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Articles de revues sur le sujet « Net Stable Funding Ratio »

Auteur : Grafiati

Publié le 4 juin 2021

Mis à jour le 26 juillet 2025

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1

Windl, Martin. "Net Stable Funding Ratio and Liquidity Hoarding." Schmalenbach Business Review 71, no. 1 (2019): 57–85. http://dx.doi.org/10.1007/s41464-019-00066-x.

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Gideon, F., Mark A. Petersen, Janine Mukuddem-Petersen, and LNP Hlatshwayo. "Basel III and the Net Stable Funding Ratio." ISRN Applied Mathematics 2013 (March 3, 2013): 1–20. http://dx.doi.org/10.1155/2013/582707.

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We validate the new Basel liquidity standards as encapsulated by the net stable funding ratio in a quantitative manner. In this regard, we consider the dynamics of inverse net stable funding ratio as a measure to quantify the bank’s prospects for a stable funding over a period of a year. In essence, this justifies how Basel III liquidity standards can be effectively implemented in mitigating liquidity problems. We also discuss various classes of available stable funding and required stable funding. Furthermore, we discuss an optimal control problem for a continuous-time inverse net stable fund

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Cherkashnev, R., A. Fedorova, and O. Chernyshova. "To the question about the implementation of the bank regulation system «Basel III»." Bulletin of Science and Practice 4, no. 11 (2018): 289–94. https://doi.org/10.5281/zenodo.1488209.

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In the article, the authors consider the possibility of commercial banks of the Russian Federation of the transition to the regulation of banking activities "Basel III". Given the existing legislation in the field of banking regulation. We study the capital adequacy ratio in the context of its auxiliary indicators — the standard of capital adequacy and the standard of capital adequacy. The possibility of introducing the calculation of indicators of the financial leverage ratio (leverage) and the net stable funding ratio is investigated. Compliance with the standards studied is

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King, Michael R. "The Basel III Net Stable Funding Ratio and bank net interest margins." Journal of Banking & Finance 37, no. 11 (2013): 4144–56. http://dx.doi.org/10.1016/j.jbankfin.2013.07.017.

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Gobat, Jeanne, Mamoru Yanase, and Joseph Maloney. "The Net Stable Funding Ratio: Impact and Issues for Consideration." IMF Working Papers 14, no. 106 (2014): 1. http://dx.doi.org/10.5089/9781498346498.001.

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Khalifeh, Imtynan, Francois Benhmad, Chawki El Moussawi, and Amine Tarazi. "Net stable funding ratio: Implication for Bank stability in Europe." Global Finance Journal 67 (September 2025): 101144. https://doi.org/10.1016/j.gfj.2025.101144.

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Burghof, Hans-Peter. "Discussion of Martin Windl: Net Stable Funding Ratio and Liquidity Hoarding." Schmalenbach Business Review 71, no. 1 (2019): 87–90. http://dx.doi.org/10.1007/s41464-019-00072-z.

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Kausar, Rehana, Zeeshan Mahmood, and Ulfat Abbas. "Impact of Net Stable Funding Ratio Regulations on Net Interest Margin: A Multi-Country Comparative Analysis." Journal of Accounting and Finance in Emerging Economies 2, no. 2 (2016): 93–102. http://dx.doi.org/10.26710/jafee.v2i2.106.

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We empirically investigate the impact of liquidity framework proposed under Basel III, namely Net Stable Funding Ratio on Net Interest Margin for 385 banks in SAARC countries (Afghanistan, Bangladesh, Bhutan, India, Maldives, Nepal, Pakistan, and Sri Lanka) along with five developed countries i.e. Australia, Canada, China, Japan and United State over 2003-2013. The NSFR in Basel III liquidity necessity intended to limit funding risk emerging from maturity conflicts between assets and liabilities of overall countries. The results indicate that there is also a gap between developing and develope

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Ly, Kim Cuong, Zhizhen Chen, Senyu Wang, and Yuxiang Jiang. "The Basel III net stable funding ratio adjustment speed and systemic risk." Research in International Business and Finance 39 (January 2017): 169–82. http://dx.doi.org/10.1016/j.ribaf.2016.07.031.

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Mpundu, Mubanga. "Analysis of bank failure: An application of CVAR methodology on liquidity." Risk Governance and Control: Financial Markets and Institutions 7, no. 2 (2017): 18–27. http://dx.doi.org/10.22495/rgcv7i2art2.

