文章基本信息

标题：Liquidity risk and bank performance in Southeast Asian countries: a dynamic panel approach
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作者：Fahim Muhammad Taqi ; Subarna ; Tjahja Muhandri 等
期刊名称：Quantitative Finance and Economics
电子版ISSN：2573-0134
出版年度：2021
卷号：5
期号：1
页码：111-133
DOI：10.3934/QFE.2021006
语种：English
出版社：AIMS Press
摘要：This study uses unbalanced panel data from Bankscope from 171 banks in 9 countries in Southeast Asia over the period 2004–2016 and the Generalized Method of Moments (SGMM) to analyze the impact of liquidity risk on bank performance in Southeast Asian countries. The results show that liquidity risk has a positive effect on the performance of banks or that most banks with good performance have a high liquidity risk under normal conditions. However, if there is a financial crisis, the effect of liquidity risk on bank performance is negative. This means that during the crisis, banks will seek to increase liquidity assets, to improve profitability, which will increase financial costs and reduce bank efficiency. Besides, bank performance in Southeast Asian countries is also influenced by the following factors: impact of the lag variable of bank performance, quality of liquid assets, bank size, bank capital, loan loss provision, GDP growth, money supply and inflation. The results of this study are intended to supplement the experimental results and suggest some critical guidelines for bank management in this area.
关键词：liquidity risk;bank performance;financial crisis;Southeast Asia;SGMM