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Journal articles on the topic 'Liquidity of the bank'

Author: Grafiati

Published: 28 May 2022

Last updated: 31 July 2025

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1

Wang, Cong, and Lihuan Zhuang. "Bank liquidity and the risk-taking channel of monetary policy: An empirical study of the banking system in China." PLOS ONE 17, no. 12 (2022): e0279506. http://dx.doi.org/10.1371/journal.pone.0279506.

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This paper addresses the impact of bank liquidity on risk-taking behaviour of Chinese banks, and provides evidence for a risk-taking channel of monetary policy operating through bank liquidity. By using bank-level panel data from 123 Chinese commercial banks during 2003–2018, it is found that banks facing lower liquidity risk will be encouraged to take more risk. Moreover, loose monetary policy leads to more aggressive risk-taking by reducing the bank liquidity risk, namely a liquidity risk-taking channel of monetary policy. These findings suggest that authorities should give full consideratio

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2

Carsamer, Emmanuel, Anthony Abbam, and Yaw N. Queku. "Bank capital, liquidity and risk in Ghana." Journal of Financial Regulation and Compliance 30, no. 2 (2021): 149–66. http://dx.doi.org/10.1108/jfrc-12-2020-0117.

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Purpose Capital, risk and liquidity are the vitality of the banking industry, which can improve the efficiency of banking and promote the efficiency of resource allocation. The purpose of this study is to examine how Basel III new liquidity ratios affect bank capital and risk adjustments and how banks respond to the new liquidity rules. Design/methodology/approach The authors adopted the system generalized method of moments (GMM) to examine how Basel III new liquidity ratios affect bank capital and risk adjustments and how banks respond to the new liquidity rules. Based on the call reports dat

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3

Le-Bao, Thy, Linh Ho, and Dai Lang. "Basel III standards and liquidity determinants in Vietnamese commercial bank." Journal of Eastern European and Central Asian Research (JEECAR) 10, no. 3 (2023): 401–12. http://dx.doi.org/10.15549/jeecar.v10i3.1176.

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This study aims to ascertain the determinants affecting the liquidity of Vietnamese Commercial Banks by their bank ownership structures, CEO characteristics, and bank-specific variables. Using panel data consisting of 29 Vietnamese commercial banks, we measure liquidity using the most up-to-date method – the Net Stable Funding Difference (NSFD), according to Basel III standards. Correlating to the relationship between CEOs’ characteristics and bank liquidity, we found that CEOs with longer tenure will control liquidity better due to their higher managerial power and entrenchment. Moreover, the

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4

Tran, Thi Thuy Dung, Thi Phuong Anh Tran, and Anh Thang Tran. "Impact of Geographical Diversification on Bank Liquidity: Empirical Evidence from Vietnamese Commercial Banks." International Journal of Applied Economics, Finance and Accounting 22, no. 1 (2025): 101–10. https://doi.org/10.33094/ijaefa.v22i1.2243.

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This study investigates the effects of geographical diversification on liquidity within Vietnamese commercial banks from 2008 to 2023. Using panel data regression methods, including fixed-effects regressions to measure the relationship between bank liquidity, geographical diversification, and control variables, the generalized method of moments (GMM) to address endogeneity issues, and quantile regression to assess whether this interaction differs across different quantiles of bank liquidity, we present empirical evidence regarding the relationship between bank liquidity and geographical divers

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Müseyib qızı Babazadə, Sehrayi. "Liquidity risk and liquidity regulation management processes." SCIENTIFIC WORK 76, no. 3 (2022): 101–6. http://dx.doi.org/10.36719/2663-4619/76/101-106.

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İstənilən bankın idarə olunmasının ən mühüm vəzifələrindən biri müvafiq likvidlik səviyyəsini təmin etməkdir. Bank münasib qiymətə cəlb oluna bilən vəsaitlərə və məhz onlara ehtiyac olduğu anda çıxış imkanına malik olduğu halda likvid hesab olunur. Bu o deməkdir ki, bank ya lazımi miqdarda likvid vəsaitə malikdir, ya da onları kreditlər və ya aktivlərin satışı ilə tez əldə edə bilər. Rusiyada başlayan maliyyə böhranı bankın likvidliyinin tənzimlənməsinə xüsusi aktuallıq verdi. Dinamik artım nümayiş etdirmiş bir çox Rusiya bankları yüksək dəyişkən maliyyə şəraitində likvidlik problemini həll ed

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Diem Ha Le, Chi, and Nam Hai Pham. "Bank liquidity sensitivity after the impact of the bank-run phenomenon: The moderating role of state ownership." Banks and Bank Systems 20, no. 1 (2025): 259–70. https://doi.org/10.21511/bbs.20(1).2025.21.

