نـحو تحـديد حجم أمثــل لكـفـاية رأس المال في الـبنـوك الإسلامية "دراسة تطبيقية على عينة من البنوك الإسلامية خلال الفتـرة 2013-2017"

Résumé: This research attempts to determine the optimal size of capital adequacy in Islamic banks through an applied study on a sample of Islamic banks during the period 2013-2017. The study discussed the importance of capital adequacy in these banks and the evolution of its ratio in traditional and Islamic banks. Then, the study tackled the relationship between capital adequacy optimization and banks efficiency. The applied study was conducted based on data from 45 Islamic banks in different countries in order to determine the optimal size of capital adequacy, consequently, determining the extent to which the optimization of capital adequacy affect the performance and risks in the studied banks. Two-Stage Data Envelopment Analysis (DEA) model represents the best model in determining capital adequacy and efficiency in the same time. This finding represent the main result of this research, where 15% of the studied banks achieved the full efficiency, this result was obtained from all used models. More than 50% of the studied banks in some years must reduce the capital adequacy ratio to reach the optimal limits. In other years this ratio reached 60% which means that these banks must modify this ratio to achieve the optimal limits. As banks move away from the optimal capital adequacy ratios, they will face a negative impact on return on assets and positive impact on credit risk-weighted assets.

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