Bank Liquidity and its Determinants in Romania
By I. Munteanu. 2012
126 citations recorded by the source corpus.
Abstract Recently, the global crisis has proven that the lack of bank liquidity was the main trigger of all the negative events. Many profitable banks faced difficulties in managing their own funds due to the misunderstanding of liquidity risk. I conducted this research paper with the aim of identifying the factors that influence bank liquidity through a multiple regression model, over a panel of commercial banks in Romania. The results reflect both common and different determinants for the two liquidity rates analyzed and are consistent with the previous literature on this topic. The pre-crisis years are observed separately from the crisis period (2008- 2010). An important indicator for bank stability, Z-score, has a significant influence over bank liquidity in the crisis years. In the pursuit of designing efficient liquidity management tools, I built the conceptual and empirical framework for enhancing bank liquidity, as a variable difficult to stress test.
Subfields: Accounting, Finance
View Paper: https://www.semanticscholar.org/paper/5d22fc686c645f0164681e1bf2d237045c8f00e6
How researchers see this paper
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In Accounting
- Anil Kumar Sharma
- Anamika Singh
- Faisal Abbas
- Shahid Iqbal
- Bilal Aziz
- Malik Muneer Abu Afifa
- Isam Saleh
In Finance
- Anil Kumar Sharma
- Anamika Singh
- Faisal Abbas
- Shahid Iqbal
- Bilal Aziz
- Malik Muneer Abu Afifa
- Isam Saleh
Citations in the corpus
- An empirical analysis of macroeconomic and bank-specific factors affecting liquidity of Indian banks (2016, background): “It is a buffer against losses that arise in business (Munteanu, 2012).”
- The impact of bank capital, bank liquidity and credit risk on profitability in postcrisis period: A comparative study of US and Asia (2019, result): “…in most of previous studies, researchers used equity to total assets ratio as the capital ratio such as Carlson, Shan, and Warusawitharana (2013), Munteanu (2012), Chiorazzo and Milani (2011), Islam and Nishiyama (2016), Chiaramonte and Casu (2017), Kim and Sohn (2017) and Aydemir and Guloglu…”