Search Results - subject:"Funding Liquidity Risk"

Real interest rates, bank borrowing, and fragility

Ahnert, Toni; Anand, Kartik; König, Philipp Johann - 2022

How do real interest rates affect financial fragility? We study this issue in a model in which bank borrowing is subject to rollover risk. A bank's optimal borrowing trades off the benefit from investing additional funds into profitable assets with the cost of greater risk of a run by bank...

Persistent link: https://www.econbiz.de/10013465055

Real interest rates, bank borrowing, and fragility

Ahnert, Toni; Anand, Kartik; König, Philipp Johann - 2022

Persistent link: https://www.econbiz.de/10014374355

Real interest rates, bank borrowing, and fragility

Ahnert, Toni; Anand, Kartik; König, Philipp Johann - 2022

Persistent link: https://www.econbiz.de/10013463279

Funding liquidity risk and asset risk of Indonesian Islamic rural banks

Widarjono, Agus; Wijayanti, Diana; Suharto, Suharto - In: Cogent Economics & Finance 10 (2022) 1, pp. 1-14

This study explores the influence of funding liquidity risk and several control variables on Islamic rural banks' asset … analysis. Our results confirm the funding liquidity risk increase Islamic banks' asset risk. Small Islamic banks encounter less … influence of funding liquidity risk on asset risk is higher for Islamic banks in developed areas than in less developed areas …

Persistent link: https://www.econbiz.de/10015074290

Funding liquidity risk and asset risk of Indonesian Islamic rural banks

Widarjono, Agus; Wijayanti, Diana; Suharto, Suharto - In: Cogent economics & finance 10 (2022) 1, pp. 1-14

This study explores the influence of funding liquidity risk and several control variables on Islamic rural banks’ asset … analysis. Our results confirm the funding liquidity risk increase Islamic banks’ asset risk. Small Islamic banks encounter less … influence of funding liquidity risk on asset risk is higher for Islamic banks in developed areas than in less developed areas …

Persistent link: https://www.econbiz.de/10013461059

Real interest rates, bank borrowing, and fragility

Ahnert, Toni; Anand, Kartik; König, Philipp Johann - 2022

How do real interest rates affect financial fragility? We study this issue in a model in which bank borrowing is subject to rollover risk. A bank’s optimal borrowing trades off the benefit from investing additional funds into profitable assets with the cost of greater risk of a run by bank...