المخاطرالسوقية وأثرها على كفاية راس المال وفق اتفاقية بازل II دراسة حالة في مصرف الرافدين للفترة من 2006-2011

Abstract

     The research aims to study the market risk and the impact on the capital adequacy according to Basel II, touched on both sides, two basic market risk and kinds (interest rates, foreign exchange, gold and remittances Treasury and price risk and the risk of goods) and capital adequacy, as a community study Rafidain Bank and is based on the premise Find the key research problem "there is no significant effect in terms of market risk on capital adequacy as determined by the Basel II Accord in the Rafidain Bank," through the use of statistical indicators (Fe, Te, R)

     In statistical analysis, research findings to a group of the most important conclusions of the Rafidain Bank, the Basel Convention standards dish I calculate credit risks and market risks neglected, while the dish minimum capital adequacy in the Basel II Accord and neglected aspects of private market discipline and supervisory review.

     The study made a number of recommendations include the need for calculating the market risk modern methods as defined by Basel II within the Morgan method with the application of the three basic pillars of Basel II.