MBA Research Project

日期 : Oct 2017 - Mar 2018

My MBA research project was about the Efficiency of Basel in managing Credit, Liquidity, Market and Operational risk: A Case Study of banking Sector in Pakistan. The banking sector face risks which shows continuous volatility, it’s led to huge financial losses and sometime crisis, banks risk management, capital management strategies and profitability will provide the safe passage and make the banks capable to realize such risks and losses. The efficient and effective functionality requires to follow the regulations of central body like Basel regulations strictly adhered. The aimof this study is to is to examine the efficiency of Basel regulation in managing credit, liquidity, market and operational risks in Pakistan’s banking sector which includes Public, specialized, domestic private and foreign banks. T-test: Paired Two Sample for Means used for measuring the efficiency of Basel in risk management. Sample of data comprises four sets of periods according to Basel Implementation, 1st the banking data from 1995 to 2000 for Basel-I; 2nd the banking data from 2002 to 2006 for Basel-I Amendment;3rd the banking data from 2006 to 2010 for Basel-II; and 3rd the banking data from 2012 to 2016 for Basel-III; by skipping the year of implementation of Basel regulations in order to measure efficiency before and after Basel implementation through managing various risks which were face by banking sector in Pakistan. In aggregate we incorporated 1995 to 2016 data of Banking Sector of Pakistan by using the 14 Ratio parameters. We used SPSS and MS office for T-statistics output. This research study will offer basis for those who want to study the before and after implementation effects of Basel- I, II, III impact of financial sector. Our study propose that Basel regulation improves the overall efficiency of banking sector with the development and implementation of each of the successive regulation in managing credit, liquidity and operational risks.