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crisis were observed. A dummy variable representing the bank type is included to allow for comparison between liquidity risk … determinants in both types of banks. The model investigated the impact of four bank specific variables and a macroeconomic one on … bank liquidity represented by five alterative ratios. The results show a positive effect of bank size on liquidity risk of …
Persistent link: https://www.econbiz.de/10012924930
of bank liquidity on profitability. The study employs the bankruptcy cost and risk-return hypotheses to examine the … linear effect of bank liquidity on bank profit. Annual bank-specific data from commercial banks in Kenya, Nigeria and South … liquidity and bank profit indicating the applicability of the bankruptcy cost hypothesis. This implies that banks in the study …
Persistent link: https://www.econbiz.de/10012847391
This paper examines the level and the main determinants of liquidity created by credit unions. The contribution of credit unions to the aggregate liquidity created by the financial system has increased over time from $206 billion in 2000 to $318 billion in 2008. We document a negative...
Persistent link: https://www.econbiz.de/10013113978
the largest Dutch banks over the period January 2004 to April 2010. The dynamic interrelations among instruments of bank … wholesale lending. Second, banks hoard liquidity in the form of liquid bonds and central bank reserves. Third, banks conduct …
Persistent link: https://www.econbiz.de/10013118977
The traditional approach to the stress testing of financial institutions focuses on capital adequacy and solvency. Liquidity stress tests have been applied in parallel to and independently from solvency stress tests, based on scenarios which may not be consistent with those used in solvency...
Persistent link: https://www.econbiz.de/10012828230
Commercial-paper backup lines account for a substantial share of undrawn loan commitments in the corporate sector, but have despite this received scant attention in the credit-line literature. In this paper, I study the liquidity-insurance properties of backup lines using a comprehensive loan-...
Persistent link: https://www.econbiz.de/10014301414
Cash pooling is a bank service that allows corporates to externalise the intra-group cash management, and thus manage …, in an environment characterised by limited access to capital markets, reduced bank lending, low returns and higher risks …
Persistent link: https://www.econbiz.de/10011664048
Persistent link: https://www.econbiz.de/10010256306
Persistent link: https://www.econbiz.de/10011293142
The beginning of the year 2023 is marked by continued economic instability, some of it still lingering from economic ramifications of the COVID-19 pandemic, some brought on by the war in Ukraine, high energy prices and other more regional factors. For businesses of all shapes and sizes, this...
Persistent link: https://www.econbiz.de/10014249534