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The article investigates the impact of commercial banks’ liquidity sensitivity following the bank-run phenomenon. Using data from 25 Vietnamese commercial banks from 2010 to 2022, the Sys.GMM estimation results reveal that banks with more considerable equity capital and total assets exhibit higher liquidity sensitivity after a bank run. Additionally, larger banks are more likely to adopt liquidity management strategies that involve borrowing. The study also finds that banks with more substantial financial performance, higher loan-to-deposit ratios, and a more extensive spread between loan and

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7

Kasana, Ekta, Renu Singh, and Bibhu Prasad Sahoo. "Analyzing the liquidity of commercial banks in India: Study on different bankgroups." Economics and Finance Letters 11, no. 4 (2024): 273–88. http://dx.doi.org/10.18488/29.v11i4.3931.

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The present study investigates how macroeconomic and bank-specific determinants affect the liquidity of public, private, and foreign banks in India. Bank liquidity is crucial for maintaining financial stability, supporting economic growth, and preserving public trust in the banking system. Bank liquidity is critically significant for bank success. Since 2008, this study has taken 49 banks for analysis purposes. We have employed the fixed and random effect models to examine the impact of bank-specific and macroeconomic variables on the liquidity of diverse bank groups. The results show that dep

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8

Rozhkov, Y. V. "THE USE OF LIQUIDING AS A BANK MANAGEMENT CATEGORY." Vestnik of Khabarovsk State University of Economics and Law, no. 3 (January 20, 2021): 61–64. http://dx.doi.org/10.38161/2618-9526-2020-3-12.

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The article describes the theoretical problems related to the use of «bank liquidity» category. «Function» category is revealed in relation to the liquidity of credit institutions. It is proposed to introduce «liquiding» category into scientific and practical circulation as a quintessence that combines the concepts of «liquidity», «liquidity management», «liquidity risk management»

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9

Karki, Dipendra. "The liquidity paradox in Nepalese banks." NCC Journal 6, no. 1 (2021): 57–69. http://dx.doi.org/10.3126/nccj.v6i1.57817.

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This study analyzes the influence of bank-specific and macroeconomic variables on liquidity in commercial banks in Nepal. Using pooled cross - sectional data from ten sample banks for the period 2011/12 to 2016/17, with sixty observations, the study employs a causal-comparative and descriptive research design as its methodology. The study concludes that bank-specific and macroeconomic variables significantly affect the liquidity in Nepalese banks, with different effects observed for public sector banks, joint ventures, and domestic private banks. This study finds that the capital adequacy rati

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Zenbela, Hatem Abdurahman, Mohd Abdul Wahab Fatoni Mohd, and Asmuliadi Lubis. "Libyan Islamic Banks Experience in Reducing Bank Liquidity from an Islamic." AL-MANHAJ: Jurnal Hukum dan Pranata Sosial Islam 4, no. 2 (2022): 565–72. http://dx.doi.org/10.37680/almanhaj.v4i2.2020.

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Background: The problem with the study is that the problem of bank liquidity in Libyan Islamic banks is exacerbated by the excess of bank liquidity coverage. (2): Purpose: The study aims to learn about Libyan banks' experience in reducing bank liquidity from an Islamic perspective: Malaysian banks are a model. The study highlights the importance of highlighting Libyan Islamic banks' experience in reducing bank liquidity from the perspective of Islamic Malaysian banks as a model. (3) Method: The study followed a qualitative approach to evaluating internal and external factors, circumstances and

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Dang, Van Dan, and Hoang Chung Nguyen. "Monetary stimulus and bank liquidity hoarding in an emerging market." Asian Academy of Management Journal of Accounting and Finance 18, no. 1 (2022): 133–61. http://dx.doi.org/10.21315/aamjaf2022.18.1.6.

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The paper examines the impact of monetary policy on bank liquidity hoarding. Using novel measures to capture bank liquidity hoarding in Vietnam during 2007–2019, we find that banks decrease total liquidity hoarding and all three liquidity hoarding components (asset-, liability-, and off-balance sheet items) when the central bank injects more money into the economy. An interesting result appears when we document that banks hoard more liquidity in the event of lowered interest rates. Our additional analysis indicates that the extent to which bank liquidity hoarding responds to monetary policy ch

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12

Wuryandani, Gantiah, Ramlan Ginting, Dudy Iskandar, and Zulkarnain Sitompul. "PENGELOLAAN DANA DAN LIKUIDITAS BANK." Buletin Ekonomi Moneter dan Perbankan 16, no. 3 (2014): 247–76. http://dx.doi.org/10.21098/bemp.v16i3.45.

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This paper analyzes the liquidity of banks, both precautionary and involuntary liquidity. We apply dynamic panel estimation on individual bank data covering the period of Januari 2002 to November 2011. The result shows that precautionary liquidity is more determined by the operation of the bank. On the other hand, the involuntary liquidity is more affected by the financial system condition. Related to the size, the effect of the financial system condition and the macroeconomy is larger for the small banks. Moreover, the monetary policy in the form minimum reserve requirement affects the precau

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13

Supiyadi*, Dedi, and Intan Novita. "The Effect of Firm Size, Credit Risk, Interest Rates, and Liquidity on Bank Profitability: Study on State-Owned Banks in Indonesia." Jurnal Ilmu Keuangan dan Perbankan (JIKA) 13, no. 1 (2023): 33–44. http://dx.doi.org/10.34010/jika.v13i1.10374.

