FACTORS AFFECTING LIQUIDITY RISK- AN EMPIRICAL ANALYSIS ON TURKISH BANKING SECTOR

被引：0
|
作者：
Ekim Kocaman, Bade [1 ]
Babuscu, Senol [1 ]
Hazar, Adalet [1 ]
机构：
[1] Baskent Univ, Finans & Bankacil Bolumu, Ankara, Turkey
来源：
JOURNAL OF MEHMET AKIF ERSOY UNIVERSITY ECONOMICS AND ADMINISTRATIVE SCIENCES FACULTY | 2021年 / 8卷 / 03期
关键词：
Liquidity Risk; Panel Data Analysis; Banking Sector;
D O I：
10.30798/makuiibf.979907
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
The aim of this study is to determine the factors affecting the liquidity risk of deposit banks in Turkey. In this context, 10 deposit banks with the highest asset size according to their 2020 end of year financial tables were included to the sample and the quarterly data for the 2010-2020 period were tested by static panel data analysis. According to the model results, it is determined that "Equity / Total Assets", "Money Market Funds/Total Assets" and "Inflation" variables affect the liquidity risk. It is also important and specific for the study that the "Money Market Funds/Total Assets" ratio is a determining factor in the liquidity risk, in terms of the literature contribution of the study.
引用
收藏
页码：1840 / 1857
页数：18
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