Showing 1 - 10 of 951
Purpose – The purpose of this paper is to assess liquidity risk management (LRM) practices in Indonesian Islamic … index produces a “good” grade for the liquidity management practices in the Indonesian Islamic banking industry, represented … by three Islamic banks which capture 82 percent of the total market share of the industry. However, the breakdown of the …
Persistent link: https://www.econbiz.de/10014826508
is also performed in order to identify the main drivers of the liquidity risk measures for the two types of banks …Purpose – The purpose of this paper is to compare banks specialised on real estate lending with the overall market in … order to the test if they are more or less exposed to liquidity risk. Design/methodology/approach – Following the approach …
Persistent link: https://www.econbiz.de/10014898289
Discusses a talk given by Ross Jones at the UK Asset and Liability Management Association about the effect globalization is having on the increased lack of financial controls. Looks at the history of liquidation and how it was achieved. Further investigates IT and the markets and how they have...
Persistent link: https://www.econbiz.de/10014689031
on liquidity risk management. Banks falling‐short of making such information available might not inspire confidence in … banks have adopted in a bid to inform stakeholders on their management of liquidity risk.  …Purpose – The purpose of this paper is to investigate post‐crisis measures banks have adopted in a bid to manage …
Persistent link: https://www.econbiz.de/10014988302
Purpose – The purpose of this paper is to investigate whether the Australian equity market is informationally efficient in the semi‐strong form with regard to interest rates and the exchange rate shocks during the period 1994‐2006. Design/methodology/approach – There is evidence that the...
Persistent link: https://www.econbiz.de/10014863215
Innovations – the unanticipated component – of the Canadian market‐determined bank rate announcements have an immediate impact on the bilateral Canadian/US dollar spot exchange rate, with the sign of the impact depending on market perceptions of the monetary policy regime in which the...
Persistent link: https://www.econbiz.de/10014863402
Uses recently developed techniques in the estimation of non‐stationary time series to construct money demand functions for four African economies, using quarterly data. Finds that money demand depends not only on income, inflation and interest rates, but also on variability of inflation and...
Persistent link: https://www.econbiz.de/10014863438
Purpose – This paper seeks to examine the operation of an Islamic inter‐bank money market (IIMM), within a dual banking system. Design/methodology/approach – The paper describes Malaysia's Islamic IIMM. It then examines some of the key risks associated with money market functions. An...
Persistent link: https://www.econbiz.de/10014826466
Purpose – The purpose of this paper is to analyze the information content of the Islamic interbank money market rate (IIMMR), with respect to several macroeconomic indicators such as output, inflation, exports, imports, bank loans and stock market index, and compare it against that of the...
Persistent link: https://www.econbiz.de/10014826474
Purpose – In line with the government's policy to promote Malaysia as an international hub for Islamic banking and finance, the purpose of this paper is to evaluate the dynamic effects of both Islamic and conventional stock markets on foreign portfolio investments. Design/methodology/approach...
Persistent link: https://www.econbiz.de/10014826475