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This study aims to examine the effect of bank size, credit risk, interest rate and liquidity on profitability in state-owned banks listed on the IDX. In this study the authors used a random effects model on a balanced panel data set of all state-owned banks listed on the Indonesia Stock Exchange from 2013 to 2022, consisting of 81 Banks, from the entire research sample for 10 years obtained 50 observations. The results show that credit risk and liquidity have a negative effect on profitability, interest rates have a positive effect on profitability and firm size has no effect on profitability,

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14

Umar, Muhammad, and Gang Sun. "Determinants of different types of bank liquidity: evidence from BRICS countries." China Finance Review International 6, no. 4 (2016): 380–403. http://dx.doi.org/10.1108/cfri-07-2015-0113.

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Purpose The purpose of this paper is to explore the determinants of three different types of bank liquidity: funding liquidity, liquidity creation, and stock liquidity in emerging markets. Design/methodology/approach It uses an extensive set of data from all the listed banks of Brazil, Russia, India, China, and South Africa, collectively known as the BRICS countries, spanning the period 2002-2014. Multiple linear regression has been used to estimate the coefficients of the determinants. Findings In case of emerging markets, bank size is not a determinant of different types of liquidity, except

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15

Kundid Novokmet, Ana, and Antonia Marinović. "Solvency and Liquidity Level Trade-off: Does it Exist in Croatian Banking Sector?" Scientific Annals of Economics and Business 63, no. 3 (2016): 429–40. http://dx.doi.org/10.1515/saeb-2016-0132.

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Abstract We focus on 32 Croatian banks in the period 2002-2010 in order to investigate the solvency-liquidity nexus. Dynamic panel data analysis is applied on two basic models in which current liquidity ratio and equity to assets ratio are set as dependent variables, interchangeably, and other explanatory variables employed to capture the effect of bank size, profitability and asset quality as well as macroeconomic environment. We found two-way positive relationship between bank solvency and liquidity. However, bank size plays an important role in the capital and liquidity management, and trad

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16

Mdaghri, Anas Alaoui, and Lahsen Oubdi. "Bank-Specific and Macroeconomic Determinants of Bank Liquidity Creation: Evidence from MENA Countries." Journal of Central Banking Theory and Practice 11, no. 2 (2022): 55–76. http://dx.doi.org/10.2478/jcbtp-2022-0013.

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Abstract This study measures liquidity creation within a sample of 153 banks operating in 12 Middle Eastern and North African (MENA) countries from 2008 to 2017. We found that these banks created a total of $461.32 billion in liquidity in 2017, approximately 1.51 times the total liquidity created in 2008, mainly driven by commercial banks in Gulf Cooperation Council (GCC) countries. We also conducted an econometric analysis to investigate the internal and external factors affecting bank liquidity creation, applying a Fixed Effects model and the new Method of Moments Quantile Regression (MMQR).

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17

Wuryandani, Gantiah, Ramlan Ginting, Dudy Iskandar, and Zulkarnain Sitompul. "Fund Management And the Liquidity of The Bank." Buletin Ekonomi Moneter dan Perbankan 16, no. 3 (2014): 231–58. http://dx.doi.org/10.21098/bemp.v16i3.446.

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This paper analyzes the liquidity of banks, both precautionary and involuntary liquidity. We apply dynamic panel estimation on individual bank data covering the period of Januari 2002 to November 2011. The result shows that precautionary liquidity is more determined by the operation of the bank. On the other hand, the involuntary liquidity is more affected by the financial system condition. Related to the size, the effect of the financial system condition and the macroeconomy is larger for the small banks. Moreover, the monetary policy in the form minimum reserve requirement affects the precau

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18

Gupta, Saloni, and Laxmi Devi. "EMPIRICAL ANALYSIS OF CAPITAL, FUNDING LIQUIDITY AND BANK LENDING IN EMERGING MARKET ECONOMIES: AN APPLICATION OF SYSTEM GMM APPROACH." Administrative Development 'A Journal of HIPA, Shimla' 8, SI-1 (2021): 247–70. http://dx.doi.org/10.53338/adhipa2021.v08.si01.15.

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Funding Liquidity is the key component of loanable funds of the bank. Sufficient liquidity also boosts banks’ ability to pay-off its dues timely but at the same time it has been proven to be a significant determinant of various historical banking sector crises all over the world. However, there exists very weak empirical evidence suggesting a clear relationship between funding liquidity and bank lending growth (BLG). We have attempted to address this gap by empirically testing the impact of bank capital, funding liquidity and their interaction variable on the BLG using a dataset of 59 commerci

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19

Rafique, Amir, Muhammad Adeel, Kalsoom Akhtar, and Muhammad Amir Alvi. "Determinants of Liquidity Considering Role of Market Competition; Evidence from Pakistan’s Banking Sector." Sustainable Business and Society in Emerging Economies 2, no. 2 (2020): 51–59. http://dx.doi.org/10.26710/sbsee.v2i2.1617.

