is cyclical behavior of banks ... more One of the anxieties of the Basel Committee on Banking Supervision is cyclical behavior of banks that has been addressed in its new Basel III framework. The 'countercyclical buffer' particularly targets at the extenuation of the allegedly harmful behavior of bank capital. Mainstream discourses on the subject usually assess a pro-cyclical behavior of banks' surplus capital but this paper examines mostly annual data by GDP as a deputation for the commercial cycle. Using collected annually data, this paper identifies a defining pro-cyclical behavior of Palestinian banks' capital.
DEStech Transactions on Social Science, Education and Human Science, 2017
In this paper, we integrated a novel framework to develop credit risk management systems for Pale... more In this paper, we integrated a novel framework to develop credit risk management systems for Palestinian banks based on international standards (Basel Capital Accord). First, we evaluate the credit risk management systems and strategies that the operating bank in Palestinian banking system mandate. Second, we used the analytical description methodology to describe the new Basel accord for effective banking supervision. Our study showed that despite the efficiency of personnel in the credit technical staff, it is still difficult for Palestinian banks to measure credit risks according to Basel III approaches.
DEStech Transactions on Social Science, Education and Human Science, 2017
In this paper, we integrated a novel framework to develop credit risk management systems for Pale... more In this paper, we integrated a novel framework to develop credit risk management systems for Palestinian banks based on international standards (Basel Capital Accord). First, we evaluate the credit risk management systems and strategies that the operating bank in Palestinian banking system mandate. Second, we used the analytical description methodology to describe the new Basel accord for effective banking supervision. Our study showed that despite the efficiency of personnel in the credit technical staff, it is still difficult for Palestinian banks to measure credit risks according to Basel III approaches.
DEStech Transactions on Environment, Energy and Earth Science, 2016
This paper investigates the Palestine banks sector (PBS) after the recent financial crisis in 200... more This paper investigates the Palestine banks sector (PBS) after the recent financial crisis in 2008. This paper tries to answer the questions that; How weak economy Withstood the recent financial crisis? How the assets increase on PBS after the financial crisis and the last aggression on Gaza? This phenomena direct attention on bank risk. Thus this paper investigates the effect of bank capital, charter value, information system, “internal/external” control system and market discipline on bank risk on PBS. Therefore, we try to understand that to what extent does Basel III instruments increase the stability of the banking sectors? By using panel data from Palestine over the period 1996-2014. In addition, we use Partial Least Square (PLS) to analysis the sample which includes 172 questionnaires from listed banks. The result shows that there is no relationship among bank capital, charter value, information system and market discipline on bank risk. Our finding shows that the “Information...
Are Capital Buffers Countercyclical ? An Evidence From Pakistan
The Romanian Economic Journal, 2016
New risk based capital requirement have pro-cyclical effect and causes negative externalities in ... more New risk based capital requirement have pro-cyclical effect and causes negative externalities in the economy. During recession, on one side, quality of loan portfolio deteriorates and probability of default increases resulting into increased level of provisions and write off’s and reduced capital level. This causes an increase in capital requirements which becomes more expensive. Weaker banks fail to access new capital and ultimately reduce the credit supply. On the other side, banks are required to maintain the minimum capital which results into credit supply contraction and hits the bank’s profitability leading to a situation called Credit Crunch. This situation may prolong recession. During the crisis, developing countries are more affected than developed countries and this debate is entirely new in Pakistan. This research empirically investigates the pro-cyclical effect of new capital regulation under Basel II using panel data of 47 Pakistani Banks from 2001-2012. Particular...
Forecasting of the American Digital Economy Using ARIMA Model
2021 International Conference on Electronic Engineering (ICEEM)
Handwritten Chemical Formulas Classification Model Using Deep Transfer Convolutional Neural Networks
2021 International Conference on Electronic Engineering (ICEEM)