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JOURNAL MENU ANALYSIS OF BANK FAILURE: AN APPLICATION OF CVAR METHODOLOGY ON LIQUIDITY DOWNLOAD THIS ARTICLE Mubanga Mpundu ORCID logo DOI:10.22495/rgcv7i2art2 Creative Commons License This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License. Abstract In this paper, balance sheet liquidity data was analyzed comprising of 157 Class I and 234 Class II banks. Class I banks are categorized as those with tier 1 capital in excess of $4 billion and internationally active while Class II banks are the rest. A Cointegrated Vector Autoregressive (CVAR) approach w

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ARVANITIS, PETROS, and KONSTANTINOS DRAKOS. "The Net Stable Funding Ratio of US Bank Holding Companies: A Retrospective Analysis." International Journal of Economic Sciences IV, no. 2 (2015): 1–9. http://dx.doi.org/10.20472/es.2015.4.2.001.

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Le, Minh, Viet-Ngu Hoang, Clevo Wilson, and Shunsuke Managi. "Net stable funding ratio and profit efficiency of commercial banks in the US." Economic Analysis and Policy 67 (September 2020): 55–66. http://dx.doi.org/10.1016/j.eap.2020.05.008.

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Kauko, Karlo. "A Short Note on the Net Stable Funding Ratio Requirement with Endogenous Money." Economic Notes 46, no. 1 (2016): 105–15. http://dx.doi.org/10.1111/ecno.12064.

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Wei, Xu, Yaxian Gong, and Ho-Mou Wu. "The impacts of Net Stable Funding Ratio requirement on Banks’ choices of debt maturity." Journal of Banking & Finance 82 (September 2017): 229–43. http://dx.doi.org/10.1016/j.jbankfin.2017.02.006.

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Sidhu, Anureet Virk, Shailesh Rastogi, Rajani Gupte, Aashi Rawal, and Bhakti Agarwal. "Net Stable Funding Ratio (NSFR) and Bank Performance: A Study of the Indian Banks." Journal of Risk and Financial Management 15, no. 11 (2022): 527. http://dx.doi.org/10.3390/jrfm15110527.

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The present study examines the impact of the Net Stable Funding Ratio (NSFR) on the performance of Indian commercial banks from 2010 to 2021. The study further investigates how the relationship between liquidity and performance varies under the influence of bank-specific factors such as ownership structure (Promoter vs. Institutional investors). Bank performance is evaluated using a two-fold approach—Profitability measures (NIMs and ROA) and NPA levels of banks. Using the Dynamic panel data regression technique, we find that the relationship between NSFR and NIMs is negative, implying that ban

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Shonhadji, Nanang, and Soni Agus Irwandi. "Liquidity Risk And Basel III Implementation In Southeast Asia Banking." Jurnal Reviu Akuntansi dan Keuangan 13, no. 2 (2023): 481–96. http://dx.doi.org/10.22219/jrak.v13i2.25135.

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Purpose: The objective of this study was to determine the effect of liquidity coverage ratio, net stable funding ratio, net interest margin, and cost of funds on return on assets in Southeast Asian countries' banking services. Methodology/approach: This research was a quantitative research method. Secondary data was used and collected from stock exchanges in each country. Samples were banks in Indonesia, Malaysia, Cambodia, Philippines, Singapore and Thailand. The data testing technique uses multiple linear regression analysis. Findings: The study inform that net stable funding ratio, liquidit

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Bu, Yumeng. "Research on the Impact of Financing Liquidity on Risk-taking of Commercial Banks." MATEC Web of Conferences 267 (2019): 04012. http://dx.doi.org/10.1051/matecconf/201926704012.

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Insufficient liquidity and maturity mismatches lead to bank risks and financial crises. After Basel III included the net stable funding ratio into regulatory indicators, the relationship between the liquidity indicators represented by the net stable capital ratio and the bank's risk exposure triggered discussions among domestic and foreign scholars. This paper uses the data of China's commercial banks, mainly discussing the mutual influence of internal financing liquidity and external financing liquidity on the risk exposure of banks, and then putting forward some suggestions on how to reduce

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Setiyono, Bowo, and Ahmad Maulin Naufa. "THE IMPACT OF NET STABLE FUNDING RATIO ON BANK PERFORMANCE AND RISK AROUND THE WORLD." Buletin Ekonomi Moneter dan Perbankan 23, no. 4 (2021): 543–64. http://dx.doi.org/10.21098/bemp.v23i4.1166.

