Impact of Macro Specific Factor and Bank Specific Factor on Bank Liquidity using FMOLS Approach
نویسندگان
چکیده
منابع مشابه
The Impact of Liquidity on Iranian Bank Profitability
This paper analyzes the impact of liquid asset holdings on bank profitability for a sample of Iranian banks. Using the Generalized Method of Moment (GMM), this study analyzes the profitability of listed banks using unbalanced panel data over the period of 2002-2009. We use the liquidity asset and liquidity asset-ratio square for estimating liquid asset and profitability relationship. The e...
متن کاملTracing the Impact of Bank Liquidity Shocks
While bank lending may fall in response to shocks to their liquidity, to what extent are such shocks transmitted to borrowing rms? Tracing such transmission mechanisms has proven di¢ cult in the past due to a lack of micro data linking banks to borrowing rms and identi cation concerns. This paper uses di¤erential liquidity shocks arising from unanticipated nuclear tests in Pakistan in 1998, a...
متن کاملBank Liquidity and Bank Performance: Looking for a Nonlinear Nexus
Liquid assets are critical for banking operations. They guarantee avoiding liquidity risk and widens managerial decision options to invest in emerging profitable projects; however, holding extra liquidity entails opportunity costs. Accordingly, empirical literature does not provide a conclusive relationship between liquidity and profitability. The purpose of this research is to analyze the asym...
متن کاملBank mergers, competition and liquidity
We provide a model of the impact of bank mergers on loan competition, individual reserve management and aggregate liquidity risk. Banks hold reserves against liquidity shocks, refinance in the interbank market and compete in a differentiated loan market. A merger creates an internal money market that induces financial cost advantages and may increase reserve holdings. We assess the liquidity ri...
متن کاملThe Impact of Liquidity Requirements on Central Bank Policies in Interbank Market of Iran
The interbank rate has a great impact on the bank's economic activities that it is one of the important instrument for central bank policy. Banks to back up their funds or liquidity demand participate in the interbank market. These change their needed or surplus liquidity based on interbank market conditions. According to this, liquidity requirements can change the central banks' monetary poli...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Emerging Science Journal
سال: 2019
ISSN: 2610-9182
DOI: 10.28991/esj-2019-01179