Results 21 to 30 of about 30,487 (346)
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.
Ameni Ghenimi +2 more
doaj +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
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
Bank Mergers, Competition, and Liquidity [PDF]
Journal of Money, Credit and Banking, 2003 We model the impact of bank mergers on loan competition, reserve holdings, and aggregate liquidity. A merger changes the distribution of liquidity shocks and creates an internal money market, leading to financial cost efficiencies and more precise estimates of liquidity needs.
Carletti, E +2 more
openaire +9 more sources
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
Banking and Commerce: A Liquidity Approach [PDF]
SSRN Electronic Journal, 2000 This paper looks at the advantages and disadvantages of mixing banking and commerce, using the "liquidity" approach to financial intermediation. Bringing a nonfinancial firm into a banking conglomerate may be advantageous because it may make it easier for the bank to dispose of assets seized in a loan default.
João A. C. Santos, Joseph G. Haubrich
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Bank Liquidity Hoarding and the Financial Crisis: An Empirical Evaluation
Quarterly Journal of Finance, 2021 I test and find supporting evidence for the precautionary motive hypothesis of liquidity hoarding for U.S. commercial banks during the global financial crisis.
J. Berrospide
semanticscholar +1 more source
Liquidity Risk in Banking: Is There Herding? [PDF]
SSRN Electronic Journal, 2012 Abstract: Banks individually optimize their liquidity risk management, often neglecting the externalities generated by their choices on the overall risk of the financial system. This is the main argument to support the regulation of liquidity risk. However, there may be incentives, related for instance to the role of the lender of last resort, for ...
Bonfim, D., Kim, M.
openaire +2 more sources