2011 -2014 dr.bouabdelli@gmail.com tobbi.aicha@yahoo.comLiquidity risk management in conventional and Islamic banks
a comparative study to banks in Qatar for the period 2011-2014Ahlam BOUABDELLI & Aicha Tobbi University of Ghardaia –Algeria
Received:11 Mar 2015 Accepted: 09 May 2015 Published: 30 June 2015
: SIZE ROE ROA CAR LR 2011 -2014 jel G21, G12, G02 Abstract:
Through our search, we have a comparative study to liquidity risk management between both conventional banks and Islamic banks. In addition, we seek to demonstrate the relationship between the independent variables (Bank size (SIZE), return on equity (ROE), return on assets (ROA), the capital adequacy ratio (CAR) and the dependent variable is the liquidity risks ( LR) at all the conventional and Islamic banks in Qatar, during the period (2011-2014). The main results of the study indicate that there is a significant positive relationship between all the independent variables (size of the bank, the return on equity, return on assets, capital adequacy ratio) and the dependent variable (liquidity risk).
Key words: liquidity risk, conventional banks, Islamic banks, Qatar. (JEL) Classification: G02, G12, G21.
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2010 2013 4 5 2011 -2014 - - 6 2 2011
2007 2 1
Liquidity risk management, a comparative study between conventional and Islamic banks of Pakistan 5 5 2007 -2010 . Muhammad Farhan Khizer Ali
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9 10 2.3 11 12
4 1.4 13 14 2.4 15
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1 : 06 2010 -2013 2 2010 -2013 LR SIZE ROE ROA CAR 1.2 LR 1 LR spss 0 5 10 15 20 25 30 2011 2012 2013 2014 ﺔﯾﻣﻼﺳﻹا كوﻧﺑﻟا LR % ﺔﯾدﯾﻠﻘﺗﻟا كوﻧﺑﻟا LR %
22 SIZE 2 SIZE spss 32 ROE : 3 ROE spss 16.8 17 17.2 17.4 17.6 17.8 18 2011 2012 2013 2014 ﺔﯾﻣﻼﺳﻹا كوﻧﺑﻟا size ﺔﯾدﯾﻠﻘﺗﻟا كوﻧﺑﻟا size 0 2 4 6 8 10 2011 2012 2013 2014 ﺔﯾﻣﻼﺳﻹا كوﻧﺑﻟا ROE ﺔﯾدﯾﻠﻘﺗﻟا كوﻧﺑﻟا ROE
42 ROA 4 ROA spss 2010 2012 2013 2012 2013 42 CAR 1.25 % 45 % 100 % 0 0.5 1 1.5 2 2.5 3 3.5 2011 2012 2013 2014 ﺔﯾﻣﻼﺳﻹا كوﻧﺑﻟا ROA ﺔﯾدﯾﻠﻘﺗﻟا كوﻧﺑﻟا ROA
5 CAR spss 3 LR SIZE ROE ROA CAR 01 1
descriptive Statistiques-Model 1(Conventional Banks)
Minimum Maximum Mean standard deviation
LR ,870 22,88 10,9208 ,084380 CAR 13,22 22,10 16,7283 3,00602 ROA 1,66 2,81 2,4075 ,30618 ROE 3,88 8,81 6,8067 1,52291 SIZE 16,70 18,54 17,6050 ,623780 spss 0 5 10 15 20 25 2011 2012 2013 2014 ﺔﯾﻣﻼﺳﻹا كوﻧﺑﻟا CAR ﺔﯾدﯾﻠﻘﺗﻟا كوﻧﺑﻟا CAR
02 2
descriptive Statistiques-Model 2(Islamique Banks)
Minimum Maximum Maen Standard deviation
LR 4,73 32,40 15,9450 ,063800 CAR 15,41 24,76 19,4042 2,93165 ROA 1,92 3,49 2,6475 ,520630 ROE 1,61 5,87 4,0583 1,67800 SIZE 16,71 18,16 17,6067 ,484440 spss 4 94 % -0,374 98 % 0,171 0,149 95 % 03 1
Correlation -Model1(Conventional banks)
LRc SIZEc ROEc ROAc
LRc Pearson Correlation 1
Sig.(2-tailed)
SIZEc Pearson Correlation 5-0.37 1
Sig.(2-tailed) 040.
ROEc Pearson Correlation 00.17 0.576 1
Sig.(2-tailed) 0190. 0.050
ROAc Pearson Correlation 0.149 -0.209 0.156 1
Sig.(2-tailed) 050. 0.514 0.629
CARc Pearson Correlation 0.375 -0.498 -0.604 0.475
Sig.(2-tailed) 030. 0.100 0.038 0.119 spss
Correlation is significant at the0.05 level Sig.(2-tailed )
0,375 96 %
04 2
Correlation –Model2(Islamic banks)
LRc SIZEc ROEc ROAc
LRi Pearson Correlation 1
Sig.(2-tailed)
SIZEi Pearson Correlation -0.796 1
Sig.(2-tailed) 0.002
ROEi Pearson Correlation 0.397 0.017 1
Sig.(2-tailed) 0330. 0.958
ROAi Pearson Correlation 0.483 -0.400 -0.160 1
Sig.(2-tailed) 0110. 0.198 0.619
CARi Pearson Correlation 0.442 -0.734 -0.340 0.420
Sig.(2-tailed) 050. 0.007 0.279 0.174 spss
* Correlation is significant at the0.05 level Sig.(2-tailed )
98 % -0,796 97 % 0,397 99 % 0,483 95 % 0,442 5 1.5 0,05 R-square 0,753 75,3 % 0,546 54,6 % Beta 18 % 1 % 1 % 51 %
05 1 Coefficient-Model1(Conventional Banks)
Standardized Coefficient t Sig
Beta Constant 1.141 9020. SIZE 0.185- 0.468- 0140. ROE 0.511 1.283 0240. ROA 0.350 1.107 0180. CAR 0.197 0.490 0130. R-Square 0.753 Prob(F-statistiqe) 0.000
Adjusted Rsquare 0.546 Durbin watson Stat 1.877
spss 2.5 0,05 R-square 0,778 77,8 % 59 % 95 % ، 1 % 11,3 % 1 % 69 % 1 % 12 % 06 2 Coefficient-Model2(Islamic Banks)
Standardized Coefficient T Sig
Beta Constant 0.815 0440. SIZE -0.074 -0.147 0080. ROE 0.113 0.359 070. ROA 0.698 2.654 0.038 CAR 0.122 0.369 2500. R-Square 0.778 Prob(F-statistiqe) 0.001