期刊名称：Journal of Islamic Monetary Economics and Finance
印刷版ISSN：2460-6146
电子版ISSN：2460-6618
出版年度：2018
卷号：3
期号：2
页码：181-200
语种：English
出版社：Bank Indonesia
摘要：Basel Ill guidelines were released in 2010 by the Basel Committee on Banking Supervision (BCBS) as a revision of the previous Basel guidelines with the aim ofstrengthening the bank's capital and liquidity of banks.BCBS formulate a new policythat is the capital buffer.Capital Buffer is the dfference between the minimum capitalrequired by regulators with its overall capital and is considered a "cushion" against theshocks of the financial crisis.This study examine the impact of risk,business cycle,andcompetition on banks' capital buffer.This paper used the sample of Islamic banks andconventional banks in ASEAN and MENA in the period 201 1-2015 with unbalancedpanel data.Using System GMM method to test the characteristics of Islamic banks inmanaging its capital.The finding indicates that the degree of capital buffer in islamicbanks tend to adjust its risk.The result also shows that capital buffer decrease duringeconomic expansion where banks act aggressively by extending their lending activities.The relationship between capital buffer and competition is positive in that the high levelof competition to motivate banks to have higher capital.
