تأثير المخاطر السوقية في التعثر بالسداد وبعض مؤشرات السيولة للمصارف

The impact of market risk on default and some liquidity indicators for banks

The aim of the study is to identify the importance of measuring market risk, which represents the potential losses in banks, which is adopted as a tool to measure, manage and control the market risk that bank faced. As we know, the ultimate goal of banks is to increase profitability and reduce loss This study is linked to the concept of market risk by default in terms of the importance of the role of credit in achieving the objectives of the bank in the long term, and also linked the study between the risk of market liquidity and banking as the lack of liquidity leads to the face The banking sector has many difficulties, the most important of which is the inability to meet the needs of depositors of liquidity, and these aspects of the main objectives of the study and added to it an essential aspect of the importance. The study was based on a set of reports and financial statements published for a group of banks listed in the Iraqi market for securities that were selected based on the availability of data for the period 2005-2017. The study sample included (8) banks (Bank of Baghdad, Bank of the Middle East, Iraqi Investment Bank, National Bank of Iraq, Credit Bank, Sumer Commercial Bank, Gulf Commercial Bank). The study used a set of financial and statistical means to achieve its objectives. The study was used to verify the normal distribution of data (Kolmogorov-Smirnov) and found that it is subject to normal distribution. The study also used the analysis of correlation and regression relationships of the study variables and hypothesis testing using a set of statistical methods, Pearson as well as the use of simple linear regression by using the application of the statistical program ready SPSS The study reached a set of conclusions, most notably the absence of relationship relationship and significance of significant correlation between the brain Market risk, default rates, market risk and bank liquidity. The study presented a number of recommendations, the most important of which is the need for the management of banks to study the risks other than market risks such as credit risk, financial risks, etc. and their impact on the rates of default and liquidity.