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Neural network-based liquidity risk prediction in Indian private banks
Intelligent Systems with Applications, 2023 Liquidity risk stands as a pivotal financial concern within the Indian banking landscape, particularly in the context of Basel Recommendation. This recommendation underscores the vital role of liquidity risk management, urging banks to establish robust ...
Dr Sumi KV
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The determinants of liquidity risk of commercial banks in Vietnam [PDF]
Banks and Bank Systems, 2019 This research identifies factors that explain the liquidity of commercial banks in the Vietnam banking system from 2010 to 2015. Using the OLS regression method for analysis, it was found that: the interbank market helps commercial banks improve their
Tu T. T. Tran +3 more
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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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POLICIES OF THE COMMERCIAL BANKS LIQUIDITY MANAGEMENT IN THE CRISIS CONTEXT [PDF]
Annals of the University of Oradea: Economic Science, 2009 The article focuses on liquidity management in Commercial Banks, and presents the steps that a good management has to follow to ensure that the position of the bank is not put into jeopardy following a lack of liquidity.
Paun Dragos, Trenca Ioan
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Journal of Risk and Financial ManagementMaximising financial performance while maintaining adequate liquidity is a crucial and ongoing challenge for bank management, particularly in emerging markets.
Munther Al‐Nimer +2 more
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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
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Liquidity Risk and Asset Pricing in Pakistan Stock Exchange
JISR Management and Social Sciences & Economics, 2021 This paper empirically investigates the impact of liquidity risk on stock returns in Pakistan and determines investors’ attitude under bull and bear market conditions. Specifically, the liquidity adjusted capital asset pricing model(CAPM) is modified by
Abdul Rashid, Asma Aib
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Funding liquidity risk and asset risk of Indonesian Islamic rural banks
Cogent Economics & Finance, 2022 This study explores the influence of funding liquidity risk and several control variables on Islamic rural banks’ asset risk in Indonesia. Our study analyzes Islamic rural banks comprising 142 Islamic banks with quarterly data from 2013: Q1 to 2018: Q4 ...
Agus Widarjono +2 more
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Corporate Bond Pricing Model with Interaction between Liquidity and Credit Risk
Complexity, 2022 This study derives a liquidity and credit risk-adjusted capital asset pricing model and investigates the model using the data set in China's corporate bond market.
Zijian Wu, Baochen Yang, Yunpeng Su
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DeFi Lending Platform Liquidity Risk: The Example of Folks Finance
The Journal of The British Blockchain Association, 2023 Decentralised finance (DeFi) lending platforms may experience liquidity risk, which occurs when users are unable to withdraw their assets. Researchers and practitioners have found that the concentration of deposits among a small group of users is one of ...
Matthias Hafner +7 more
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