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This study examines whether liquidity, as measured by net stable funding ratio (NSFR), impacts bank performance and risk. Based on an annual panel data set consisting of 2,909 banks from 127 countries, we find that NSFR reduces both performance and risk. These results are uniquely different in the robustness analysis under various settings (non-linear relationships, high versus low NSFR, and conventional versus Islamicbanks). Overall, NSFR implementation brings benefits in the form of risk reduction rather than performance improvement to banks around the world.

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Dang, Van Dan. "The Basel III net stable funding ratio and a risk-return tradeoff: Bank-level evidence from Vietnam." Asian Academy of Management Journal of Accounting and Finance 17, no. 2 (2021): 247–74. http://dx.doi.org/10.21315/aamjaf2021.17.2.10.

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The Net Stable Funding Ratio (NSFR) liquidity rule under Basel III guidelines is designed to handle long-term liquidity risk, promoting the sustainable structures of bank funding. This study estimates the NSFR and analyses the impact of this liquidity ratio on banks according to a risk-return trade-off in Vietnam prior to the Basel III implementation. Using yearly data for commercial banks from 2007 to 2018, I find that banks with higher NSFR gain more potential benefits than banks with lower NSFR. Concretely, a rise in NSFR increases bank profitability and decreases bank funding costs, credit

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Ma, Tianze. "Basel III and the Future of Project Finance Funding." Michigan Business & Entrepreneurial Law Review, no. 6.1 (2016): 109. http://dx.doi.org/10.36639/mbelr.6.1.basel.

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This paper seeks to analyze the new requirements in the Basel III banking regulatory framework and explore their impact on commercial banks’ project finance portfolio. The paper begins with a general introduction of the Basel Accords, followed by an analysis of the changes in the Basel III requirements and their potential impact on project finance, in particular the effects of the liquidity coverage ratio (LCR) and the net stable funding ratio (NSFR). The paper ends with a discussion of alternative sources of project finance funding that emerged as a result of the new regulatory regime.

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Hamdow Gad Elkreem, Bakhita. "Impact of Islamic Securitization (Sukuk) on Islamic Banks Liquidity Risk in Light of Basel III Requirements." International Journal of Finance & Banking Studies (2147-4486) 6, no. 1 (2017): 85–100. http://dx.doi.org/10.20525/ijfbs.v6i1.669.

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This study aims to investigate the relation between Islamic securitization representing in Sukuk, and the Islamic banks ‘liquidities in light of Basel 3 requirements. So that the study investigates three variables which include Islamic securitization as independent variable; net cash from financing activities and net noncore funding dependence ratio as dependent variables. The study follows quantitative method by employing cross sectional data context analysis. The data is collected from six banks over six countries through the period 2011-2013. Pearson regression is used to measure causal rel

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Ashraf, Dawood, Muhammad Suhail Rizwan, and Barbara L’Huillier. "A net stable funding ratio for Islamic banks and its impact on financial stability: An international investigation." Journal of Financial Stability 25 (August 2016): 47–57. http://dx.doi.org/10.1016/j.jfs.2016.06.010.

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Handayani, Tri, and Lastuti Abubakar. "Regulasi Pengelolaan Likuiditas Bank melalui Kewajiban Penerapan Net Stable Funding Ratio (NSFR) sebagai Upaya Menciptakan Perbankan yang Sehat." Varia Justicia 14, no. 1 (2018): 10–20. http://dx.doi.org/10.31603/variajusticia.v14i1.2039.

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Pengalaman krisis tahun 2008 menunjukkan bahwa permodalan yang kuat tidak menjamin Bank mampu bertahan menghadapi krisis. Kesulitan yang dihadapi sebagian besar Bank pada saat itu disebabkan antara lain oleh ketidakmampuan Bank dalam memenuhi standar terkait prinsip dasar pengukuran dan penerapan manajemen risiko likuiditas. Oleh karena itu kerangka Basel III yang dikeluarkan oleh Basel Committee on Banking Supervision (BCBS) menyempurnakan kerangka permodalan yang ada (Basel II). Berdasarkan ketetntuan Basel III setiap Bank diwajibkan memenuhi Net Stable Funding Ratio (NSFR) yang diharapkan d

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Amroony, Mohamed, M. H. Law, Fakarudin Kamarudin, and Nazrul Raza. "Net Stable Funding Ratio, Contingent Convertible Capital, Covid-19 and Bank Profitability: Evidence from Non-linear Panel Relationship." Review of Economics and Finance 20 (2022): 961–70. http://dx.doi.org/10.55365/1923.x2022.20.108.

