Abstract

Through this thesis, we tried to study the impact of systemic risk management on the financial performance of Algerian commercial banks, by relying on two types of approaches, the descriptive analytical approach in order to determine the theoretical dimensions and keywords of the study, in addition to the case study approach in the practical aspect by trying to drop the theoretical aspects For the subject on the sample of the study represented by the comprehensive survey sample of the statistical community consisting of (20) commercial banks accredited by the Bank of Algeria during the study period (2013-2018), through identifying the banks of systemic importance (D-SIBs) using the (SCOREi) model. , then assessing the financial performance of the Algerian commercial banks using the (CAMELS) model, finally studying the impact of the degree of systemic importance according to the (SCOREi) model on the financial performance of the Algerian commercial banks according to the (CAMELS) model, depending on the panel data models in analyzing and estimating Outputs of the annual financial statements of the twenty commercial banks, using the statistical program (Eviews 10).
This study concluded that the list of Algerian local banks of systemic importance was dominated by the six public banks. We can say that the financial performance of these banks is satisfying, but with a weak performance in the liquidity index, which reflects the monetary crisis experienced by the Algerian economy. Finally, the estimation of the impact of systemic importance of commercial banks were negative and statistically significant on three indicators of financial performance, namely (capital adequacy, management efficiency and profitability), it was positive and statistically significant on the market sensitivity index, and there is no significant effect on the liquidity and asset quality indicators.
This study also recommends the Algerian bank to develop a clear methodology to identify local banks of systemic importance, in order to impose additional capital requirements on them to absorb losses at the level of the Algerian banking system, while maintaining high levels of financial performance in these banks.
Key words: systemic risks, Domestic Systemically Important Banks (D-SIBs), financial performance of commercial banks, CAMELS model, Panel Data Models, the Algerian banking system.

Information

Item Type:	Thesis
Divisions:	» Faculty of Economic, Commercial and Management Sciences
ePrint ID:	2928
Date Deposited:	2022-03-14
Further Information:	Google Scholar
URI:	https://www.univ-soukahras.dz/en/publication/article/2928

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