The impact of market risk on the continuity of commercial banks: An analytical study of a sample of commercial banks listed in the Iraq Stock Exchange for the period (2005-2022)
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Abstract
The research aims to measure the impact of market risks on the continuity of commercial banks for a sample of banks listed on the Iraqi Stock Exchange for the period 2005 until 2022. Market risks were measured through the value at risk (VaR), while continuity was predicted through continuity prediction models using the G model. Score The research sample included ten banks (Bank of Baghdad, Commercial Bank of Iraq, Investment Bank, Middle East Bank, National Bank of Iraq, Credit Bank, Sumer Commercial Bank, Gulf Bank, Mosul Bank, and Babylon Bank), and the financial statements of the banks were obtained. Through annual reports published in the Iraq Stock Exchange. Simple Panel Data regression was used through the statistical program (EViews v.12) according to models (aggregated regression, fixed effects, random effects), and the research reached a set of results, the most important of which is the presence of a statistically significant effect of market risks on the continuity of banks. In light of this, the research came out with a number of recommendations, the most important of which is that commercial banks should increase interest in measuring market risks through the value-at-risk (VaR) method to identify weaknesses. And deficiencies and address them, in addition to identifying and increasing strengths, as well as adopting the measure of logistic regression methods, especially the G-score model for forecasting. Banks continue to carry out their business.
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