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Current study empirically analyzes bank specific factors and macroeconomic factors that determine the liquidity reserves of banks functioning in Pakistan. To highlight the association, current study performed random effects estimates on a data set of 20 banks from 2006 to 2016. Bank specific factors include bank size, capital and credit Risk. GDP and Inflation are the macroeconomic factors that were considered. Market competition has been measured through HHI. Based on panel data analysis, current study suggests that bank specific factors (except capital), macroeconomic factors and market comp

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20

Chen, Yi-Kai, Chung-Hua Shen, Lanfeng Kao, and Chuan-Yi Yeh. "Bank Liquidity Risk and Performance." Review of Pacific Basin Financial Markets and Policies 21, no. 01 (2018): 1850007. http://dx.doi.org/10.1142/s0219091518500078.

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This study employs an alternative measure of liquidity risk to investigate its determinants by using an unbalanced panel dataset of commercial banks in 12 advanced economies over the period 1994–2006. Dependence on liquid assets for external funding, supervisory and regulatory factors, and macroeconomic factors are all determinants of liquidity risk. Because of higher funding costs for obtaining liquidity, liquidity risk is regarded as a discount for bank profitability, yet liquidity risk shows a premium on bank performance in terms of banks’ net interest margins. Liquidity risk has reverse im

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21

Qu, Hongjian, and Jianchun Zhou. "Study on the Phenomenon of Bank Liquidity Tail." Journal of Business Administration Research 6, no. 2 (2017): 1. http://dx.doi.org/10.5430/jbar.v6n2p1.

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The entry of foreign banks, the spread of financial crisis, the marketization of interest rates and the impact of the point of time assessment lead to the phenomenon of bank liquidity tail, which has a negative impact on commercial banks, the financial system and the national economy. This paper is based on the current situation of the phenomenon of bank liquidity tail, analyzes the reasons of bank liquidity tail from two aspects of management and supervision system of bank liquidity, and proceed from the inner bank, the central bank's monetary policy, the external environment and so on, to fi

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Fombang, MccPowell, and Richard Wamalwa Wanzala. "Mozambican commercial bank liquidity and its determinants." EUREKA: Social and Humanities, no. 6 (November 30, 2023): 61–72. http://dx.doi.org/10.21303/2504-5571.2023.003245.

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Despite the Central Bank of Mozambique's best efforts to assist commercial banks through a range of policies and regulations, the majority of these banks have been unable to satisfy their liquidity obligations on time, resulting in unacceptably large losses that have forced mergers or necessary resolutions. Thus, the purpose of this study was to determine the factors that affect Mozambican commercial banks' liquidity using bank-specific and macroeconomic data from 2013 to 2022. Data was analysed using unbalanced panel regression analysis (PRA). Specific bank data were gathered from a sample of

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Bista, Raghu Bir, and Priyanka Basnet. "Determinants of Bank Liquidity in Nepal." Quantitative Economics and Management Studies 1, no. 6 (2020): 390–98. http://dx.doi.org/10.35877/454ri.qems223.

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This paper examines determinants of bank liquidity of the commercial bank in Nepal based on 12 years long time series data base from 2004 to 2015, employing the econometric model. As a result, the bank liquidity of the commercial bank has fluctuation and instable trend line indicating the risk of liquidity crunch. Similarly, deposit, capital adequacy, remittance and bank size are determinants of bank liquidity of the commercial bank out of which deposit is prevalent to increase bank liquidity and capital adequacy is key to decrease it. In long term, capital adequacy, bank size and government e

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Liu, Zehao, Ping He, and Chengbo Xie. "In the shadow of shadow banking: A liquidity perspective." Theoretical Economics 20, no. 1 (2025): 131–68. https://doi.org/10.3982/te5712.

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Liquidity requirements for commercial banks improve risk‐sharing for depositors. Nevertheless, shadow banks, issuing securities with lower liquidity, operate outside such regulatory constraints. In an economy featuring shadow banks with a constant level of liquidity for shadow bank securities, higher liquidity requirements lead to a reduction in aggregate liquidity provision, owing to regulatory arbitrage incentives. Conversely, when the liquidity of shadow bank securities decreases with the market share of shadow banks, the incentive for regulatory arbitrage is reduced and, thus, higher liqui

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25

Anupama and Jayalath. "EFFECTS OF NON-OPERATING INCOME AND BANK SIZE ON PROFITABILITY AND LIQUIDITY; A STUDY ON SRI LANKAN COMMERCIAL BANKING SECTOR." Journal of Accountancy & Finance 11, no. 1 (2024): 82–99. http://dx.doi.org/10.57075/jaf1112405.