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Cucinelli, Doriana. "The relationship between liquidity risk and probability of default: Evidence from the Euro area." Risk Governance and Control: Financial Markets and Institutions 3, no. 1 (2013): 42–50. http://dx.doi.org/10.22495/rgcv3i1art5.

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The main objective of this study is to analyze the type of relationship that exists between liquidity risk - measured with the liquidity coverage ratio and the net stable funding ratio - and the probability of default. The sample is composed of 575 listed and non-listed Eurozone banks and the methodology applied in the analysis is OLS regression based on panel data. The results show a relationship only between the liquidity coverage ratio and credit rating, while there is no relationship between the longterm liquidity measure and probability of default. In relation to the crisis, the results h

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Ulfat, Abbas, Imran Farooq Muhammad, Noor Amna, Murtaza Sadia, and Waqas Ashraf Muhammad. "The Impact of Net Stable Funding Ratio (NSFR) Regulations of Basel-III on Financial Profitability and Stability: A Case of Asian Islamic Banks." Indian Journal of Economics and Business 21, no. 1 (2022): 9–25. https://doi.org/10.5281/zenodo.5869802.

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This paper examines the effectiveness of Basel III framework by linking the Net Stable Funding Ratio (NSFR) with profitability and stability of Asian Islamic Banks. The formula for measuring NSFR was introduced in the Basel III accord. Data from 89 Islamic banks for the period of (2011-17), from 20 countries in the (southern, eastern and western) Asian regions where Islamic Banking System is applicable was collected. Two-step Generalized Method of Moments (GMM) model estimator is used in order to handle simultaneity bias and endogeniety problem. The result showed that the Islamic banks of Asia

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Putri, Yordian Alvionita, and Prima Yusi Sari. "Rasio Likuiditas dan NPL Terhadap Rasio Kecukupan Modal Setelah Implementasi BASEL III." Edunomic Jurnal Pendidikan Ekonomi 7, no. 1 (2019): 16. http://dx.doi.org/10.33603/ejpe.v7i1.1876.

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Kemampuan bank dalam mencari sumber dana untuk membiayai kegiatannya digambarkan oleh rasio kecukupan modal atau capital adequacy ratio(CAR). Pada prinsipnya kebijakan Basel III memiliki tujuan untuk meningkatkan kemampuan sektor perbankan untuk menyerap potensi risiko kerugian. Semakin besar nilai CAR maka menggambarkan kemampuan bank dalam menyerap risiko besar. Penerapan manajemen risiko diperlukan untuk dapat mengatasi atau mengelola risiko yang selalu ada dalam aktivitas perbankan termasuk pengawasan internal berbasis risiko dan pengawsan kredit secara memadai, sehingga bank dapat terhind

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Purnamasari, Keti, and Gusti Ayu Oka Windarti. "LIQUIDITY AND CAPITAL ANALYSIS OF STATE-OWNED BANKS IN INDONESIA BASED ON OJK REGULATIONS (POJK)." Jurnal Manajemen 12, no. 2 (2024): 237–44. http://dx.doi.org/10.36546/jm.v12i2.1287.

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This study analyzes liquidity and capitalization based on the Financial Services Authority Regulation (POJK). Liquidity is measured by LCR and NSFR based on POJK Number 42/POJK.03/2015 concerning the obligation to fulfill the Liquidity Coverage Ratio (LCR) for Commercial Banks and POJK Number 50/POJK.03/2017 concerning the obligation to fulfill the Net Stable Funding Ratio (NSFR) for Commercial Banks. Capitalization is measured using the KPMM ratio according to the risk profile based on POJK Number 11/POJK.03/2016 concerning the obligation to provide minimum capital for Commercial Banks. The s

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Wahyudi, Bintang Tri, A. Zuliansyah, and Ujang Hanief Musthofa. "Comparative Analysis of Operational and Liquidity Risks of Islamic Banks in the ASEAN Region Using Basel III." Indonesian Journal of Islamic Economics and Finance 4, no. 2 (2024): 423–36. https://doi.org/10.37680/ijief.v4i2.6674.

