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An empirical analysis of macroeconomic and bank-specific factors affecting liquidity of Indian banks
Future Business Journal, 2016 This paper investigates bank-specific and macroeconomic factors that determine the liquidity of Indian banks. To explore the association, we perform OLS, fixed effect and random effect estimates on a data set of 59 banks from 2000 to 2013.
Anamika Singh, Anil Kumar Sharma
exaly +3 more sources
Borsa Istanbul Review, 2019 The paper examines the effect of funding liquidity on bank loan growth using a dynamic least squares dummy variable corrected (LSDVC) approach over the period between 2006 and 2015.
Ahmed Mohamed Dahir, A N Bany-Ariffin
exaly +3 more sources
Bank Liquidity and the Global Financial Crisis [PDF]
Journal of Applied Mathematics, 2012 We investigate the stochastic dynamics of bank liquidity parameters such as liquid assets and nett cash outflow in relation to the global financial crisis.
Frednard Gideon +3 more
doaj +5 more sources
Income diversification and liquidity risk in ASEAN-5 banks: A Bayesian perspective. [PDF]
PLoS ONEOur research employed Bayesian linear regression utilizing an adaptive Metropolis-Hastings method with Gibbs sampling to assess the influence of bank income diversification on the liquidity risk of five ASEAN banks.
Quynh Nga Duong +2 more
doaj +2 more sources
The effects of liquidity risk and credit risk on bank stability: Evidence from the MENA region
Borsa Istanbul Review, 2017 The global financial crisis has induced a series of failures of most conventional banks. This study investigates the main sources of banking fragility.
Hasna Chaïbi
exaly +3 more sources
Determinants of liquidity risk: Empirical evidence from Indian commercial banks [PDF]
Banks and Bank Systems, 2023 Liquidity risk is a significant financial threat that must be handled carefully. Underestimation or mismanagement of liquidity risk may lead to severe financial losses or even bank failures.
Tisa Maria Antony
doaj +1 more source
Determinants of banking liquidity in Vietnamese commercial banks [PDF]
Annals of Computer Science and Information Systems, 2022 Cet article mesure la liquidité des banques commerciales vietnamiennes de 2007 à 2017 et tente de détecter d'éventuels facteurs d'influence. En utilisant une régression dynamique multivariée, nous examinons les effets de deux ensembles de déterminants possibles : des facteurs macroéconomiques, comme la politique monétaire ou la force économique, peut ...
Lai Thi Thanh Loan +2 more
openaire +2 more sources
Cogent Business & Management, 2023 Regulators and managers in the banking sector prioritize the banking system’s stability and safety to limit risks, shocks, and potential losses. This study reveals why a bank is more or less stable via bank capital, liquidity creation, and asset ...
Thanh Huu Vu, Trung Thanh Ngo
doaj +1 more source
Liquidity and Shadow Banking [PDF]
SSRN Electronic Journal, 2017 Using a unique dataset of the detailed portfolio holdings of US money market funds, we study the behaviour of such funds in the context of the European sovereign debt crisis. These important players in the shadow banking sector were particularly vulnerable to liquidity shocks before the introduction of minimum liquidity requirements.
Zary Aftab, Simone Varotto
openaire +1 more source
Output Efficiency and Liquidity Risk of Islamic Banks [PDF]
Türkiye İslam İktisadı Dergisi, 2022 This study analysed the relation between efficiency and liquidity risk of worldwide Islamic banks from 1986 to 2015. Bank efficiency was estimated based on output efficiency by using stochastic frontier approach (SFA), while liquidity was calculated by ...
Nurul Nadiyah Hashim +2 more
doaj +1 more source