Liquidity creation and bank profitability

被引：26

作者：

Duan, Ying ^{[1
]}

Niu, Jijun ^{[1
]}

机构：

[1] Simon Fraser Univ, Beedie Sch Business, Burnaby, BC V5A 1S6, Canada

来源：

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE | 2020年 / 54卷

关键词：

Bank; Liquidity creation; Profitability; RISK-TAKING; DETERMINANTS; PERFORMANCE; COMPETITION; RUNS;

D O I：

10.1016/j.najef.2020.101250

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

This paper examines the effect of liquidity creation on bank profitability. Using a panel of US banks, we find that liquidity creation is associated with higher profitability. This result holds during normal times and the financial crisis, and for banks of different sizes. When we decompose liquidity creation into its individual components, we find that liability-side and off-balance sheet liquidity creation are positively related to profitability, while asset-side liquidity creation is negatively related to profitability.

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页数：12

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