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This research aims to analyze the differences in operational and liquidity risks of Islamic banks in the ASEAN region based on the Basel III framework. The study employs a quantitative methodology, utilizing the Kruskal-Wallis analysis and Mann-Whitney U test, drawing on financial reports from Islamic banks from 2021 to 2023. Key indicators examined include the Operational Risk Capital Charge (ORCC), Net Stable Funding Ratio (NSFR), and Liquidity Coverage Ratio (LCR). The findings reveal significant differences in the management of operational risk (ORCC) and long-term funding stability (NSFR)

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Hlebik, Sviatlana. "Liquidity Risk under The New Basel Global Regulatory Framework." Applied Economics and Finance 4, no. 6 (2017): 78. http://dx.doi.org/10.11114/aef.v4i6.2674.

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This paper contributes to understanding liquidity risk and its role in systemic financial crises. It focuses on the new banking regulation Basel III, in particularly on the Liquidity risk ratio that measures long-term liquidity positions of European banks. It emphasizes the importance and the issues relating to the Net Stable Funding Ratio (NSFR) which will become a minimum standard by 1 January 2018. Application at a level of 100% to credit institutions and systemic investment firms is not however expected before 2020, two years after the date of entry into force of the proposed Regulation. T

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Dang, Van Dan, and Hoang Chung Nguyen. "Bank asset allocation and finance structure under uncertainty in Vietnam." Managerial Finance 48, no. 3 (2021): 500–520. http://dx.doi.org/10.1108/mf-09-2021-0408.

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PurposeThe paper investigates the link between uncertainty and banks' balance sheet reactions.Design/methodology/approachThe study employs bank-level data in Vietnam during 2007–2019 to measure micro uncertainty in banking through the dispersion of bank-level shocks. Empirical regressions are performed by the two-step system generalized method of moments (GMM) estimator and then verified using the least squares dummy variable corrected (LSDVC) technique.FindingsBanks tend to reduce risky loans, hoard more liquidity and decrease financial leverage in response to higher uncertainty. The relation

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Kapur, Manoj, Arindam Banerjee, and Kunjana Malik. "Qualitative Assessment of Basel III Liquidity Standards and its Application in the UAE." Indian Journal of Finance and Banking 4, no. 2 (2020): 118–29. http://dx.doi.org/10.46281/ijfb.v4i2.765.

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The Basel Committee for Banking and Supervision (BCBS) introduced two key liquidity ratios to strengthen the short- and long-term liquidity positions of the banks around the globe. These ratios were designed to achieve two key distinct objectives. Firstly, to encourage banks' short-term resilience to the liquidity risks by ensuring there are sufficient high-quality liquid assets to survive a significant stress which may last for 30 days. Calculation of this ratio is called as Liquidity Coverage Ratio (LCR). Secondly, to promote bank resilience over a longer time horizon, at least annually, by

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Tammenga, Alette, and Pieter Haarman. "Liquidity risk regulation and its practical implications for banks: the introduction and effects of the Liquidity Coverage Ratio." Maandblad Voor Accountancy en Bedrijfseconomie 94, no. 9/10 (2020): 367–78. http://dx.doi.org/10.5117/mab.94.51137.

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Following the financial crisis, quantitative liquidity risk regulation was introduced by means of the Liquidity Coverage Ratio (LCR). This literature study aims to investigate whether the introduction of the LCR leads to better liquidity risk management in banks. It elaborates on the drivers and definition of liquidity risk as well as the history, benefits and goals of this regulation. It also delves into the exact composition of the ratio and the assumptions used. The impact on bank lending as well as banks' business model and risk management is addressed, as well as the interaction with mone

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Tammenga, Alette, and Pieter Haarman. "Liquidity risk regulation and its practical implications for banks: the introduction and effects of the Liquidity Coverage Ratio." Maandblad Voor Accountancy en Bedrijfseconomie 94, no. (9/10) (2020): 367–78. https://doi.org/10.5117/mab.94.51137.

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Following the financial crisis, quantitative liquidity risk regulation was introduced by means of the Liquidity Coverage Ratio (LCR). This literature study aims to investigate whether the introduction of the LCR leads to better liquidity risk management in banks. It elaborates on the drivers and definition of liquidity risk as well as the history, benefits and goals of this regulation. It also delves into the exact composition of the ratio and the assumptions used. The impact on bank lending as well as banks' business model and risk management is addressed, as well as the interaction with mone

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Ayub, Rafia, Syed Musa Alhabshi, and Anwar Hasan Abdullah Othman. "MANAGING LIQUIDITY AND PROFITABILITY: A STUDY OF THE IMPACT OF BASEL III REGULATIONS ON ISLAMIC BANKS IN PAKISTAN." International Journal of Islamic Economics and Finance Research 6, no. 2 December (2023): 69–83. https://doi.org/10.53840/ijiefer108.