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The study explores the complex interplay between bank size, profitability, liquidity, and non-operating income (NOIM) in the context of Sri Lanka's commercial banking industry. Prior research has frequently disregarded NOIM and bank size as direct predictors of profitability and liquidity, despite their importance in financial success. Through an examination of the banking environment in Sri Lanka, this study seeks to clarify how NOIM and bank size have a unique bearing on profitability (as determined by ROA) and liquidity (as determined by liquidity ratio). This research uses secondary data a

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Hidayat, Nur, Muslich Anshari, and Rahmat Setiawan. "Digitalization and diversification strategies for effective bank liquidity management in emerging markets." Edelweiss Applied Science and Technology 8, no. 6 (2024): 559–71. http://dx.doi.org/10.55214/25768484.v8i6.2128.

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The purpose of this study is to examine the impact of income, assets, and geographic diversity on bank liquidity in the Indonesian banking sector. This study uses purposive sampling and multiple regression analysis (MRA) to investigate the impact of digital banking on bank liquidity, as measured by the loan-to-deposit ratio (LDR) and liquidity ratio. The sample used is 87 banks in Indonesia, which include state-owned banks, commercial banks, regional development banks, and Islamic banks. The key findings of this study indicate that income and asset diversification significantly affect bank liq

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Umar, Muhammad, and Gang Sun. "Bank leverage and stock liquidity: evidence from BRICS countries." Journal of Financial Economic Policy 8, no. 3 (2016): 298–315. http://dx.doi.org/10.1108/jfep-07-2015-0040.

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Purpose The purpose of the study is to explore the relationship between bank leverage and stock liquidity. Design/methodology/approach A simultaneous equations model and a two-stage least squares method were used to find the above-mentioned relationship, using data from all the listed banks of the BRICS countries, for the years 2007-2014. Findings A decrease in leverage results in lower stock liquidity of the banks. Bank leverage is a significant determinant of stock liquidity, but changes in stock liquidity do not explain the variation in bank leverage. However, in the case of small banks, an

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Sahyouni, Ahmad, Mohammad A. A. Zaid, and Mohamed Adib. "Bank soundness and liquidity creation." EuroMed Journal of Business 16, no. 1 (2021): 86–107. http://dx.doi.org/10.1108/emjb-04-2019-0061.

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PurposeThe purpose of this paper is to investigate how much liquidity banks create and how liquidity creation changed over time in the MENA countries and to examine the soundness of banks in these countries based on the CAME rating system, in addition to investigating the relationship between CAME ratios and liquidity creation of these banks.Design/methodology/approachThe study regresses the CAME ratios together with other control variables to model liquidity creation. The robustness of the results is evaluated by using a different measure of liquidity creation and by excluding the observation

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JOSHUA NGILA ZAKAYO, JOSHUA NGILA ZAKAYO, Dr Faraji Yatundu Dr.Faraji Yatundu, and Dr Daniel Ndungu Dr.Daniel Ndungu. "Capital Adequacy, Bank Size and Liquidity Risk of Deposit Taking Microfinance Banks in Kenya." Journal of Research in Business and Management 13, no. 6 (2025): 133–48. https://doi.org/10.35629/3002-1306133148.

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Microfinance banks liquidity has been sustained by massive slowdowns in lending that accompanied moratoria on repayments, but should this be extended beyond the initial months, it would effectively push the liquidity crunch onto the low-income communities they are supposed to serve and put the sustainability of the MFBs themselves into question by exposing them to liquidity risks. This study aimed to establish capital adequacy,bank size and the liquidity risk of deposit taking microfinance banks in Kenya. Specifically, the study sought to assess whether capital adequacy influenced the liquidit

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Mashamba, Tafirei, and Farai Kwenda. "A Look at the Liquidity Management Practices of Banks in South Africa." Journal of Economics and Behavioral Studies 9, no. 3(J) (2017): 113–20. http://dx.doi.org/10.22610/jebs.v9i3(j).1750.

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In an effort to strengthen bank liquidity-risk management practices, the Basel Committee proposed new liquidity requirements for banks in 2010 under the Basel III framework. However, despite the good intentions of the liquidity requirements the new regulations are likely to present some challenges for banks in the course of managing their liquidity. However, before any inference can be made about the possible implications of the liquidity standards on bank liquidity management practices, it is imperative to have insight into the current liquidity management strategies of banks. This paper seek

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Mashamba, Tafirei, and Farai Kwenda. "A Look at the Liquidity Management Practices of Banks in South Africa." Journal of Economics and Behavioral Studies 9, no. 3 (2017): 113. http://dx.doi.org/10.22610/jebs.v9i3.1750.

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In an effort to strengthen bank liquidity-risk management practices, the Basel Committee proposed new liquidity requirements for banks in 2010 under the Basel III framework. However, despite the good intentions of the liquidity requirements the new regulations are likely to present some challenges for banks in the course of managing their liquidity. However, before any inference can be made about the possible implications of the liquidity standards on bank liquidity management practices, it is imperative to have insight into the current liquidity management strategies of banks. This paper seek

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Abbas, Faisal, Shahid Iqbal, and Bilal Aziz. "The Role of Bank Liquidity and Bank Risk in Determining Bank Capital: Empirical Analysis of Asian Banking Industry." Review of Pacific Basin Financial Markets and Policies 23, no. 03 (2020): 2050020. http://dx.doi.org/10.1142/s0219091520500204.

