إستعمال دراسة الحدث لقياس أثر الأزمة المالية 2008 على كفاءة البنوك

Abstract

This study employs the event study methodology to examine the impact of financial crises on the banking sector,This study selects the 2008 mortgage crisisas an event to measure its effect on the efficiency of 10 Arab banks from the Arabian Peninsula. The analysis covers the period from 2000 to 2016. Using Data Envelopment Analysis (DEA), a non-parametric method for measuring efficiency, the banks' efficiency scores were calculated with the statistical software R. Subsequently, an event study model was estimated on the resulting panel data using the software Stata.The study's methodology involves comparing the estimated changes in efficiency to what would be considered "normal" or expected in the absence of the event. The difference is then examined to determine the magnitude of the crisis's impact on bank efficiency. The study found a significant negative impact that diminishes over time but persists in the long run. This suggests that the event study methodology is a powerful and effective approach for analyzing the effect of crises on bank efficiency.