Economics and Finance

Our PhD students

Photo of Nusiebeh Alrawashedh

Nusiebeh Alrawashedh

  • Role Title: PhD student
  • Address: Richmond Building Portland Street Portsmouth PO1 3DE
  • Telephone: tbc
  • Email:
  • Department: Economics and Finance
  • Faculty: Portsmouth Business School


Nationality: Jordanian         Director of Studies: Dr Everton Dockery     Year of graduation: N/A

Issues specific to liquidity risk, risk-based capital requirements, and capital adequacy regulation in Jordanian commercial banks

Thesis summary

The term ‘Risk’ has been defined in a variety of ways. In most cases, risk has been defined as the possibility of an event happening and is often associated with negative outcomes. The risk is a daily fact of life for both individuals and businesses. Although there are some beneficial possibilities too, people generally link risk with loss or damage. In business, every organization is exposed to different types of risks. Risks affiliated with businesses are seen as events that threaten or limit the ability of an organization to achieve its goals. While many of them are pure risks, some of them are speculative. From a descriptive angle, risk had been defined in the value of the financial variable(s) and also various types of strategic variables.

Out of the many sectors existent in any economy or market, the financial service sector is perhaps the most significant economic sector in modern societies. Financial institutions serve as intermediaries by channeling the savings of individuals, business, and governments into loans and investments. Financial institutions such as banks and insurance companies like other companies are concerned with providing a good trade-off between return and systematic risk for their investors. There are two broad risk management strategies typically used by financial institutions. One approach involves identifying risks on an individual basis and treating each one separately. The other encompasses reducing risks by being well diversified. 

The banking industry has long viewed the problem of risk management as the need to control five main types of risk which are credit, interest rate, foreign exchange, liquidity, and operational risks. 

Liquidity risk, on the other hand, refers to multiple dimensions including the inability to raise funds at normal cost; market liquidity risk and asset liquidity risk. 

This research aims at examining the risk management techniques employed by the local conventional bank in regards to liquidity risk. Liquidity Risk is by far one of the most important risk factors faced by the banking industry of any economy. Unlike the other risk factors faced by banks, liquidity risk encompasses many dimensions including the ability to raise funds and takes into consideration the dimensions of both market liquidity and asset liquidity. The research will focus on issues specific to Liquidity risk Jordanian banks, risk-based capital requirements, and capital adequacy regulation in Jordanian commercial banks.