The Effect Of Banking Guarantees Indicators In Measuring Financial Risks By Applying On The Traditional Syrian Private Banks "An Econometric Study Using Panel Models"

Abstract

The study aimed to display the impact of bank guarantees in identifying and measuring the banking risks based on cross-sectional data for a sample of eight private traditional banks listed on the Damascus Stock Exchange (DSE) during the period (2010-2020). The Descriptive Analytical Approach was used by this study based on "Eviews Program ", where the comparison between fixed and random estimation models of Panel data using the Hausman test, then applying the Generalized Least Squares method (GLS) to correct the efficiency of least squares. The study also tested the stability of time series and long term relationship between banking guarantees and financial risk using Pedroni's test. The study showed the following results:

There is a long-term relationship between banking guarantees and Credit, Liquidity and Market risks.

There is no long-term relationship between bank guarantees and Interest rate risk.

Cash guarantees are more efficient than in-kind and personal guarantees in reducing banking risks.