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This study provides new insights about how bank liquidity and bank risk have influenced the capital ratio of commercial banks operating in Asia’s emerging economies after the financial crisis 2007–2008. The data were collected for 377 banks from the Bankscope database covering the period of eight years between 2010 and 2017. The linear regression panel-corrected standard errors approach is used to find consistent estimators. The results of the overall sample and medium-sized banks regression revealed a positive relationship between bank liquidity and bank capital ratio, whereas the liquidity a

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Pokharel, Shiva Prasad. "Impact of liquidity on profitability in Nepalese Commercial Bank." Patan Pragya 5, no. 1 (2019): 180–87. http://dx.doi.org/10.3126/pragya.v5i1.30458.

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This study explores the influence of liquidity on the profitability in the Nepalese commercial banks. 5 commercial banks in Nepal; Agriculture Development Bank, Everest Bank, Prime Commercial Bank, Sunrise Bank and Citizens Bank International are randomly selected among 28 commercial banks of Nepal as a sample and analyzed for the current study over the period 2010/11 to 2016/17 AD. Since liquidity management can increase the bank’s profitability. the study has examined their liquidity management as well as profitability positions using various statistical and financial tools. The article indi

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Ibrahim, Sardar Shaket. "The Impacts of Liquidity on Profitability in Banking Sectors of Iraq." International Journal of Finance & Banking Studies (2147-4486) 6, no. 1 (2017): 113–21. http://dx.doi.org/10.20525/ijfbs.v6i1.650.

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This study examines the influence of liquidity on the profitability of Iraqi commercial banks. Five banks based in Iraq namely: North bank, Iraqi Islamic bank, Sumer bank, Dar Es-Salam bank and Babylon bank randomly selected and analyzed for the current study over the period 2005 to 2013. Moreover, annual reports of these banks have studied and the main ratios of profitability and liquidity were calculated. These reports are available at Iraqi Stock Exchange site. The variables that were identified as independent for liquidity were, loan deposit ratio, deposit asset ratio and cash deposit rati

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Kadhim, Ali Abdulamer, Ahmed jamal kadhim, and Akeel Dakheel Kareem. "Credit Risks and Capital Risks and their impact on Banking Liquidity, Applied Research in al-Mansour Investment Bank and the Iraqi Investment Bank." Journal of Corporate Finance Management and Banking System, no. 33 (April 8, 2023): 29–38. http://dx.doi.org/10.55529/jcfmbs.33.29.38.

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The research aims to shed light on the variables of the study, credit risks and capital risks, and provide an introductory framework for them and the theoretical relationship with the dependent variable on banking liquidity, and then measure those risks on commercial banks (Al-Mansour Investment Bank and the Iraqi Investment Bank) and then find statistical relationships between the variables The independent and dependent variable and then using the statistical analysis program (SPSSv.26) to find the effect relationship of credit risk and capital risk on bank liquidity. One of the most importan

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Dang, Van Dan, and Hoang Chung Nguyen. "Bank Liquidity Hoarding Strategies in Uncertain Times: New Evidence from an Emerging Market with Bank-level Data." Organizations and Markets in Emerging Economies 12, no. 2 (2021): 377–98. http://dx.doi.org/10.15388/omee.2021.12.61.

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   The paper explores the impact of uncertainty on bank liquidity hoarding, particularly providing new insights on the nature of the impact by bank-level heterogeneity. We consider the cross-sectional dispersion of shocks to key bank variables to estimate uncertainty in the banking sector and include all banking items to construct a comprehensive measure of bank liquidity hoarding. Using a sample of Vietnamese banks during 2007–2019, we document that banks tend to increase total liquidity hoarding in response to higher uncertainty; this pattern is still valid for on- and off-

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Maria Antony, Tisa. "Determinants of liquidity risk: Empirical evidence from Indian commercial banks." Banks and Bank Systems 18, no. 3 (2023): 101–11. http://dx.doi.org/10.21511/bbs.18(3).2023.09.

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Liquidity risk is a significant financial threat that must be handled carefully. Underestimation or mismanagement of liquidity risk may lead to severe financial losses or even bank failures. Therefore, timely and adequately estimating liquidity risk and examining factors that affect liquidity risk are essential. On that account, this paper aims to examine the determinants of liquidity risk for Indian commercial banks from 2013 to 2022. For this purpose, the study has employed a panel data regression model with pooled OLS, fixed effect, and random effect methods and has considered bank-specific

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Jaafar, Mohamad Nizam, Mohammad Firdaus Mohammad Hatta, Amirul Afif Muhamat, Norzita Abdul Karim, Ummul Athirah Fathihah Binti Mohd Idris, and Nur Qurratuain Mardhiah Binti Mohamad Zamri. "The Determinants of Bank’s Liquidity: Comparative Analysis From Global Islamic Banks and Conventional Banks." Information Management and Business Review 16, no. 3S(I)a (2024): 308–16. http://dx.doi.org/10.22610/imbr.v16i3s(i)a.4212.