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Basel III imposed restrictive measures on liquidity, targeting both Islamic and conventional banks equally, to strengthen the resilience of the banking industry in the aftermath of the 2008 financial crisis. This study examines the impact of Basel III liquidity regulatory variables, net stable funding ratio (NSFR), and liquidity coverage ratio (LCR) on the profitability of all four full-fledged Islamic banks in Pakistan from 2007 to 2021. Results reveal no short-term impact and a significant long-term impact of liquidity regulations on the profitability of banks by using the panel autoregressi

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Abdul-Rahman, Aisyah, Noor Latifah Hanim Mohd Said, and Ahmad Azam Sulaiman. "Financing Structure and Liquidity Risk: Lesson from Malaysian Experience." Journal of Central Banking Theory and Practice 6, no. 2 (2017): 125–48. http://dx.doi.org/10.1515/jcbtp-2017-0016.

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Abstract This study examines the relationship between financing structure and bank liquidity risk. We compare the findings between Islamic and conventional banks for the case of Malaysia. We adopt four measures to represent financing structure; namely 1) real estate financing, 2) financing concentration, 3) stability of short-term financing structure and 4) stability of medium-term financing structure. Two BASEL III liquidity risk measures are tested; namely, liquidity coverage ratio (LCR) and the net stable funding ratio (NSFR) to measure short- and long-term liquidity risk, respectively. Bas

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Pertiwi Lolo, Yunita Easty, and Willy Sri Yuliandhari. "The Effect of Profitability, Liquidity and Solvency on Corporate Social Responsibility." JASa (Jurnal Akuntansi, Audit dan Sistem Informasi Akuntansi) 4, no. 3 (2020): 465–72. http://dx.doi.org/10.36555/jasa.v4i3.1408.

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CSR is an obligation of a company that not only provides the needs of the community but also pays attention how to maintain environmental quality positively contributing to the communities in which the company operates. Because it is a index Sri-Kehati generally consists of companies that are already stable and have good performance. With increasing public awareness of the company’s environment, it is demanded to have responsibility for operational activities carried out not only by focusing on the profits generated, howover, based on a survey conducted at the Research Center for Governance, I

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Rami, Hiral Ashok Bhai, and R. Vyas Sneha. "ANALYSING THE IMPACT OF CAPITAL STRUCTURE ON THE PROFITABILITY OF PUBLIC SECTOR BANKS IN INDIA." INTERNATIONAL EDUCATIONAL JOURNAL OF SCIENCE AND ENGINEERING - IEJSE 7, no. 7 (2024): 08–12. https://doi.org/10.5281/zenodo.15607962.

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Capital structure refers to the composition of a company's funding, primarily through debt and equity, which it uses to finance its operations and growth. In the banking industry, capital structure plays a crucial role in determining a bank's ability to absorb losses, manage risks, and comply with regulatory requirements. A well-optimized capital structure can lower the cost of capital, enhance profitability, and ensure long-term financial stability. Banks need to balance the benefits of debt, such as tax shields and lower cost compared to equity, with the potential risks of financial distress

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Lei, Chuwen. "Based on Risk Indicator Analysis to Deal with Risk: A Case Study of Westpac Bank." Journal of World Economy 1, no. 1 (2022): 38–45. http://dx.doi.org/10.56397/jwe.2022.11.05.

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Under APRA’s requirements, all Australian savings institutions need to develop risk appetite statements containing various risk indicators. This article will analyze Westpac’s various risk indicators based on Westpac’s annual report and risk appetite statement. There are six sections in this article. The first part is the background introduction. In the second part, by calculating and comparing the critical capital ratios of each quarter in 2020 and the preceding year, we analyze Westpac’s capital risk and the impact of CET1 on shareholders. The third part judges whether Westpac has achieved i

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Ponomarenko, Alexey. "A note on money creation in emerging market economies." Journal of Financial Economic Policy 9, no. 1 (2017): 70–85. http://dx.doi.org/10.1108/jfep-05-2016-0033.

