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applied to examine the impact of bank intermediation efficiency on liquidity risk under different liquidity risk quantiles … intermediation efficiency and liquidity risk while highlighting the higher significant positive impact of intermediation efficiency … of a bank's liquidity risk is dependent on its prevailing liquidity risk level. Hence, the positive impact of equity …
Persistent link: https://www.econbiz.de/10015410705
regression models to assess the impact of both liquidity and credit risk on the efficiency of the IBs. Efficiency scores confirm … also confirm that both liquidity risk (LR) and credit risk (CR) have a significant impact on the efficiency of the IBs in … Bangladesh. A higher score for efficiency is shown by a higher liquidity risk, whereas mixed results are confirmed by credit risk …
Persistent link: https://www.econbiz.de/10014500849
liquidity risk characteristics. The analysis also illustrates the impact of the introduction of the euro on systemic illiquidity …
Persistent link: https://www.econbiz.de/10012598934
This paper investigates increased liquidity provision by market makers resulting from their ability to reduce balance …-by-trade data from sovereign bond markets, we show that liquidity provision by CCP members decreased to a lesser extent following …
Persistent link: https://www.econbiz.de/10012798918
The current financial crisis has pushed many firms to the brink of bankruptcy. A key policy question is thus whether bankruptcy laws are efficient, in the sense of allowing better firms to reorganize while liquidating unviable firms. The sixth in impact series presents lessons from a reform in...
Persistent link: https://www.econbiz.de/10012555352
the positive influence the liquidity coverage ratio has on banks' operational efficiency. The implication of this …The core function of a commercial bank is the provision of credit facilities to its customers and to keep the flow and … efficient. The main focus of this study is to analyse the efficiency of African banks, most importantly after the 2008 global …
Persistent link: https://www.econbiz.de/10013368362
findings infer that increases in bank funding liquidity increase both risk-weighted assets and liquidity creation, and deposit …The purpose of this study is to investigate the impact of funding liquidity risk on the banks' risk-taking behavior. To … funding liquidity increases the banks' risk-taking of US commercial banks. Furthermore, banks with higher deposits are less …
Persistent link: https://www.econbiz.de/10012605946
, meaning that an increase in efficiency will be followed by an increase in a bank's competitiveness. This group has the same … competitiveness will be followed by a decrease in a bank's efficiency. … analyzing the relationship between the efficiency and competitiveness of BUKU 1 to IV banks and KBMI 1 to IV banks in Indonesia …
Persistent link: https://www.econbiz.de/10015198609
Persistent link: https://www.econbiz.de/10013161630
efficiency, determines the number of clusters via Gap statistic and Elbow methods. We use the December quarterly panel data … results show differences in the estimated DEA efficiency measures with and without a clustering approach. Furthermore, using …-adjusted DEA model provides statistically better efficiency measures in comparison to the DEA model without a clustering approach. …
Persistent link: https://www.econbiz.de/10012213369