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This study investigates the determinants of bank liquidity in both Islamic and Conventional banks across 15 countries, focusing on key variables such as profitability, capital adequacy, bank size, and credit risk. Utilizing data from 107 Islamic banks and 506 Conventional banks spanning from 2013 to 2022, the analysis reveals significant differences in liquidity management between the two banking systems. The Random Effect Model (REM) was employed based on the Hausman test results to ensure robustness. The findings indicate that profitability negatively impacts liquidity in Islamic banks, like

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Dahir, Ahmed Mohamed, Fauziah Binti Mahat, and Noor Azman Bin Ali. "Funding liquidity risk and bank risk-taking in BRICS countries." International Journal of Emerging Markets 13, no. 1 (2018): 231–48. http://dx.doi.org/10.1108/ijoem-03-2017-0086.

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Purpose The purpose of this paper is to examine the effects of funding liquidity risk and liquidity risk on the bank risk-taking. Design/methodology/approach This study employs a system generalized method of moments (GMM) estimation technique and a sample of 57 banks operating in BRICS countries over the period from 2006 to 2015. Findings The results reveal that liquidity risk has a significant and negative effect on the bank risk-taking, indicating that a decrease in liquidity risk contributes to higher bank risk-taking. The study also reveals that funding liquidity risk has the substantial i

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Fatema, Nazneen, and Abdullah Mohammed Ibrahim. "Comparative study of Profitability and Liquidity analysis of Islamic Banks in Bangladesh." Global Disclosure of Economics and Business 2, no. 1 (2013): 29–46. http://dx.doi.org/10.18034/gdeb.v2i1.192.

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In this depressed world financial scenario, Islamic banking has emerged as a strong alternate financial system. Its growth is not restricted to the Muslim societies but Islamic financial products are also gaining popularity among non-Muslim countries. The objective of this paper is to scrutinize and compare the liquidity and profitability performances of five Islamic banks in Bangladesh in between the period 2005 and 2011. In order to scan the performances, this study highlights on different standards of liquidity and profitability measurements logical to Islamic philosophy; such as liquidity

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Utami, Riska Amalia, and Faqih Nabhan. "Peran penting bank efficiency dalam memediasi pengaruh income diversification dan bank liquidity terhadap bank performance." Journal of Accounting and Digital Finance 2, no. 2 (2022): 72–85. http://dx.doi.org/10.53088/jadfi.v2i2.48.

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This study aims to determine the effect of income diversification and bank liquidity on bank performance with bank efficiency as an intervening variable in Islamic Commercial Banks in Indonesia in 2010-2019. The results show that income diversification has a positive and insignificant effect on bank performance, bank liquidity has a positive and insignificant effect on bank performance, income diversification has a positive and significant effect on bank efficiency, bank liquidity has a positive and insignificant effect on bank efficiency, bank efficiency has a negative and significant effect

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Li, Wenhao. "Public Liquidity and Financial Crises." American Economic Journal: Macroeconomics 17, no. 2 (2025): 245–84. https://doi.org/10.1257/mac.20210412.

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This paper studies the equilibrium effect of public liquidity on financial crises. Banks borrow from households via insured deposits and partially runnable debt and suffer endogenous funding withdrawals from households in crises. Holding public liquidity alleviates banks’ liquidity problems. In equilibrium, a larger public liquidity supply reduces crisis severity and expands bank lending but crowds bank deposits and increases bank vulnerability to real shocks. The model quantitatively explains 40 percent of Treasury liquidity premium variations. Counterfactual analyses reveal that QE1 signific

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Suharyono, Suharyono. "DAMPAK KRISIS GLOBAL TERHADAP LIKUIDITAS BANK DEVISA NASIONAL." Inovbiz: Jurnal Inovasi Bisnis 3, no. 2 (2015): 96. http://dx.doi.org/10.35314/inovbiz.v3i2.29.

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Abstract: The global crisis has led banks experienced liquidity problems. The measurement of banks' liquidity ratios is useful to assess the composite rating of a bank, as the impact of the global crisis toward the liquidity of foreign exchange banks. This study aimed to determine whether there was significant difference between the liquidity of foreign exchange banks before and after the global crisis. The Bank’s liquidity was measured using liquidity ratios by comparing current assets to current liabilities. The population of this study was 35 foreign exchange banks. The hypothesis was teste

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Izbosarov, Boburjon. "CURRENT ISSUES OF THE PRACTICE OF REGULATING THE LIQUIDITY OF COMMERCIAL BANKS IN THE CONTEXT OF GLOBALIZATION." Economics and education 24, no. 1 (2023): 135–43. http://dx.doi.org/10.55439/eced/vol24_iss1/a19.

