Results 31 to 40 of about 1,679,935 (308)

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
doaj   +1 more source

Cyclicality of Bank Liquidity Creation [PDF]

SSRN Electronic Journal, 2017
This paper investigates the cyclicality of bank liquidity creation. Since liquidity creation is a major economic function of banks, their liquidity creation behavior may amplify business cycle fluctuations. Using the methodology of Berger and Bouwman (2009) to compute liquidity creation measures, we analyze the relation between GDP growth and liquidity
Fungáčová, Zuzana, Weill, Laurent, Davydov, Denis   +3 more
openaire   +4 more sources

Bank liquidity sensitivity after the impact of the bank-run phenomenon: The moderating role of state ownership [PDF]

Banks and Bank Systems
The 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
doaj   +1 more source

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, Sarkar, Asani, Shachar, Or   +2 more
openaire   +2 more sources

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.
openaire   +2 more sources

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
doaj   +1 more source

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
doaj   +1 more source

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, Chorry Sulistyowati   +1 more
doaj   +1 more source

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
openaire   +4 more sources

Macroeconomic and Bank-Specific Factors Affecting Bank Liquidity in South Africa: An MSM-VAR Approach

Finance, Accounting and Business Analysis
Purpose: The study aims to determine if macroeconomic and bank-specific factors affect bank liquidity differently under different regimes in South Africa. Design/Methodology/Approach: This research used the Markov Switching Mean Vector Autoregressive (
Dumisani Pamba
doaj   +1 more source