Results 31 to 40 of about 1,542,151 (312)
Bank Liquidity Provision and Basel Liquidity Regulations [PDF]
SSRN Electronic Journal, 2018 We examine liquidity creation per unit of assets by banks subject to the Liquidity Coverage Ratio (LCR) using the liquidity measures Liquidity Mismatch Index (LMI) (Bai et al., 2018) and BB (Berger and Bouwman, 2009). We identify the LCR effects through time and cross-section effects, specific LCR-constrained balance sheet categories, an economically ...
Roberts, Daniel +2 more
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ASYMMETRIC CAUSAL LINKAGES BETWEEN LIQUIDITY AND PROFITABILITY FOR MENA ISLAMIC BANKS
Journal of Islamic Monetary Economics and Finance, 2022 This paper investigates the impact of liquidity on Islamic bank profitability. We examine the existence of asymmetric causal linkages or structural shifts in the profitability-liquidity nexus for a sample of 34 Islamic banks in the Middle East and North ...
Khoutem Ben Jedidia, Ines Ben Salah
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Bank liquidity sensitivity after the impact of the bank-run phenomenon: The moderating role of state ownership [PDF]
Banks and Bank SystemsThe article investigates the impact of commercial banks’ liquidity sensitivity following the bank-run phenomenon. Using data from 25 Vietnamese commercial banks from 2010 to 2022, the Sys.GMM estimation results reveal that banks with more considerable ...
Chi Diem Ha Le, Nam Hai Pham
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The Effect of Liquidity Risk on Bank Performance: Moderating Effect of Board Size and Board Meeting
Jurnal Manajemen Teori dan Terapan, 2021 Bank performance is the most important thing to note and interesting to study because it plays a crucial role in a country's economy. This study aims to determine the effect of liquidity on bank performance and the moderating effect of the size and board
Indira Nuansa Ratri
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Uncertainty and bank funding liquidity risk in Vietnam [PDF]
Ekonomski Anali, 2022 This paper examines the impact of uncertainty on bank funding liquidity risk. Based on a sample of Vietnamese commercial banks from 2007 to 2019, we show evidence that micro uncertainty in the banking sector leads to higher funding liquidity ...
Dang Van Dan, Nguyen Hoang Chung
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Banking, Liquidity, and Bank Runs in an Infinite Horizon Economy [PDF]
American Economic Review, 2015 We develop an infinite horizon macroeconomic model of banking that allows for liquidity mismatch and bank runs. Whether a bank run equilibrium exists depends on bank balance sheets and an endogenous liquidation price for bank assets. While in normal times a bank run equilibrium may not exist, the possibility can arise in recessions.
Mark Gertler, Nobuhiro Kiyotaki
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Solvency and Liquidity Level Trade-off: Does it Exist in Croatian Banking Sector?
Scientific Annals of Economics and Business, 2016 We focus on 32 Croatian banks in the period 2002-2010 in order to investigate the solvency-liquidity nexus. Dynamic panel data analysis is applied on two basic models in which current liquidity ratio and equity to assets ratio are set as dependent ...
Kundid Novokmet Ana, Marinović Antonia
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The Effect of Credit Risk and Liquidity Risk on Bank Stability
JIET (Jurnal Ilmu Ekonomi Terapan), 2021 The purpose of this study is to determine the effect of credit risk and liquidity risk on bank stability. This study used the multiple regression analysis to determine the effect of credit risk and liquidity risk as the independent variables, with BOPO ...
Ibnu Zakaria Dwinanda +1 more
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Liquidity, Banking, and Bank Failures
International Economic Review, 1988 A multiperiod model with risk-neutral agents is constructed in which a liquidity problem arises in an equilibrium with decentralized tradin g in capital, which banking institutions are able to alleviate. Depos it contracts provide for early withdrawal, banks hold debt, and agent s who borrow from banks hold compensating balances.
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PENGELOLAAN DANA DAN LIKUIDITAS BANK
Buletin Ekonomi Moneter dan Perbankan, 2014 This paper analyzes the liquidity of banks, both precautionary and involuntary liquidity. We apply dynamic panel estimation on individual bank data covering the period of Januari 2002 to November 2011.
Gantiah Wuryandani +3 more
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