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This article examines the role of the Central Bank in ensuring the liquidity of bank assets, the state of capital of commercial banks, and their impact on liquidity. At the same time, the impact of asset quality on its liquidity, as well as deposits and own funds, was analyzed using econometric methods. The article examines the effect of commercial banks' own funds on the liquidity of bank assets, the effect of economic normative indicators set by the Central Bank, and the effect of the Central Bank's monetary policy tools using econometric models

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Brůna, Karel, and Naďa Blahová. "Systemic Liquidity Shocks and Banking Sector Liquidity Characteristics on the Eve of Liquidity Coverage Ratio Application - The Case of the Czech Republic." Journal of Central Banking Theory and Practice 5, no. 1 (2016): 159–84. http://dx.doi.org/10.1515/jcbtp-2016-0008.

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Abstract The paper contains an analysis of the economic and regulatory concept of bank liquidity in the context of systemic liquidity shock. A formal model analysis shows that the application of liquidity coverage ratio (LCR) based on Basel III will lead to a significant adaptation of banks liquidity management. LCR causes a change in bank’s liquidity allocation and funding to be less effective and more costly and restrictive for providing credits comparing with economic determinants. It is demonstrated that the application of LCR underestimates actual liquidity position of a bank and leads to

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Ngatia, Petronilla Njeri, and Tabitha Nasieku. "Bank Specific Factors and Liquidity of Commercial Banks in Kenya." International Journal of Social Science and Humanities Research (IJSSHR) ISSN 2959-7056 (o); 2959-7048 (p) 2, no. 2 (2024): 159–78. http://dx.doi.org/10.61108/ijsshr.v2i2.104.

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Despite reporting increased level of liquidity among the commercial banks in Kenya, recent instances of bank failures that have led to the receivership of three banks, have sparked renewed interest in the liquidity of financial institutions. This stems from the uncertainty faced by many depositors about the stability of certain entities within the industry. Given the important role that banks play in any economy, it is crucial to understand the influencing factors of liquidity as a key determinant of bank stability. Thus, this study specifically sought to evaluate whether bank size, profitabil

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Widyastuti, Shinta, and Cindy Mariani. "Restrukturisasi Kredit dan Kecukupan Modal: Apakah Mempengaruhi Likuiditas?" E-Jurnal Akuntansi 33, no. 6 (2023): 1462. http://dx.doi.org/10.24843/eja.2023.v33.i06.p03.

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The COVID-19 pandemic has caused the banking sector to become one of the sectors experiencing problems due to the increasing number of non-performing loans and a decrease in the capital adequacy ratio. The purpose of this study was to determine the effect of credit restructuring, the effect of capital adequacy on bank liquidity moderated by bank size. The population in this study are Conventional Commercial Banks and Sharia Commercial Banks registered with the Financial Services Authority (OJK). The sample technique used was purposive sampling method and obtained 61 banks as samples. The analy

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Nguyen, Linh Thi My, and Oanh Thi Kim Tran. "The stability of Vietnamese commercial banks - Does liquidity creation matter?" HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE - ECONOMICS AND BUSINESS ADMINISTRATION 15, no. 1 (2024): 81–98. https://doi.org/10.46223/hcmcoujs.econ.en.15.1.3145.2025.

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The study offers insights into whether liquidity creation, capital growth rate, and their interaction have affected the stability of Vietnamese commercial banks by employing the Bayesian method for a sample of 25 commercial banks during 2008 - 2022. Our empirical findings reveal that the more liquidity a bank creates and the higher the capital growth rate is, the more stable the bank is. Especially the results show that capital growth has a moderating role, as it allows banks to absorb potential loss due to liquidity risks in the course of liquidity creation. Moreover, other bank-specific fact

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Duong, Quynh Nga, Nguyen Thuy Khue Tran, and Thi Phuong Thao Dang. "Income diversification and liquidity risk in ASEAN-5 banks: A Bayesian perspective." PLOS ONE 20, no. 3 (2025): e0316949. https://doi.org/10.1371/journal.pone.0316949.

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Our research employed Bayesian linear regression utilizing an adaptive Metropolis-Hastings method with Gibbs sampling to assess the influence of bank income diversification on the liquidity risk of five ASEAN banks. The results indicate a positive relationship between bank liquidity risk and income diversification, as well as loan interest rates. This implies that banks with greater income diversification tend to have higher liquidity ratios and reduce the bank risk and conversely. Therefore, the study suggests that banks should enhance their diversification efforts to mitigate their liquidity

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Wadi, Mohamed Hassan, and Mohamed Samir Dhaireb. "The Importance of Liquidity and Profitability in Enhancing the Banking Value in Private Banks for the Period 2016 - 2019." Journal of Economics and Administrative Sciences 27, no. 129 (2021): 119–38. http://dx.doi.org/10.33095/jeas.v27i129.2180.

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The article aims to study the liquidity that is required to be provided optimally and the profitability that is required to be achieved by the bank, and the impact of both of them on the value of the bank, and their effect of both liquidity and profitability on the value of the bank. Hence, the research problem emerged, which indicates the extent of the effect of liquidity and profitability on the value of the bank. The importance of the research stems from the main role that commercial banks play in the economy of a country. This requires the need to identify liquidity in a broad way and its

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