Results 31 to 40 of about 5,628 (278)
Funding liquidity and bank lending
Cogent Economics & Finance, 2020 We investigate how funding liquidity affects the bank lending using a large sample of US bank holding companies. We document a consistent evidence of a lower loan growth for banks that rely more on deposits.
Dung Viet Tran
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Network Relationship between Commercial Bank Liquidity Indicators and Various Indicators—Based on Bayesian Network [PDF]
MATEC Web of Conferences, 2019 Draining liquidity is one of the main reasons for the financial crisis. Therefore, exploring the link between various indicators of banks and bank liquidity has great significance for studying bank liquidity risk.
Gou Shangde, Wen Bohui, Kong Qingxin
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Liquidity Risk Drivers and Bank Business Models
Risks, 2019 This paper examines the bank liquidity risk while using a maturity mismatch indicator of loans and deposits (LTDm) during a specific period. Core banking activities that are based on the process of maturity transformation are the most exposed to ...
Simona Galletta, Sebastiano Mazzù
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Bank Capital Redux: Solvency, Liquidity, and Crisis [PDF]
Federal Reserve Bank of San Francisco, Working Paper Series, 2017 AbstractWhat is the relationship between bank capital, the risk of a financial crisis, and its severity? This article introduces the first comprehensive analysis of the long-run evolution of the capital structure of modern banking using newly constructed data for banks’ balance sheets in 17 countries since 1870.
Òscar Jordà +3 more
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NATIONAL BANK OF ROMANIA MONETARY POLICY TRANSMISSION MECHANISM DURING THE CRISIS [PDF]
Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie, 2015 Before the crisis, investments and foreign capital were injected in the Romanian economy. External financing has led to the emergence of a trend in the reduction of interest rates on credits and deposits and average interbank rate.
DIACONESCU DIANA RALUCA +1 more
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Liquidity risk and bank performance in Southeast Asian countries: a dynamic panel approach
Quantitative Finance and Economics, 2021 This study uses unbalanced panel data from Bankscope from 171 banks in 9 countries in Southeast Asia over the period 2004–2016 and the Generalized Method of Moments (SGMM) to analyze the impact of liquidity risk on bank performance in Southeast Asian ...
Tram Thi Xuan Huong +2 more
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Implications of the liquidity crisis in the Baltic-Nordic region [PDF]
Baltic Journal of Economics, 2014 This paper provides a more thorough empirical examination of the development and determinants of the liquidity position in the financial sector during the last financial crisis in the Baltic-Nordic region, which takes into consideration the whole economic cycle. The current study serves as an extension to an ex-ante study which was made in 2010.
Ivo Karilaid +2 more
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Risks, 2021 The paper presents an alternative approach to measuring systemic illiquidity applicable to countries with frontier and emerging financial markets, where other existing methods are not applicable.
Ewa Dziwok, Marta A. Karaś
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Portfolio liquidity-adjusted value-at-risk
South African Journal of Economic and Management Sciences, 2011 An important, yet neglected, aspect of risk management is liquidity risk; changes in value due to reduced availability of traded financial instruments.
Marius Botha
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Journal of Accounting and Finance in Emerging Economies, 2020 This study examines the impact of corporate governance compliance and global financial crisis on stock liquidity of Pakistani listed non-financial firms. By using a sample of 170 firms for the period of 2007 to 2016, and employing fixed effect regression
Javed Khan, Shafiq Ur Rehman
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