This study aims at measuring the banking technical efficiency levels in the Middle East and North Africa MENA region from the period 2010-2014 over six 06 countries (KSA, Qatar, Kuwait, Jordan, Tunisia, Algeria) using the nonlinear Data Envelopment Analysis DEA model based on an unbalanced panel data of 66 banks (47 conventional banks and 19 Islamic banks). The results suggest that conventional banks are more technical efficient than Islamic banks under the Constant returns to scale assumption. However, the efficiency scores vary across the sample under the Variable return scale assumption which reflect the importance of the size and economies of scale in determining the overall banking efficiency in the region.
This study aims to show how do the Value at Risk contributes at measuring the risks that face the financial portfolio and its damages using a Financial Portfolio that was formed from five normal stocks of listed companies in the Kuwaiti financial market of 2018. The study has adopted confidence levels of 99%, 95% and 90% to calculate the value at risk using historical simulations and comparing it to the parametric method to the daily portfolio returns. The study resulted at there are some differences between the two methods, and that this qualitative tool is accurate and important in estimating maximum losses that can be achieved within the selected time horizon of one day and a month.
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