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Purpose This paper aims to discuss the money creation mechanisms in emerging markets with special focus on external transactions and outlines the implications for monetary policy and financial stability issues. Design/methodology/approach To make the argument, the authors analyze a historical episode of flows of funds in Korea and Russia and conduct a canonical correlation analysis for a cross-section of emerging market economies. Findings The authors show that changes in the net foreign assets of the banking system are associated with (or cause) deposits fluctuations. In emerging markets, how

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Amin, Syajarul Imna Mohd, Aisyah Abdul-Rahman, and Nurhafiza Abdul Kader Malim. "Liquidity risk and regulation in the Organization of the Islamic Cooperation (OIC) banking industry." Asian Academy of Management Journal of Accounting and Finance 17, no. 2 (2021): 29–62. http://dx.doi.org/10.21315/aamajaf2021.17.2.2.

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The recurring crises have evidenced poor liquidity risk management and ineffective regulation in banking. Consequently, banking regulations have undergone continuous reforms to bolster stability in the banking system. Nonetheless, theoretical and empirical evidence provide conflicting results that warrant comprehensive research, particularly for emerging Islamic banking. This study examines the role of banking regulation on the liquidity risk of 245 conventional banks and 68 Islamic banks from selected 14 Organization of the Islamic Cooperation (OIC) from 2000 to 2017 utilising the dynamic pan

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Jalil, Md Abdul, and Al Amin Biswas. "The State of Liquidity Risk Management of Islamic Banks in Bangladesh: A Comparative Study with Conventional Banks." Journal of Islamic Finance 7, no. 2 (2018): 043–60. https://doi.org/10.31436/jif.v7i2.283.

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This paper aims to analyze the current state of liquidity and liquidity risk management of Islamic banks, the historical trend of the liquidity position, and provides a comparison with the liquidity position of conventional banks in Bangladesh. The paper utilizes liquidity ratio, deployment ratio, profit sharing investment account (PSIA) to total deposits ratio, liquidity gap over a specific time period, net stable funding ratio (NSFR), and liquidity coverage ratio (LCR), to discuss the state of liquidity and the trend of liquidity of Islamic banks. Five Islamic banks and five private commerci

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Mohammed, HAMMAJUMBA, B. EZIRIM Chinedu, and P. IFIONU Ebere. "Bank-Based Financial Architecture and Economic Performance: Evidence From Nigeria." GPH-International Journal of Business Management 8, no. 03 (2025): 01–16. https://doi.org/10.5281/zenodo.15073007.

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This study examined the correlation between bank-based financial architecture and economic performance in Nigeria utilising quarterly data from 2010:Q1 to 2022:Q4. The study specifically analysed the impact of the cash reserve ratio, monetary policy rate, stated lending rate, stated deposit rate, capital adequacy ratio, leverage ratio, and net stable funding ratio on the financial inter-relation ratio in Nigeria. The research employed descriptive statistics, unit root tests, generalised linear models, Johansen co-integration tests, VEC-Granger causality, and vector error correction methods to

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Oben, Bénedith, Guy Froyen, Kylee H. Maclachlan, et al. "Whole-Genome Sequencing Reveals Evidence of Two Biologically and Clinically Distinct Entities: Progressive Versus Stable Myeloma Precursor Disease." Blood 136, Supplement 1 (2020): 47–48. http://dx.doi.org/10.1182/blood-2020-136403.

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Introduction Multiple myeloma (MM) is consistently preceded by an asymptomatic expansion of clonal plasma cells, clinically recognized as monoclonal gammopathy of undetermined significance (MGUS) or smoldering multiple myeloma (SMM). Here, we present the first comprehensive whole-genome sequencing (WGS) analysis of patients with MGUS and SMM. Methods To characterize the genomic landscape of myeloma precursor disease (i.e. SMM and MGUS) we performed WGS of CD138-positive bone marrow mononuclear samples from 32 patients with MGUS (N=18) and SMM (N=14), respectively. For cases with low cellularit

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Muriithi, Jane Gathigia, and Kennedy Munyua Waweru. "Liquidity Risk and Financial Performance of Commercial Banks in Kenya." International Journal of Economics and Finance 9, no. 3 (2017): 256. http://dx.doi.org/10.5539/ijef.v9n3p256.

