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Dynamics of funding liquidity and risk-taking : evidence from commercial banks

Abbas, Faisal; Ali, Shoaib; Yousaf, Imran; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 14 (2021) 6, pp. 1-16

The purpose of this study is to investigate the impact of funding liquidity risk on the banks' risk-taking behavior. To … funding liquidity increases the banks' risk-taking of US commercial banks. Furthermore, banks with higher deposits are less … findings infer that increases in bank funding liquidity increase both risk-weighted assets and liquidity creation, and deposit …

Persistent link: https://www.econbiz.de/10012605946

Characterization of efficient networks in a generalized connections model with endogenous link strength

Olaizola, Norma; Valenciano, Federico - In: SERIEs : Journal of the Spanish Economic Association 11 (2020) 3, pp. 341-367

We consider a natural generalization of Jackson and Wolinsky's (J Econ Theory 71:44- 74, 1996) connections model where …

Persistent link: https://www.econbiz.de/10012293123

Does economic growth affect the relationship between banks' capital, liquidity and profitability : empirical evidence from emerging economies

Abbas, Faisal; Ali, Shoaib; Sandhu, Maqsood Ahmad - In: Journal of economic and administrative sciences 39 (2023) 2, pp. 366-381

Persistent link: https://www.econbiz.de/10014305821

The impact of bank capital, bank liquidity and credit risk on profitability in postcrisis period : a comparative study of US and Asia

Abbas, Faisal; Iqbal, Shahid; Aziz, Bilal - In: Cogent economics & finance 7 (2019) 1, pp. 1-18

The purpose of this study is to explore the influence of bank capital, bank liquidity level and credit risk on the … economies similar to in the USA commercial banks, whereas the impact of liquidity on the profitability of the USA large … indicate that a 6% increase in capital leads to a 1% increase in profit, a 3.5% increase in liquidity leads to a 1% increase in …

Persistent link: https://www.econbiz.de/10012023980

How commercial banks adjust capital ratios : empirical evidence from the USA?

Abbas, Faisal; Ali, Shoaib; Yousaf, Imran; Rizwan, Sohail - In: Cogent business & management 7 (2020) 1, pp. 1-18

This study examines the speed of adjustment of the leverage and regulatory capital ratios between 2002 and 2018 for large commercial banks of the USA. The study applies a two-step system GMM technique to obtain the speed of adjustment. The results prove that higher-quality capital requires...

Persistent link: https://www.econbiz.de/10012655130

Dynamics of bank capital ratios and risk-taking : evidence from US commercial banks

Abbas, Faisal; Ali, Shoaib - In: Cogent economics & finance 8 (2020) 1, pp. 1-21

This study aims to explore how different capital ratios influence the risk-taking of large commercial banks of the USA. The study collects the data from FDIC for commercial banks from 2003 to 2019. We use a two-step GMM method to manage the endogeneity, simultaneity, heteroscedasticity, and...

Persistent link: https://www.econbiz.de/10013179679

From bilateral two-way to unilateral one-way flow link-formation

Olaizola, Norma; Valenciano, Federico - In: SERIEs - Journal of the Spanish Economic Association 7 (2016) 2, pp. 257-278

We provide a model that allows for a transition between the simplest variation of two basic models of strategic network formation: Bala and Goyal's one-way flow model without decay, where links can be unilaterally formed, and a version without decay of Jackson and Wolinsky's connections model...

Persistent link: https://www.econbiz.de/10011650320

Characterization of efficient networks in a generalized connections model with endogenous link strength

Olaizola, Norma; Valenciano, Federico - In: SERIEs - Journal of the Spanish Economic Association 11 (2020) 3, pp. 341-367

We consider a natural generalization of Jackson and Wolinsky's (J Econ Theory 71:44- 74, 1996) connections model where …

Persistent link: https://www.econbiz.de/10014496086

From bilateral two-way to unilateral one-way flow link-formation

Olaizola, Norma; Valenciano, Federico - In: SERIEs : Journal of the Spanish Economic Association 7 (2016) 2, pp. 257-278

Persistent link: https://www.econbiz.de/10011500250

A unifying model of strategic network formation

Olaizola, Norma; Valenciano, Federico - In: International journal of game theory : official journal … 47 (2018) 4, pp. 1033-1063

Persistent link: https://www.econbiz.de/10012010866