The aim of this study is to determine the factors affecting liquidity risk deposit banks in Turkey. In context, 10 with highest asset size according their 2020 end year financial tables were included sample and quarterly data for 2010-2020 period tested by static panel analysis. According model results, it determined that "Equity / Total Assets", "Money Market Funds/Total Assets" "Inflation" va...

Analysing the concentration risk in the portfolio is one of the important issues for the risk management of financial institutions. Among several measures proposed in order to quantify the concentration risk, we consider the risk contribution (RC) of asset j, defined by RCj ≡ aj∂Rp/∂aj, where aj is the holding amount of asset and Rp is the total risk of the portfolio. RCj can satisfy the additi...

The paper introduces a financial statement method to assess the future potential of a firm. First, the last strategic steady phase is identified. Second, growth rate for total expenditure is estimated (growth process). Third, the revenue generating potential of total expenditure is evaluated by a distributed lag function (revenue-generating process). This function is used to recalculate expense...

caused a great deal of concern regarding both the soundness of banks and the effectiveness of current regulatory practices in this countryJ The largest bank failure in U.S. history occurred last year with the collapse of the Franklin National Bank of New York (total assets of $3.6 billion). One of the immediate causes for the failure of Franklin National was large loan losses in foreign exchang...

many researches have depicted there is no significant and positive correlation between it and firm level performance, called productivity paradox, so as successful investment on it depends on taking into account the role of complementary assets such as business processes and organizational infrastructures. on the other hand, since there are not enough resources to invest on all these assets, th...