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The focus of this study was to examine the effect of liquidity risk on financial performance of commercial banks in Kenya. The period of interest was between year 2005 and 2014 for all the 43 registered commercial banks in Kenya. Liquidity risk was measured by liquidity coverage ratio (LCR) and net stable funding ratio (NSFR) while financial performance by return on equity (ROE). Data was collected from commercial banks’ financial statements filed with the Central Bank of Kenya. Panel data techniques of random effects estimation and generalized method of moments (GMM) were used to purge time-i

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Alaoui Mdaghri, Anas, and Lahsen Oubdi. "Basel III liquidity regulatory framework and bank liquidity creation in MENA countries." Journal of Financial Regulation and Compliance 30, no. 2 (2021): 129–48. http://dx.doi.org/10.1108/jfrc-01-2021-0002.

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Purpose This paper aims to investigate the potential impact of the Basel III liquidity requirements, namely, the net stable funding ratio (NSFR) and the liquidity coverage ratio (LCR), on bank liquidity creation. Design/methodology/approach The authors developed a dynamic panel model using the Quasi-Maximum Likelihood estimation on an unbalanced panel dataset of 129 commercial banks operating in 10 Middle Eastern and North African (MENA) countries from 2009 to 2017. Findings The results show that the NSFR significantly negatively affects liquidity creation. Similarly, the LCR exerts a substant

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Mahmood, Haroon, Christopher Gan, and Cuong Nguyen. "Determinants of Maturity Transformation Risk in Islamic Banks: A Perspective Of Basel III Liquidity Regulations." Journal of Islamic Finance 6 (December 31, 2017): 142–62. https://doi.org/10.31436/jif.v6i0.263.

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Maturity transformation risk is highlighted as one of the major causes of recent global financial crisis. Basel III has proposed new liquidity regulations for transformation function of banks and hence to monitor this risk. Specifically, net stable funding ratio (NSFR) is introduced to enhance medium- and long-term resilience against liquidity shocks. Islamic banking is widely accepted in many parts of the world and contributes to a significant portion of the financial sector in many countries. Using a data-set of 68 fully fledged Islamic banks from 11 different countries, over a period from 2

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Kort, Jeries, Ravikumar Kyasaram, Shufen Cao, Pingfu Fu, James J. Driscoll, and Ehsan Malek. "Prognostic Value of Dynamic Monoclonal Protein Pattern on Probability of Myeloma Progression from the Precursor State." Blood 138, Supplement 1 (2021): 3781. http://dx.doi.org/10.1182/blood-2021-153265.

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Abstract Multiple Myeloma (MM) is a cancer of terminally differentiated plasma cell resides in bone marrow, which is always preceded by clinically asymptomatic precursor states. The process of malignant transformation however is not fully understood. Analyses of cells from precursor state have provided evidence that it is a genetically advanced lesion, wherein tumor cells carry many of the genetic changes found in MM cells. Furthermore, mice xenografts from patient (pt) with precursor disease showed progressive growth on its own suggesting progression potential is counteracted by active extrin

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Ding Xiao Ling, Razali Haron, and Aznan Hasan. "BASEL III CAPITAL REGULATION FRAMEWORK AND ISLAMIC BANK’S RISK." IIUM Law Journal 30, S2 (2022): 93–128. http://dx.doi.org/10.31436/iiumlj.v30is2.765.

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Basel III modified the requirements for approving new regulatory capital norms to improve capital quality. Because bank liquidity problems were a defining feature of the crisis, Basel III established new requirement ratios while also tightened capital requirements. The Liquidity Coverage Ratio (LCR) was developed to safeguard banks' short-term liquidity, whereas the Net Stable Funding Ratio (NSFR) is being proposed to strengthen banks' medium- and long-term liquidity shock resilience. As a necessary consequence, Islamic financial institutions (IFIs) must issue instruments that satisfy both Bas

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LARIONOVA, K., and T. DONCHENKO. "LIQUIDITY MANAGEMENT BANKS OF UKRAINE IN MODERN CONDITIONS: REGULATORY ASPECTS." Herald of Khmelnytskyi National University. Economic sciences 280, no. 2 (2020): 76–82. https://doi.org/10.31891/2307-5740-2020-280-2-14.

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Quite important is the fact that the most diverse are the systemic characteristics of industrial activity, which require the necessary, effective and efficient management. Problems with the management of the liquidated system of the European system are constantly updated, and the NBU has to constantly maintain its balance, sharing the deficit or increasing the distribution of free people. The low level of declining capacity increases the additional data on the interbank market and requires arbitrary use by the NBU, for which the own number is lower. The article considers the issue of liquidity

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