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The Impact of Liquidity Risk Optimization on the Stability of Islamic Commercial Banks in Indonesia

Proceeding of The International Conference on Economics and Business, 2022
This research was conducted with the aim of knowing the effect of liquidity risk on bank stability with credit risk and operational efficiency as intervening variables for Islamic Commercial Banks in Indonesia for the 2010-2019 period.
Kaharuddin Kaharuddin, Muhammad Yusuf
semanticscholar   +1 more source

Liquidity risk and bank financial performance: an application of system GMM approach

Journal of Financial Regulation and Compliance, 2022
Purpose This study aims to examine the effect of liquidity risk on deposit money banks’ (DMBs) performance in Sub-Saharan Africa. This study also tests the interaction effect of liquidity risk and nonperforming loans on the performance of DMBs’ in Sub ...
Adamu Yahaya, Fauziah Mahat, Yahya M.H., B. T. Matemilola   +3 more
semanticscholar   +1 more source

Liquidity Risk and Long-Term Finance: Evidence from a Natural Experiment

The Review of Economic Studies, 2021
Banks in low-income countries face severe liquidity risk due to volatile deposits, which destabilize their funding, and dysfunctional liquidity markets, which induce expensive interbank and central bank lending.
M. A. Choudhary, Nicola Limodio
semanticscholar   +1 more source

The Interactional Relationships Between Credit Risk, Liquidity Risk and Bank Profitability in MENA Region

Global Business Review, 2020
The purpose of this article is to investigate the relationship between credit risk, liquidity risks and bank profitability within the Middle East and North African (MENA) countries.
Hakimi Abdelaziz, Boussaada Rim, Hamdi Helmi   +2 more
semanticscholar   +1 more source

Liquidity risk determinants: Islamic vs conventional banks

, 2020
Purpose This paper aims to identify and analyze the similarities and differences of the liquidity risk determinants within conventional and Islamic banks.
Ameni Ghenimi, H. Chaibi, Mohamed Ali Omri   +2 more
semanticscholar   +1 more source

Liquidity Risk after 20 Years

Critical Finance Review, 2019
The Critical Finance Review commissioned Li, Novy-Marx, and Velikov (2017) and Pontiff and Singla (2019) to replicate the results in Pastor and Stambaugh (2003).
Ľuboš Pástor, R. Stambaugh
semanticscholar   +1 more source

Financial stability, liquidity risk and income diversification: evidence from European banks using the CAMELS–DEA approach

Annals of Operations Research, 2022
Béchir Ben Lahouel, Lotfi Taleb, Younes Ben Zaied, Shunsuke Managi   +3 more
semanticscholar   +1 more source

Liquidity Risk and Asset Pricing

Critical Finance Review, 2019
Pastor and Stambaugh’s (PS 2003) aggregate liquidity innovations can be closely replicated, as can their traded factor based on historically estimated liquidity betas, which performs even stronger out of sample.
Hongtao Li, Robert Novy-Marx, Mihail Velikov   +2 more
semanticscholar   +1 more source

LIQUIDITY RISK MANAGEMENT

Economic Sciences, 2023
O. Liubkina, Liudmyla Bohrinovtseva, I. Krasnova   +2 more
semanticscholar   +1 more source

Liquidity Risk?

Critical Finance Review, 2019
We revisit the role of liquidity risk. We successfully replicate Pastor and Stambaugh’s (2003) gamma liquidity risk index and, within their time period, concur with their risk premium estimate.
Jeffrey Pontiff, R. Singla
semanticscholar   +1 more source