文章基本信息

标题：Fund Management And the Liquidity of The Bank
本地全文：下载
作者：Gantiah Wuryandani ; Ramlan Ginting ; Dudy Iskandar 等
期刊名称：Bulletin Ekonomi Moneter dan Perbankan
印刷版ISSN：1410-8046
电子版ISSN：2460-9196
出版年度：2014
卷号：16
期号：3
页码：231-258
DOI：10.21098/bemp.v16i3.446
出版社：Bank Indonesia
摘要：This paper analyzes the liquidity of banks, both precautionary and involuntary liquidity. We apply dynamic panel estimation on individual bank data covering the period of Januari 2002 to November 2011. The result shows that precautionary liquidity is more determined by the operation of the bank. On the other hand, the involuntary liquidity is more affected by the financial system condition. Related to the size, the effect of the financial system condition and the macroeconomy is larger for the small banks. Moreover, the monetary policy in the form minimum reserve requirement affects the precautionary liquidity of the small banks; while the central bank rate is less influential to the bank liquidity.
关键词：Banking; Liquidity; General Method of Moment